HIMIPref™ Indices : November 30, 1999

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

HIMI Index Values 1999-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,503.3 0 0 0 0 0 0
FixedFloater 1,857.2 8 2.00 5.04% 15.2 245M 5.29%
Floater 1,415.5 3 1.70 5.50% 14.4 46M 5.85%
OpRet 1,374.5 30 1.24 5.27% 3.5 66M 6.29%
SplitShare 1,430.7 4 1.75 5.71% 6.5 65M 5.49%
Interest-Bearing 1,446.5 6 2.00 8.13% 10.6 340M 8.24%
Perpetual-Premium 1,060.9 0 0 0 0 0 0
Perpetual-Discount 1,086.1 12 1.57 5.88% 14.0 171M 6.07%

Index Constitution, 1999-11-30, Pre-rebalancing

Index Constitution, 1999-11-30, Post-rebalancing

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