HIMIPref™ Preferred Indices : March, 2001

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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