HIMIPref™ Preferred Indices : February 2003

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

HIMI Index Values 2003-2-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,406.2 3 2.00 4.28% 14.6 184M 4.67%
FixedFloater 2,006.3 10 2.00 4.22% 16.1 95M 5.68%
Floater 1,630.4 6 1.82 3.65% 17.5 66M 4.00%
OpRet 1,601.3 29 1.27 3.95% 2.4 128M 5.46%
SplitShare 1,573.4 10 1.70 4.77% 3.8 43M 5.73%
Interest-Bearing 1,922.5 9 2.00 6.20% 1.5 128M 7.80%
Perpetual-Premium 1,214.1 12 1.49 5.73% 6.3 279M 5.84%
Perpetual-Discount 1,358.7 16 1.55 5.78% 14.2 207M 5.84%

Index Constitution, 2003-02-28, Pre-rebalancing

Index Constitution, 2003-02-28, Post-rebalancing

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