HIMIPref™ Preferred Indices : June, 2004

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

HIMI Index Values 2004-06-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,344.9 1 2.00 2.53% 21.0 79M 2.54%
FixedFloater 2,163.1 8 2.00 2.44% 19.5 76M 5.31%
Floater 1,956.4 6 2.00 0.00% 0.1 65M 2.89%
OpRet 1,717.8 22 1.46 3.95% 3.8 124M 4.85%
SplitShare 1,756.1 15 1.80 4.34% 3.7 73M 5.31%
Interest-Bearing 2,112.2 10 2.00 5.46% 0.8 125M 7.36%
Perpetual-Premium 1,332.6 26 1.54 5.39% 6.1 174M 5.65%
Perpetual-Discount 1,539.0 6 2.00 5.61% 14.4 143M 5.62%

Index Constitution, 2004-06-30, Pre-rebalancing

Index Constitution, 2004-06-30, Post-rebalancing

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