All indices were assigned a value of 1000.0 as of December 31, 1993.
| HIMI Index Values 2006-08-31 |
| Index |
Closing Value (Total Return) |
Issues |
Mean Credit Quality |
Median YTW |
Median DTW |
Median Daily Trading |
Mean Current Yield |
| Ratchet |
1,320.8 |
1 |
2.00 |
4.41% |
16.7 |
38M |
4.39% |
| FixedFloater |
2,274.1 |
6 |
2.00 |
4.17% |
16.6 |
82M |
4.97% |
| Floater |
2,143.4 |
4 |
2.00 |
-22.71% |
0.1 |
61M |
4.64% |
| OpRet |
1,896.6 |
17 |
1.48 |
3.12% |
2.5 |
75M |
4.70% |
| SplitShare |
1,961.8 |
13 |
1.77 |
3.88% |
3.0 |
48M |
5.01% |
| Interest-Bearing |
2,368.1 |
7 |
2.00 |
4.96% |
0.9 |
42M |
6.82% |
| Perpetual-Premium |
1,502.9 |
48 |
1.50 |
4.50% |
5.5 |
112M |
5.16% |
| Perpetual-Discount |
1,621.6 |
6 |
1.34 |
4.61% |
16.3 |
387M |
4.61% |
| HIMI Index Changes, July 31, 2006 |
| Issue |
From |
To |
Because |
| AL.PR.F |
Floater |
Scraps |
Volume |
| CL.PR.B |
PerpetualPremium |
Scraps |
Volume |
| CM.PR.H |
PerpetualDiscount |
PerpetualPremium |
Price |
| CAC.PR.A |
Scraps |
SplitShare |
Volume |
| MFC.PR.B |
PerpetualDiscount |
PerpetualPremium |
Price |
| PWF.PR.D |
OpRet |
Scraps |
Volume |
| PWF.PR.K |
PerpetualDiscount |
PerpetualPremium |
Price |
| RY.PR.B |
PerpetualDiscount |
PerpetualPremium |
Price |
| GWO.PR.H |
PerpetualDiscount |
PerpetualPremium |
Price |
| SXT.PR.A |
SplitShare |
Scraps |
Volume |
| SLF.PR.A |
PerpetualDiscount |
PerpetualPremium |
Price |
| SLF.PR.B |
PerpetualDiscount |
PerpetualPremium |
Price |
| FTU.PR.A |
SplitShare |
Scraps |
Volume |
There were the following intra-month changes:
| HIMI Index Changes during August 2006 |
| Issue |
Action |
Index |
Because |
| BC.PR.C |
Code Change |
FixFloat |
Term Change |
| PWF.PR.L |
Added |
PerpetualDiscount |
Issued |
Index Constitution, 2006-08-31, Post-rebalancing
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