HIMIPref™ Preferred Indices : January, 2001

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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