HIMIPref™ Indices : February, 2001

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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