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HIMI Preferred Indices : November 1995

Friday, November 24th, 2006

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

HIMI Index Values 1995-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,293.2 0 0 0 0 0 0
FixedFloater 1,293.2 0 0 0 0 0 0
Floater 1,220.3 7 1.55 6.28% 13.2 77M 6.57%
OpRet 1,115.2 28 1.35 5.98% 5.5 88M 6.87%
SplitShare 1,115.2 0 0 0 0 0 0
Interest-Bearing 1,115.2 0 0 0 0 0 0
Perpetual-Premium 1,117.9 5 1.00 5.34% 2.2 87M 7.95%
Perpetual-Discount 1,067.3 0 0 0 0 0 0

Index Constitution, 1995-11-30, Pre-Rebalancing

Index Constitution, 1995-11-30, Post-Rebalancing

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HIMI Preferred Indices : October, 1995

Thursday, November 23rd, 2006

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

HIMI Index Values 1995-10-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,274.5 0 0 0 0 0 0
FixedFloater 1,274.5 0 0 0 0 0 0
Floater 1,202.7 7 1.55 6.64% 13.0 96M 6.82%
OpRet 1,087.0 28 1.35 6.43% 5.6 94M 7.04%
SplitShare 1,087.0 0 0 0 0 0 0
Interest-Bearing 1,087.0 0 0 0 0 0 0
Perpetual-Premium 1,094.4 5 1.00 6.22% 2.3 63M 8.09%
Perpetual-Discount 1,044.9 0 0 0 0 0 0

Index Constitution, 1995-10-31, Pre-Rebalancing

Index Constitution, 1995-10-31, Post-Rebalancing

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HIMI Preferred Indices : September, 1995

Wednesday, November 22nd, 2006

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

HIMI Index Values 1995-9-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,267.3 0 0 0 0 0 0
FixedFloater 1,267.3 0 0 0 0 0 0
Floater 1,195.8 7 1.55 6.66% 13.0 109M 6.82%
OpRet 1,079.3 24 1.28 6.43% 5.9 67M 6.95%
SplitShare 1,079.3 0 0 0 0 0 0
Interest-Bearing 1,079.3 0 0 0 0 0 0
Perpetual-Premium 1,092.2 6 1.16 5.92% 2.4 49M 8.22%
Perpetual-Discount 1,042.7 0 0 0 0 0 0

Index Constitution, 1995-9-29, Pre-Rebalancing

Index Constitution, 1995-9-29, Post-Rebalancing

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HIMI Preferred Indices : August, 1995

Tuesday, November 21st, 2006

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

HIMI Index Values 1995-8-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,245.8 0 0 0 0 0 0
FixedFloater 1,245.8 0 0 0 0 0 0
Floater 1,175.6 7 1.55 6.80% 12.7 77M 6.89%
OpRet 1,068.7 25 1.27 6.53% 5.9 78M 6.98%
SplitShare 1,068.7 0 0 0 0 0 0
Interest-Bearing 1,068.7 0 0 0 0 0 0
Perpetual-Premium 1,084.7 6 1.16 5.91% 3.4 50M 8.22%
Perpetual-Discount 1,035.6 0 0 0 0 0 0

Index Constitution, 1995-8-31, Pre-Rebalancing

Index Constitution, 1995-8-31, Post-Rebalancing

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HIMI Preferred Indices : July, 1995

Monday, November 20th, 2006

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

HIMI Index Values 1995-7-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,243.0 0 0 0 0 0 0
FixedFloater 1,243.0 0 0 0 0 0 0
Floater 1,172.9 7 1.55 6.89% 12.7 75M 7.06%
OpRet 1,059.7 25 1.27 6.62% 5.9 89M 7.02%
SplitShare 1,059.7 0 0 0 0 0 0
Interest-Bearing 1,059.7 0 0 0 0 0 0
Perpetual-Premium 1,082.5 5 1.00 6.04% 3.5 51M 7.92%
Perpetual-Discount 1,033.5 0 0 0 0 0 0

Index Constitution, 1995-7-31, Pre-Rebalancing

Index Constitution, 1995-7-31, Post-Rebalancing

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HIMI Preferred Indices : June, 1995

