HIMI Preferred Indices : August, 1997

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

HIMI Index Values 1997-08-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,529.5 0 0 0 0 0 0
FixedFloater 1,530.2 6 2.00 3.25% 17.7 565M 5.13%
Floater 1,440.2 6 1.66 3.45% 18.3 92M 3.75%
OpRet 1,332.8 29 1.24 4.19% 4.3 95M 6.21%
SplitShare 1,340.3 2 1.51 4.80% 5.2 85M 5.35%
Interest-Bearing 1,332.8 0 0 0 0 0 0
Perpetual-Premium 1,222.8 4 1.00 2.12% 1.97 121M 7.94%
Perpetual-Discount 1,167.5 0 0 0 0 0 0

Index Constitution, 1997-08-29, Pre-Rebalancing

Index Constitution, 1997-08-29, Post-Rebalancing

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