HIMIPref™ Preferred Indices: October, 2001

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

HIMI Index Values 2001-10-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,531.6 0 0 0 0 0 0
FixedFloater 1,880.0 12 2.0 4.63% 15.4 192M 5.62%
Floater 1,443.8 4 1.76 4.14% 16.0 57M 4.45%
OpRet 1,507.4 35 1.22 3.94% 1.7 67M 6.02%
SplitShare 1,525.1 8 1.87 5.60% 5.3 78M 6.14%
Interest-Bearing 1,791.3 7 2.00 4.87% 2.5 134M 7.60%
Perpetual-Premium 1,166.8 7 1.43 4.94% 5.6 117M 5.84%
Perpetual-Discount 1,355.1 7 1.57 5.64% 14.5 188M 5.59%

Index Constitution, 2001-10-31, Pre-rebalancing

Index Constitution, 2001-10-31, Post-rebalancing

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