HIMIPref™ Preferred Indices : February 2006

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

HIMI Index Values 2006-02-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,354.7 1 2.00 3.61% 18.3 59M 3.62%
FixedFloater 2,283.5 6 2.00 3.31% 17.6 92M 5.14%
Floater 2,076.1 4 2.00 -20.15% 0.1 38M 4.11%
OpRet 1,885.2 18 1.56 2.76% 2.9 84M 4.62%
SplitShare 1,949.0 16 1.94 3.52% 2.6 60M 5.06%
Interest-Bearing 2,316.6 8 2.00 5.26% 1.3 53M 6.68%
Perpetual-Premium 1,482.0 47 1.64 4.40% 5.8 113M 5.14%
Perpetual-Discount 1,613.3 3 1.34 4.54% 16.4 1,229M 4.57%

Index Constitution, 2006-02-28, Pre-rebalancing

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