HIMIPref™ Indices : December 31, 1999

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

HIMI Index Values 1999-12-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,474.6 0 0 0 0 0 0
FixedFloater 1,823.5 8 2.00 5.67% 14.4 214M 5.41%
Floater 1,388.5 3 1.69 5.68% 14.2 39M 5.99%
OpRet 1,368.0 30 1.23 5.47% 4.2 63M 6.30%
SplitShare 1,391.0 3 1.67 6.05% 6.4 58M 5.65%
Interest-Bearing 1,428.5 7 2.00 8.28% 10.7 490M 8.44%
Perpetual-Premium 993.7 0 0 0 0 0 0
Perpetual-Discount 1,017.3 12 1.57 6.44% 13.2 149M 6.54%

Index Constitution, 1999-12-31, Pre-rebalancing

Index Constitution, 1999-12-31, Post-rebalancing

Errata, 2007-08-24: The credit rating of IQI.PR.A in the Fixed-Floater index is reported incorrectly; it should not have been included in the index as the actual DBRS rating on this date was Pfd-3(high).

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