All indices were assigned a value of 1000.0 as of December 31, 1993.
| HIMI Index Values 2006-12-29 |
| Index |
Closing Value (Total Return) |
Issues |
Mean Credit Quality |
Median YTW |
Median DTW |
Median Daily Trading |
Mean Current Yield |
| Ratchet |
1,360.5 |
1 |
2.00 |
4.10% |
17.3 |
31M |
4.10% |
| FixedFloater |
2,361.2 |
7 |
2.00 |
3.61% |
4.4 |
65M |
4.78% |
| Floater |
2,193.1 |
4 |
2.00 |
-23.56% |
0.1 |
41M |
4.59% |
| OpRet |
1,942.4 |
17 |
1.36 |
2.50% |
2.2 |
75M |
4.66% |
| SplitShare |
2,030.9 |
12 |
1.92 |
3.17% |
2.7 |
86M |
4.89% |
| Interest-Bearing |
2,382.4 |
8 |
2.00 |
6.05% |
2.7 |
56M |
6.88% |
| Perpetual-Premium |
1,554.5 |
55 |
1.34 |
4.23% |
5.8 |
133M |
5.00% |
| Perpetual-Discount |
1,656.9 |
3 |
1.00 |
4.50% |
16.4 |
585M |
4.50% |
| HIMI Index Changes, December 29, 2006 |
| Issue |
From |
To |
Because |
| BNA.PR.A |
SplitShare |
Scraps |
Volume |
| BAM.PR.M |
PerpetualDiscount |
PerpetualPremium |
Price |
| CGI.PR.C |
Scraps |
SplitShare |
Volume |
| CAC.PR.A |
SplitShare |
Scraps |
Volume |
| MFC.PR.C |
PerpetualDiscount |
PerpetualPremium |
Price |
| PWF.PR.D |
OpRet |
Scraps |
Volume |
| PWF.PR.A |
Floater |
Scraps |
Volume |
| RY.PR.A |
PerpetualDiscount |
PerpetualPremium |
Price |
| IAG.PR.A |
PerpetualDiscount |
PerpetualPremium |
Price |
| SXT.PR.A |
Scraps |
SplitShare |
Volume |
There were the following intra-month changes:
| HIMI Index Changes during December 2006 |
| Issue |
Action |
Index |
Because |
| RY.PR.D |
Add |
PerpetualPremium |
New Issue |
| FBS.PR.B |
Add |
SplitShare |
New Issue |
| FBS.PR.A |
Delete |
Scraps |
Redemption |
Index Constitution, 2006-12-29, Post-rebalancing
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