HIMI Preferred Indices, August 1996

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

HIMI Index Values 1996-08-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,405.6 0 0 0 0 0 0
FixedFloater 1,402.7 0 0 0 0 0 0
Floater 1,323.6 7 1.56 4.41% 16.3 64M 4.69%
OpRet 1,188.4 23 1.30 5.67% 5.3 80M 6.75%
SplitShare 1,188.4 0 0 0 0 0 0
Interest-Bearing 1,188.4 0 0 0 0 0 0
Perpetual-Premium 1,168.0 4 1.00 4.47% 2.8 131M 8.01%
Perpetual-Discount 1,115.1 0 0 0 0 0 0

Index Constitution, 1996-08-30, Pre-Rebalancing

Index Constitution, 1996-08-30, Post-Rebalancing

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