HIMIPref™ Indices : August, 2001

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

HIMI Index Values 2001-08-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,606.6 0 0 0 0 0 0
FixedFloater 1,914.1 13 2.0 5.36% 11.1 262M 5.82%
Floater 1,514.5 4 1.74 4.80% 14.3 51M 5.39%
OpRet 1,482.0 34 1.20 4.28% 1.6 58M 6.06%
SplitShare 1,494.5 9 1.89 5.80% 5.3 61M 6.19%
Interest-Bearing 1,741.8 7 2.00 6.43% 2.6 118M 7.69%
Perpetual-Premium 1,133.9 5 1.39 5.32% 5.8 127M 5.66%
Perpetual-Discount 1,295.5 9 1.55 5.64% 14.2 150M 5.72%

Index Constitution, 2001-08-31, Pre-rebalancing

Index Constitution, 2001-08-31, Post-rebalancing

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