HIMIPref™ Indices : December, 2001

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

HIMI Index Values 2001-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,596.8 1 2.00 3.44% 18.7 96M 3.44%
FixedFloater 1,896.2 9 2.00 3.97% 17.3 197M 5.54%
Floater 1,456.6 5 1.79 4.08% 17.1 39M 3.91%
OpRet 1,513.7 33 1.18 3.92% 2.0 106M 5.90%
SplitShare 1,547.9 9 1.89 5.77% 5.5 79M 6.17%
Interest-Bearing 1,766.8 9 2.00 6.68% 2.5 164M 7.88%
Perpetual-Premium 1,138.6 5 1.39 5.96% 6.9 303M 6.01%
Perpetual-Discount 1,276.3 14 1.57 5.80% 14.2 185M 5.82%

Index Constitution, 2001-12-31, Pre-rebalancing

Index Constitution, 2001-12-31, Post-rebalancing

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