HIMIPref Indices : October, 1997

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

HIMI Index Values 1997-10-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,547.7 0 0 0 0 0 0
FixedFloater 1,551.5 6 2.00 3.45% 17.4 272M 5.10%
Floater 1,457.3 5 1.80 3.84% 17.2 127M 4.20%
OpRet 1,324.6 31 1.25 3.76% 4.3 113M 6.04%
SplitShare 1,356.0 2 1.50 4.82% 5.1 87M 5.32%
Interest-Bearing 1,324.6 0 0 0 0 0 0
Perpetual-Premium 1,233.6 4 1.00 1.94% 1.80 106M 7.95%
Perpetual-Discount 1,177.8 0 0 0 0 0 0

Index Constitution, 1997-10-31, Pre-rebalancing

Index Constitution, 1997-10-31, Post-rebalancing

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