All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2006-02-28 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,354.7 | 1 | 2.00 | 3.61% | 18.3 | 59M | 3.62% |
FixedFloater | 2,283.5 | 6 | 2.00 | 3.31% | 17.6 | 92M | 5.14% |
Floater | 2,076.1 | 4 | 2.00 | -20.15% | 0.1 | 38M | 4.11% |
OpRet | 1,885.2 | 18 | 1.56 | 2.76% | 2.9 | 84M | 4.62% |
SplitShare | 1,949.0 | 16 | 1.94 | 3.52% | 2.6 | 60M | 5.06% |
Interest-Bearing | 2,316.6 | 8 | 2.00 | 5.26% | 1.3 | 53M | 6.68% |
Perpetual-Premium | 1,482.0 | 47 | 1.64 | 4.40% | 5.8 | 113M | 5.14% |
Perpetual-Discount | 1,613.3 | 3 | 1.34 | 4.54% | 16.4 | 1,229M | 4.57% |