HIMIPref™ Preferred Indices : May, 2001

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

HIMI Index Values 2001-05-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,584.4 1 1.00 5.31% 15.1 51M 5.28%
FixedFloater 1,980.0 12 2.0 5.41% 14.6 125M 5.55%
Floater 1,501.9 4 1.75 5.15% 13.4 65M 5.73%
OpRet 1,439.9 34 1.20 5.12% 1.9 70M 6.24%
SplitShare 1,474.0 8 1.87 6.41% 5.5 95M 6.18%
Interest-Bearing 1,670.6 7 2.00 7.31% 3.0 147M 7.88%
Perpetual-Premium 1,095.1 1 1.00 4.99 3.6 56M 6.09%
Perpetual-Discount 1,232.1 12 1.58 5.82% 14.0 113M 5.87%

Index Constitution, 2001-05-31, Pre-rebalancing

Index Constitution, 2001-05-31, Post-rebalancing

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