HIMI Preferred Indices : January, 1997

All indices were assigned a value of 1000.0 as of December 31, 1993.

HIMI Index Values 1997-01-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,483.7 0 0 0 0 0 0
FixedFloater 1,478.7 3 2.00 3.44% 17.3 2,140M 5.03%
Floater 1,397.0 7 1.71 3.43% 18.1 76M 3.78%
OpRet 1,267.3 27 1.29 4.88% 4.7 73M 6.44%
SplitShare 1,260.7 1 2.00 5.50% 5.6 534M 5.66%
Interest-Bearing 1,267.3 0 0 0 0 0 0
Perpetual-Premium 1,195.3 4 1.00 3.25% 2.4 88M 7.84%
Perpetual-Discount 1,141.2 0 0 0 0 0 0

Index Constitution, 1997-01-31, Pre-Rebalancing

Index Constitution, 1997-01-31, Post-Rebalancing

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