All indices were assigned a value of 1000.0 as of December 31, 1993.
| HIMI Index Values 2006-11-30 |
| Index |
Closing Value (Total Return) |
Issues |
Mean Credit Quality |
Median YTW |
Median DTW |
Median Daily Trading |
Mean Current Yield |
| Ratchet |
1,344.2 |
1 |
2.00 |
4.27% |
16.9 |
39M |
4.27% |
| FixedFloater |
2,341.5 |
7 |
2.00 |
3.93% |
3.7 |
65M |
4.80% |
| Floater |
2,198.0 |
5 |
1.80 |
-21.01% |
0.1 |
42M |
4.46% |
| OpRet |
1,941.8 |
18 |
1.34 |
2.24% |
2.3 |
70M |
4.65% |
| SplitShare |
2,020.0 |
11 |
1.91 |
3.33% |
2.8 |
86M |
5.09% |
| Interest-Bearing |
2,368.3 |
8 |
2.00 |
5.55% |
2.6 |
55M |
6.84% |
| Perpetual-Premium |
1,549.4 |
50 |
1.34 |
4.08% |
5.2 |
125M |
5.03% |
| Perpetual-Discount |
1,640.1 |
7 |
1.29 |
4.55% |
16.3 |
452M |
4.57% |
| HIMI Index Changes, November 30, 2006 |
| Issue |
From |
To |
Because |
| CGI.PR.C |
SplitShare |
Scraps |
Volume |
| CM.PR.I |
PerpetualDiscount |
PerpetualPremium |
Price |
| WN.PR.E |
PerpetualDiscount |
PerpetualPremium |
Price |
| FIG.PR.A |
Scraps |
InterestBearing |
Volume |
There were the following intra-month changes:
| HIMI Index Changes during November 2006 |
| Issue |
Action |
Index |
Because |
| RY.PR.C |
Add |
PerpetualDiscount |
New Issue |
| FAL.PR.F |
Delete |
Scraps |
Redemption |
| FAL.PR.G |
Delete |
Scraps |
Redemption |
| CM.PR.I |
Add |
PerpetualDiscount |
New Issue |
| BAM.PR.M |
Add |
PerpetualDiscount |
New Issue |
| RY.PR.O |
Delete |
PerpetualPremium |
Redemption |
Index Constitution, 2006-11-30, Post-rebalancing
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