All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2005-12-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,366.6 | 1 | 2.00 | 3.58% | 18.4 | 46M | 3.59% |
FixedFloater | 2,284.7 | 6 | 2.00 | 3.43% | 2.1 | 89M | 5.10% |
Floater | 2,058.5 | 4 | 2.00 | -16.67% | 0.1 | 40M | 3.94% |
OpRet | 1,881.6 | 18 | 1.67 | 2.56% | 3.1 | 87M | 4.61% |
SplitShare | 1,950.8 | 14 | 1.93 | 3.30% | 2.7 | 63M | 5.03% |
Interest-Bearing | 2,323.4 | 7 | 2.00 | 4.80% | 1.5 | 62M | 6.74% |
Perpetual-Premium | 1,479.4 | 46 | 1.72 | 4.16% | 4.4 | 121M | 5.11% |
Perpetual-Discount | 1,632.5 | 0 | 0 | 0 | 0 | 0 | 0 |