HIMI Preferred Indices : January 1996

All indices were assigned a value of 1000.0 as of December 31, 1993.

HIMI Index Values 1996-01-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,328.0 1 0 0 0 0 0
FixedFloater 1,328.0 0 0 0 0 0 0
Floater 1,253.1 7 1.56 5.76% 14.2 76M 6.07%
OpRet 1,142.8 29 1.34 5.80% 5.7 89M 6.76%
SplitShare 1,142.8 0 0 0 0 0 0
Interest-Bearing 1,142.8 0 0 0 0 0 0
Perpetual-Premium 1,134.5 5 1.00 4.93% 2.1 83M 7.93%
Perpetual-Discount 1,083.2 0 0 0 0 0 0

Index Constitution, 1996-01-31, Pre-Rebalancing

Index Constitution, 1996-01-31, Post-Rebalancing

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