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HIMIPref™ Preferred Indices: October, 2001

Thursday, October 11th, 2007

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

HIMI Index Values 2001-10-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,531.6 0 0 0 0 0 0
FixedFloater 1,880.0 12 2.0 4.63% 15.4 192M 5.62%
Floater 1,443.8 4 1.76 4.14% 16.0 57M 4.45%
OpRet 1,507.4 35 1.22 3.94% 1.7 67M 6.02%
SplitShare 1,525.1 8 1.87 5.60% 5.3 78M 6.14%
Interest-Bearing 1,791.3 7 2.00 4.87% 2.5 134M 7.60%
Perpetual-Premium 1,166.8 7 1.43 4.94% 5.6 117M 5.84%
Perpetual-Discount 1,355.1 7 1.57 5.64% 14.5 188M 5.59%

Index Constitution, 2001-10-31, Pre-rebalancing

Index Constitution, 2001-10-31, Post-rebalancing

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HIMIPref™ Indices : September, 2001

Thursday, September 27th, 2007

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

HIMI Index Values 2001-09-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,570.3 0 0 0 0 0 0
FixedFloater 1,875.3 13 2.0 5.07% 14.7 186M 5.99%
Floater 1,480.3 4 1.75 4.60% 15.0 44M 5.05%
OpRet 1,495.2 34 1.23 4.57% 1.6 57M 6.08%
SplitShare 1,505.1 11 1.91 5.77% 5.4 53M 6.26%
Interest-Bearing 1,754.3 7 2.00 5.86% 2.6 117M 7.76%
Perpetual-Premium 1,148.4 5 1.39 5.16% 5.6 139M 5.62%
Perpetual-Discount 1,346.4 9 1.55 5.55% 14.5 151M 5.56%

Index Constitution, 2001-09-28, Pre-rebalancing

Index Constitution, 2001-09-28, Post-rebalancing

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HIMIPref™ Indices : August, 2001

Wednesday, September 26th, 2007

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

HIMI Index Values 2001-08-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,606.6 0 0 0 0 0 0
FixedFloater 1,914.1 13 2.0 5.36% 11.1 262M 5.82%
Floater 1,514.5 4 1.74 4.80% 14.3 51M 5.39%
OpRet 1,482.0 34 1.20 4.28% 1.6 58M 6.06%
SplitShare 1,494.5 9 1.89 5.80% 5.3 61M 6.19%
Interest-Bearing 1,741.8 7 2.00 6.43% 2.6 118M 7.69%
Perpetual-Premium 1,133.9 5 1.39 5.32% 5.8 127M 5.66%
Perpetual-Discount 1,295.5 9 1.55 5.64% 14.2 150M 5.72%

Index Constitution, 2001-08-31, Pre-rebalancing

Index Constitution, 2001-08-31, Post-rebalancing

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HIMIPref™ Indices : July, 2001

Tuesday, September 25th, 2007

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

HIMI Index Values 2001-07-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,589.1 0 0 0 0 0 0
FixedFloater 1,907.1 12 2.0 5.39% 9.8 161M 5.78%
Floater 1,498.0 4 1.75 4.95% 13.8 68M 5.56%
OpRet 1,462.2 36 1.22 4.40% 1.8 62M 6.20%
SplitShare 1,493.4 8 1.87 5.78% 6.9 69M 6.19%
Interest-Bearing 1,724.5 7 2.00 6.22% 2.7 127M 7.77%
Perpetual-Premium 1,130.0 4 1.25 5.01% 5.6 226M 5.70%
Perpetual-Discount 1,285.5 10 1.60 5.78% 14.2 134M 5.75%

Index Constitution, 2001-07-31, Pre-rebalancing

Index Constitution, 2001-07-31, Post-rebalancing

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HIMIPref™ Indices : June 2001

Monday, September 24th, 2007

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

HIMI Index Values 2001-06-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,592.5 1 1.00 5.38% 14.9 31M 5.35%
FixedFloater 1,909.1 13 2.0 5.43% 14.5 142M 5.76%
Floater 1,507.4 4 1.75 5.18% 13.7 66M 5.73%
OpRet 1,449.6 37 1.24 5.04% 1.8 63M 6.23%
SplitShare 1,481.2 8 1.87 6.08% 5.4 78M 6.20%
Interest-Bearing 1,692.4 7 2.00 6.92% 2.8 132M 7.92%
Perpetual-Premium 1,113.8 4 1.25 5.26% 5.7 104M 5.76%
Perpetual-Discount 1,264.3 10 1.60 5.75% 14.2 117M 5.84%

Index Constitution, 2001-06-29, Pre-rebalancing

Index Constitution, 2001-06-29, Post-rebalancing

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HIMIPref™ Preferred Indices : May, 2001

