HIMIPref™ Preferred Indices : September 2002

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

HIMI Index Values 2002-9-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,299.5 4 2.00 4.46% 16.6 108M 4.64%
FixedFloater 1,895.9 8 2.00 4.21% 16.0 135M 5.83%
Floater 1,513.2 2 1.55 -0.16% 0.1 120M 4.15%
OpRet 1,583.8 28 1.25 3.65% 2.0 84M 5.50%
SplitShare 1,534.0 9 1.66 4.68% 5.0 59M 5.74%
Interest-Bearing 1,882.4 11 2.00 6.65% 2.0 132M 7.81%
Perpetual-Premium 1,207.0 14 1.43 5.36% 6.6 177M 5.60%
Perpetual-Discount 1,365.1 8 1.74 5.58% 14.2 113M 5.94%

Index Constitution, 2002-09-30, Pre-rebalancing

Index Constitution, 2002-09-30, Post-rebalancing

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