All indices were assigned a value of 1000.0 as of December 31, 1993.
| HIMI Index Values 2006-10-31 |
| Index |
Closing Value (Total Return) |
Issues |
Mean Credit Quality |
Median YTW |
Median DTW |
Median Daily Trading |
Mean Current Yield |
| Ratchet |
1,350.2 |
1 |
2.00 |
4.14% |
17.2 |
57M |
4.13% |
| FixedFloater |
2,335.6 |
7 |
2.00 |
4.00% |
3.8 |
88M |
5.00% |
| Floater |
2,165.0 |
5 |
1.80 |
-18.42% |
0.1 |
51M |
4.52% |
| OpRet |
1,920.6 |
18 |
1.34 |
2.76% |
2.4 |
73M |
4.68% |
| SplitShare |
1,988.0 |
12 |
1.84 |
3.87% |
2.9 |
96M |
5.03% |
| Interest-Bearing |
2,376.7 |
7 |
2.00 |
5.02% |
0.7 |
41M |
6.88% |
| Perpetual-Premium |
1,533.7 |
48 |
1.33 |
4.27% |
5.4 |
119M |
5.09% |
| Perpetual-Discount |
1,621.3 |
7 |
1.29 |
4.63% |
16.1 |
393M |
4.60% |
| HIMI Index Changes, October 31, 2006 |
| Issue |
From |
To |
Because |
| AL.PR.F |
Floater |
Scraps |
Volume |
| PWF.PR.D |
Scraps |
OpRet |
Volume |
| TDS.PR.B |
SplitShare |
Scraps |
Volume |
| FTU.PR.A |
SplitShare |
Scraps |
Volume |
There were the following intra-month changes:
| HIMI Index Changes during October 2006 |
| Issue |
Action |
Index |
Because |
| SLF.PR.D |
Add |
PerpetualDiscount |
New Issue |
| RY.PR.S |
Delete |
PerpetualPremium |
Redemption |
| ELF.PR.G |
Add |
PerpetualPremium |
New Issue |
| LBS.PR.A |
Add |
SplitShare |
New Issue |
| BCE.PR.T |
Add |
Scraps |
Exchange |
Index Constitution, 2006-10-31, Post-rebalancing
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