HIMI Preferred Indices : July, 1997

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

HIMI Index Values 1997-07-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,521.7 0 0 0 0 0 0
FixedFloater 1,529.5 6 2.00 3.46% 17.3 460M 5.12%
Floater 1,432.8 7 1.70 3.54% 17.9 95M 3.77%
OpRet 1,330.5 28 1.21 4.07% 4.4 104M 6.18%
SplitShare 1,341.1 2 1.50 4.85% 5.3 94M 5.35%
Interest-Bearing 1,330.5 0 0 0 0 0 0
Perpetual-Premium 1,221.0 4 1.00 2.27% 2.0 122M 7.91%
Perpetual-Discount 1,165.8 0 0 0 0 0 0

Index Constitution, 1997-07-31, Pre-Rebalancing

Index Constitution, 1997-07-31, Post-Rebalancing

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