All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2006-06-30 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,365.9 | 1 | 2.00 | 4.38% | 16.7 | 34M | 4.38% |
FixedFloater | 2,285.0 | 6 | 2.00 | 4.10% | 1.7 | 100M | 5.05% |
Floater | 2,124.2 | 5 | 2.00 | -9.46% | 0.1 | 52M | 4.55% |
OpRet | 1,886.2 | 18 | 1.45 | 3.36% | 2.7 | 79M | 4.70% |
SplitShare | 1,950.0 | 17 | 1.83 | 4.01% | 3.1 | 42M | 5.08% |
Interest-Bearing | 2,329.2 | 8 | 2.00 | 5.30% | 1.0 | 55M | 6.83% |
Perpetual-Premium | 1,476.4 | 42 | 1.55 | 4.69% | 4.7 | 109M | 5.31% |
Perpetual-Discount | 1,576.8 | 11 | 1.27 | 4.82% | 15.8 | 460M | 4.77% |
HIMI Index Changes, June 30, 2006 | |||
Issue | From | To | Because |
MUH.PR.A | SplitShare | Scraps | Volume |
PWF.PR.A | Scraps | Floater | Volume |
NA.PR.L | PerpetualDiscount | PerpetualPremium | Price |
There were the following intra-month changes: