HIMI Preferred Indices : February, 1996

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

HIMI Index Values 1996-02-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,341.7 2 1.00 5.52 13.5 25M 5.86%
FixedFloater 1,340.4 0 0 0 0 0 0
Floater 1,264.9 7 1.55 5.54% 14.4 99M 5.82%
OpRet 1,142.1 29 1.33 5.88% 5.6 96M 6.77%
SplitShare 1,142.1 0 0 0 0 0 0
Interest-Bearing 1,142.1 0 0 0 0 0 0
Perpetual-Premium 1,145.2 5 1.00 4.70% 2.0 71M 7.88%
Perpetual-Discount 1,093.3 0 0 0 0 0 0

Index Constitution, 1996-02-29, Pre-Rebalancing

Index Constitution, 1996-02-29, Post-Rebalancing

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