All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2006-03-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,358.5 | 1 | 2.00 | 3.81% | 17.9 | 58M | 3.81% |
FixedFloater | 2,296.0 | 6 | 2.00 | 3.28% | 1.9 | 114M | 5.13% |
Floater | 2,086.7 | 4 | 2.00 | -14.01% | 0.1 | 41M | 4.30% |
OpRet | 1,894.2 | 18 | 1.56 | 2.43% | 2.9 | 80M | 4.63% |
SplitShare | 1,965.3 | 18 | 1.84 | 3.29% | 2.2 | 53M | 4.99% |
Interest-Bearing | 2,327.4 | 8 | 2.00 | 4.65% | 1.3 | 50M | 6.74% |
Perpetual-Premium | 1,487.8 | 47 | 1.64 | 4.35% | 5.6 | 111M | 5.15% |
Perpetual-Discount | 1,622.5 | 3 | 1.34 | 4.55% | 16.3 | 860M | 4.55% |