HIMI Preferred Indices : May, 1997

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

HIMI Index Values 1997-05-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,482.8 0 0 0 0 0 0
FixedFloater 1,465.5 5 2.00 3.83% 17.1 513M 5.20%
Floater 1,396.3 7 1.70 3.53% 17.8 70M 3.83%
OpRet 1,287.2 28 1.21 4.46% 4.5 97M 6.31%
SplitShare 1,283.2 1 2.00 5.33% 5.3 135M 5.64%
Interest-Bearing 1,287.2 0 0 0 0 0 0
Perpetual-Premium 1,198.6 4 1.00 3.30% 2.2 132M 7.98%
Perpetual-Discount 1,144.3 0 0 0 0 0 0

Index Constitution, 1997-05-30, Pre-Rebalancing

Index Constitution, 1997-05-30, Post-Rebalancing

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