All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2006-05-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,368.7 | 1 | 2.00 | 4.06% | 17.4 | 43M | 4.05% |
FixedFloater | 2,280.6 | 6 | 2.00 | 3.92% | 16.8 | 74M | 5.05% |
Floater | 2,117.1 | 4 | 2.00 | -16.67% | 0.1 | 42M | 4.64% |
OpRet | 1,887.0 | 18 | 1.45 | 3.13% | 2.7 | 87M | 4.68% |
SplitShare | 1,949.8 | 18 | 1.83 | 3.71% | 3.2 | 51M | 5.07% |
Interest-Bearing | 2,304.1 | 8 | 2.00 | 6.14% | 3.0 | 69M | 6.82% |
Perpetual-Premium | 1,468.8 | 41 | 1.54 | 4.76% | 5.1 | 111M | 5.31% |
Perpetual-Discount | 1,573.4 | 13 | 1.33 | 4.82% | 15.9 | 435M | 4.77% |