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HIMI Preferred Indices : September, 1996

Thursday, December 28th, 2006

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

HIMI Index Values 1996-09-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,407.9 0 0 0 0 0 0
FixedFloater 1,405.0 0 0 0 0 0 0
Floater 1,325.7 6 1.65 4.36% 16.4 76M 4.81%
OpRet 1,202.9 24 1.28 5.43% 5.1 80M 6.74%
SplitShare 1,202.9 0 0 0 0 0 0
Interest-Bearing 1,202.9 0 0 0 0 0 0
Perpetual-Premium 1,167.7 5 1.00 4.41% 1.6 110M 8.01%
Perpetual-Discount 1,114.8 0 0 0 0 0 0

Index Constitution, 1996-09-30, Pre-Rebalancing

Index Constitution, 1996-09-30, Post-Rebalancing

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HIMI Preferred Indices, August 1996

Wednesday, December 20th, 2006

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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HIMI Preferred Indices : July 1996

Tuesday, December 19th, 2006

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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HIMI Preferred Indices: June, 1996

Thursday, December 14th, 2006

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

HIMI Index Values 1996-06-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,375.5 0 0 0 0 0 0
FixedFloater 1,372.6 0 0 0 0 0 0
Floater 1,295.2 8 1.61 5.02% 15.3 77M 5.34%
OpRet 1,168.9 24 1.24 5.71% 5.5 96M 6.79%
SplitShare 1,168.9 0 0 0 0 0 0
Interest-Bearing 1,168.9 0 0 0 0 0 0
Perpetual-Premium 1,157.9 4 1.00 4.64% 2.9 96M 8.00%
Perpetual-Discount 1,105.5 0 0 0 0 0 0

Index Constitution, 1996-06-28, Pre-Rebalancing

Index Constitution, 1996-06-28, Post-Rebalancing

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HIMI Preferred Indices : May, 1996

Wednesday, December 13th, 2006

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

HIMI Index Values 1996-05-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,359.5 0 0 0 0 0 0
FixedFloater 1,356.6 0 0 0 0 0 0
Floater 1,280.1 7 1.55 5.06% 15.0 84M 5.41%
OpRet 1,161.4 26 1.34 5.84% 5.4 76M 6.79%
SplitShare 1,161.4 0 0 0 0 0 0
Interest-Bearing 1,161.4 0 0 0 0 0 0
Perpetual-Premium 1,155.1 4 1.00 4.88% 2.9 95M 7.98%
Perpetual-Discount 1,102.9 0 0 0 0 0 0

Index Constitution, 1996-05-31, Pre-Rebalancing

Index Constitution, 1996-05-31, Post-Rebalancing

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HIMI Preferred Indices : April 1996

Tuesday, December 12th, 2006

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

HIMI Index Values 1996-04-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,347.9 0 0 0 0 0 0
FixedFloater 1,345.0 0 0 0 0 0 0
Floater 1,269.2 7 1.55 5.06% 15.0 94M 5.44%
OpRet 1,151.5 27 1.32 5.96% 5.3 79M 6.83%
SplitShare 1,151.5 0 0 0 0 0 0
Interest-Bearing 1,151.5 0 0 0 0 0 0
Perpetual-Premium 1,147.3 4 1.00 5.05% 3.0 101M 7.99%
Perpetual-Discount 1,095.4 0 0 0 0 0 0

Index Constitution, 1996-04-30, Pre-Rebalancing

Index Constitution, 1996-04-30, Post-Rebalancing

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HIMI Preferred Indices : March 1996

Friday, December 1st, 2006

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

HIMI Index Values 1996-03-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,344.3 0 0 0 0 0 0
FixedFloater 1,341.5 0 0 0 0 0 0
Floater 1,265.9 7 1.56 5.36% 14.8 104M 5.65%
OpRet 1,139.5 27 1.36 6.04% 5.6 88M 6.85%
SplitShare 1,139.5 0 0 0 0 0 0
Interest-Bearing 1,139.5 0 0 0 0 0 0
Perpetual-Premium 1,141.1 5 1.00 5.25% 2.0 71M 7.98%
Perpetual-Discount 1,089.4 0 0 0 0 0 0

Index Constitution, 1996-03-29, Pre-Rebalancing

Index Constitution, 1996-03-29, Post-Rebalancing

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HIMI Preferred Indices : February, 1996

Thursday, November 30th, 2006

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

HIMI Index Values 1996-02-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,341.7 2 1.00 5.52 13.5 25M 5.86%
FixedFloater 1,340.4 0 0 0 0 0 0
Floater 1,264.9 7 1.55 5.54% 14.4 99M 5.82%
OpRet 1,142.1 29 1.33 5.88% 5.6 96M 6.77%
SplitShare 1,142.1 0 0 0 0 0 0
Interest-Bearing 1,142.1 0 0 0 0 0 0
Perpetual-Premium 1,145.2 5 1.00 4.70% 2.0 71M 7.88%
Perpetual-Discount 1,093.3 0 0 0 0 0 0

Index Constitution, 1996-02-29, Pre-Rebalancing

Index Constitution, 1996-02-29, Post-Rebalancing

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HIMI Preferred Indices : January 1996

Tuesday, November 28th, 2006

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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HIMI Preferred Indices : December, 1995

Monday, November 27th, 2006

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

HIMI Index Values 1995-12-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,307.0 0 0 0 0 0 0
FixedFloater 1,307.0 0 0 0 0 0 0
Floater 1,233.3 8 1.48 5.98% 13.9 74M 6.26%
OpRet 1,119.6 29 1.37 6.02% 5.5 84M 6.89%
SplitShare 1,119.6 0 0 0 0 0 0
Interest-Bearing 1,119.6 0 0 0 0 0 0
Perpetual-Premium 1,126.9 5 1.00 4.79% 2.2 67M 7.95%
Perpetual-Discount 1,075.9 0 0 0 0 0 0

Index Constitution, 1995-12-29, Pre-Rebalancing

Index Constitution, 1995-12-29, Post-Rebalancing

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