HIMI Preferred Indices : July 1996

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

HIMI Index Values 1996-07-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,393.8 0 0 0 0 0 0
FixedFloater 1,390.9 0 0 0 0 0 0
Floater 1,312.5 7 1.55 4.77% 15.6 82M 5.14%
OpRet 1,172.9 23 1.25 5.86% 5.5 81M 6.80%
SplitShare 1,172.9 0 0 0 0 0 0
Interest-Bearing 1,172.9 0 0 0 0 0 0
Perpetual-Premium 1,162.7 4 1.00 4.47% 2.8 98M 8.01%
Perpetual-Discount 1,110.1 0 0 0 0 0 0

Index Constitution, 1996-07-31, Pre-Rebalancing

Index Constitution, 1996-07-31, Post-Rebalancing

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