HIMIPref™ Preferred Indices : March, 1999

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

HIMI Index Values 1999-03-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,504.7 0 0 0 0 0 0
FixedFloater 1,594.4 7 2.00 4.51% 16.0 354M 5.09%
Floater 1,416.9 4 1.75 5.21% 14.9 84M 5.92%
OpRet 1,367.0 33 1.18 4.76% 3.6 65M 6.12%
SplitShare 1,413.8 5 1.60 5.44% 6.9 75M 5.44%
Interest-Bearing 1,388.7 1 2.00 8.90% 4.0 6,040M 8.93%
Perpetual-Premium 1,208.4 2 1.00 6.13% 0.6 56M 8.75%
Perpetual-Discount 1,236.5 9 1.56 5.61% 14.4 260M 5.65%

Index Constitution, 1999-03-31, Pre-rebalancing

Index Constitution, 1999-03-31, Post-rebalancing

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