All indices were assigned a value of 1000.0 as of December 31, 1993.
| HIMI Index Values 2006-07-31 | |||||||
| Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
| Ratchet | 1,349.1 | 1 | 2.00 | 4.29% | 16.9 | 25M | 4.28% |
| FixedFloater | 2,289.1 | 6 | 2.00 | 4.05% | 16.8 | 108M | 5.09% |
| Floater | 2,132.3 | 5 | 2.00 | -16.67% | 0.1 | 50M | 4.60% |
| OpRet | 1,876.7 | 18 | 1.45 | 3.27% | 2.7 | 64M | 4.74% |
| SplitShare | 1,957.2 | 14 | 1.86 | 3.91% | 3.1 | 61M | 5.02% |
| Interest-Bearing | 2,351.2 | 7 | 2.00 | 5.34% | 0.9 | 48M | 6.86% |
| Perpetual-Premium | 1,485.1 | 41 | 1.56 | 4.65% | 3.9 | 106M | 5.30% |
| Perpetual-Discount | 1,582.6 | 13 | 1.23 | 4.81% | 15.8 | 366M | 4.77% |
| HIMI Index Changes, July 31, 2006 | |||
| Issue | From | To | Because |
| AL.PR.F | Scraps | Floater | Volume |
| BNA.PR.B | SplitShare | Scraps | Volume |
| CAC.PR.A | SplitShare | Scraps | Volume |
| CVF.PR.A | SplitShare | Scraps | Volume |
| PWF.PR.A | Floater | Scraps | Volume |
| PWF.PR.K | PerpetualPremium | PerpetualDiscount | Price |
| FIG.PR.A | InterestBearing | Scraps | Volume |
There were the following intra-month changes: