HIMI Preferred Indices : June, 1997

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

HIMI Index Values 1997-06-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,492.1 0 0 0 0 0 0
FixedFloater 1,504.6 6 2.00 3.91% 16.7 534M 5.18%
Floater 1,405.0 7 1.70 3.55% 17.9 62M 3.83%
OpRet 1,306.4 29 1.24 4.59% 4.6 96M 6.30%
SplitShare 1,301.7 2 1.50 5.46% 5.2 100M 5.47%
Interest-Bearing 1,306.4 0 0 0 0 0 0
Perpetual-Premium 1,211.2 4 1.00 2.85% 2.1 99M 7.94%
Perpetual-Discount 1,156.3 0 0 0 0 0 0

Index Constitution, 1997-06-30, Pre-Rebalancing

Index Constitution, 1997-06-30, Post-Rebalancing

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