HIMIPref™ Preferred Indices : December, 2000

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

HIMI Index Values 2000-12-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,528.4 0 0 0 0 0 0
FixedFloater 1,973.2 11 1.90 5.91% 4.0 247M 5.54%
Floater 1,439.3 4 1.75 6.50% 11.6 73M 6.99%
OpRet 1,424.8 32 1.19 4.62% 2.2 97M 6.12%
SplitShare 1,471.9 6 1.83 5.44% 5.5 86M 6.01%
Interest-Bearing 1,609.0 7 2.00 7.57% 3.5 172M 8.05%
Perpetual-Premium 1,161.8 0 0 0 0 0 0
Perpetual-Discount 1,189.8 12 1.58 5.77% 14.1 128M 5.93%

Index Constitution, 2000-12-29, Pre-rebalancing

Index Constitution, 2000-12-29, Post-rebalancing

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