Friday, September 21st, 2007

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

HIMI Index Values 2001-05-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,584.4 1 1.00 5.31% 15.1 51M 5.28%
FixedFloater 1,980.0 12 2.0 5.41% 14.6 125M 5.55%
Floater 1,501.9 4 1.75 5.15% 13.4 65M 5.73%
OpRet 1,439.9 34 1.20 5.12% 1.9 70M 6.24%
SplitShare 1,474.0 8 1.87 6.41% 5.5 95M 6.18%
Interest-Bearing 1,670.6 7 2.00 7.31% 3.0 147M 7.88%
Perpetual-Premium 1,095.1 1 1.00 4.99 3.6 56M 6.09%
Perpetual-Discount 1,232.1 12 1.58 5.82% 14.0 113M 5.87%

Index Constitution, 2001-05-31, Pre-rebalancing

Index Constitution, 2001-05-31, Post-rebalancing

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HIMIPref™ Preferred Indices : April, 2001

Thursday, September 20th, 2007

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

HIMI Index Values 2001-04-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,592.5 1 1.00 5.34% 15.0 84M 5.31%
FixedFloater 1,991.1 12 2.0 5.30% 4.5 155M 5.51%
Floater 1,505.5 4 1.76 5.42% 13.3 72M 5.92%
OpRet 1,448.5 34 1.23 4.60% 1.9 66M 6.23%
SplitShare 1,474.7 8 1.87 5.81% 5.6 98M 6.16%
Interest-Bearing 1,641.6 7 2.00 7.61% 3.2 166M 8.02%
Perpetual-Premium 1,091.0 1 1.00 4.98 3.7 57M 6.11%
Perpetual-Discount 1,247.2 12 1.58 5.73% 14.3 146M 5.79%

Index Constitution, 2001-04-30, Pre-rebalancing

Index Constitution, 2001-04-30, Post-rebalancing

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HIMIPref™ Preferred Indices : March, 2001

Wednesday, September 19th, 2007

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

HIMI Index Values 2001-03-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,597.3 1 1.00 5.51% 14.7 67M 5.48%
FixedFloater 1,989.1 11 1.90 5.35% 14.4 183M 5.50%
Floater 1,512.3 4 1.75 5.48% 13.0 61M 6.07%
OpRet 1,448.3 35 1.23 4.71% 2.0 69M 6.16%
SplitShare 1,472.3 8 1.87 5.20% 5.3 97M 6.15%
Interest-Bearing 1,656.7 7 2.00 7.03% 3.0 171M 7.95%
Perpetual-Premium 1,177.9 1 0 0 0 0 0
Perpetual-Discount 1,246.7 11 1.54 5.72% 14.4 170M 5.77%

Index Constitution, 2001-03-30, Pre-rebalancing

Index Constitution, 2001-03-30, Post-rebalancing

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HIMIPref™ Indices : February, 2001

Tuesday, September 18th, 2007

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

HIMI Index Values 2001-02-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,600.6 1 1.00 5.57% 14.6 49M 5.54%
FixedFloater 1,978.3 10 1.89 5.47% 14.0 198M 5.52%
Floater 1,500.7 4 1.75 5.90% 12.1 87M 6.54%
OpRet 1,434.4 35 1.20 4.80% 2.1 70M 6.10%
SplitShare 1,452.2 6 1.83 6.16% 5.3 71M 6.14%
Interest-Bearing 1,622.2 7 2.00 7.60% 10.1 168M 7.98%
Perpetual-Premium 1,150.4 0 0 0 0 0 0
Perpetual-Discount 1,217.5 12 1.58 5.79% 14.2 169M 5.83%

Index Constitution, 2001-02-28, Pre-rebalancing

Index Constitution, 2001-02-28, Post-rebalancing

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HIMIPref™ Preferred Indices : January, 2001

Monday, September 17th, 2007

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

HIMI Index Values 2001-01-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,599.8 1 0 0 0 0 0
FixedFloater 1,983.1 10 1.89 5.74% 4.0 251M 5.50%
Floater 1,506.5 4 1.75 5.87% 12.3 68M 6.48%
OpRet 1,428.8 32 1.19 4.79% 2.2 90M 6.14%
SplitShare 1,477.4 7 1.86 5.54% 5.4 65M 5.97%
Interest-Bearing 1,629.7 7 2.00 7.35% 3.2 158M 7.95%
Perpetual-Premium 1,196.1 1 0 0 0 0 0
Perpetual-Discount 1,224.9 11 1.63 5.79% 14.1 145M 5.80%

Index Constitution, 2001-01-31, Pre-rebalancing

Index Constitution, 2001-01-31, Post-rebalancing

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