Friday, November 17th, 2006

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

HIMI Index Values 1995-6-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,231.4 0 0 0 0 0 0
FixedFloater 1,231.4 0 0 0 0 0 0
Floater 1,162.0 5 1.58 7.90% 11.4 142M 7.58%
OpRet 1,054.9 25 1.27 6.59% 6.0 99M 7.02%
SplitShare 1,054.9 0 0 0 0 0 0
Interest-Bearing 1,054.9 0 0 0 0 0 0
Perpetual-Premium 1,073.8 6 1.00 6.09% 3.6 48M 7.97%
Perpetual-Discount 1,025.2 0 0 0 0 0 0

Index Constitution, 1995-6-30, Pre-Rebalancing

Index Constitution, 1995-6-30, Post-Rebalancing

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HIMI Preferred Indices : May 1995

Thursday, November 16th, 2006

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

HIMI Index Values 1995-5-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,178.8 0 0 0 0 0 0
FixedFloater 1,178.8 0 0 0 0 0 0
Floater 1,112.3 5 1.56 8.34% 11.0 115M 8.18%
OpRet 1,045.4 22 1.26 6.64% 5.7 80M 7.06%
SplitShare 1,045.4 0 0 0 0 0 0
Interest-Bearing 1,045.4 0 0 0 0 0 0
Perpetual-Premium 1,080.4 6 1.00 5.80% 2.6 43M 7.87%
Perpetual-Discount 1,031.5 0 0 0 0 0 0

Index Constitution, 1995-5-31, Pre-Rebalancing

Index Constitution, 1995-5-31, Post-Rebalancing

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HIMI Preferred Indices : April 1995

Wednesday, November 15th, 2006

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

HIMI Index Values 1995-4-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,142.1 0 0 0 0 0 0
FixedFloater 1,142.1 0 0 0 0 0 0
Floater 1,077.7 5 1.55 8.65% 10.6 91M 8.75%
OpRet 1,025.1 21 1.28 6.87% 6.1 77M 7.15%
SplitShare 1,025.1 0 0 0 0 0 0
Interest-Bearing 1,025.1 0 0 0 0 0 0
Perpetual-Premium 1,057.1 4 1.00 6.48% 3.7 42M 8.11%
Perpetual-Discount 1,017.6 1 1.00 7.31% 12.2 53M 7.30%

Index Constitution, 1995-4-28, Pre-Rebalancing

Index Constitution, 1995-4-28, Post-Rebalancing

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HIMI Preferred Indices : March 1995

Tuesday, November 14th, 2006

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

HIMI Index Values 1995-3-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,129.8 0 0 0 0 0 0
FixedFloater 1,129.8 0 0 0 0 0 0
Floater 1,066.1 4 1.44 7.87% 11.5 85M 8.64%
OpRet 1,005.8 20 1.24 6.96% 5.9 64M 7.25%
SplitShare 1,005.8 0 0 0 0 0 0
Interest-Bearing 1,005.8 0 0 0 0 0 0
Perpetual-Premium 1,046.9 4 1.00 6.69% 3.7 41M 8.15%
Perpetual-Discount 1,011.2 1 1.00 7.46% 11.9 51M 7.34%

Index Constitution, 1995-3-31, Pre-Rebalancing

Index Constitution, 1995-3-31, Post-Rebalancing

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HIMI Preferred Indices : February, 1995

Monday, November 13th, 2006

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

HIMI Index Values 1995-2-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,095.9 0 0 0 0 0 0
FixedFloater 1,095.9 0 0 0 0 0 0
Floater 1,034.1 4 1.44 7.78% 11.5 98M 8.65%
OpRet 983.8 20 1.29 7.21% 5.1 81M 7.34%
SplitShare 983.8 0 0 0 0 0 0
Interest-Bearing 983.8 0 0 0 0 0 0
Perpetual-Premium 1,021.5 6 1.16 6.93% 3.8 54M 8.42%
Perpetual-Discount 1,004.8 1 1.00 7.45% 12.0 52M 7.39%

Index Constitution, 1995-2-28, Pre-Rebalancing

Index Constitution, 1995-2-28, Post-Rebalancing

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