HIMIPref™ Indices : June 2001

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

HIMI Index Values 2001-06-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,592.5 1 1.00 5.38% 14.9 31M 5.35%
FixedFloater 1,909.1 13 2.0 5.43% 14.5 142M 5.76%
Floater 1,507.4 4 1.75 5.18% 13.7 66M 5.73%
OpRet 1,449.6 37 1.24 5.04% 1.8 63M 6.23%
SplitShare 1,481.2 8 1.87 6.08% 5.4 78M 6.20%
Interest-Bearing 1,692.4 7 2.00 6.92% 2.8 132M 7.92%
Perpetual-Premium 1,113.8 4 1.25 5.26% 5.7 104M 5.76%
Perpetual-Discount 1,264.3 10 1.60 5.75% 14.2 117M 5.84%

Index Constitution, 2001-06-29, Pre-rebalancing

Index Constitution, 2001-06-29, Post-rebalancing

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