HIMIPref™ Indices : January 31, 2000

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

HIMI Index Values 2000-01-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,446.3 0 0 0 0 0 0
FixedFloater 1,764.3 8 2.00 6.09% 13.8 242M 5.61%
Floater 1,361.8 2 2.00 6.38% 1.2 77M 6.16%
OpRet 1,332.9 32 1.22 6.17% 4.2 78M 6.51%
SplitShare 1,317.8 3 1.66 6.93% 6.3 57M 5.99%
Interest-Bearing 1,343.3 7 2.00 9.07% 10.2 361M 8.98%
Perpetual-Premium 950.1 0 0 0 0 0 0
Perpetual-Discount 972.7 12 1.58 6.88% 12.7 150M 6.86%

Index Constitution, 2000-01-31, Pre-rebalancing

Index Constitution, 2000-01-31, 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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