HIMIPref™ Preferred Indices : November 2001

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

HIMI Index Values 2001-11-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,593.5 1 2.00 4.07% 17.4 79M 4.05%
FixedFloater 1,888.0 9 2.00 4.26% 16.5 257M 5.53%
Floater 1,490.2 5 1.80 3.66% 17.4 46M 3.81%
OpRet 1,505.5 33 1.18 4.08% 2.1 104M 5.88%
SplitShare 1,536.3 8 1.87 5.74% 5.5 98M 6.26%
Interest-Bearing 1,750.6 8 2.00 6.81% 2.5 175M 7.78%
Perpetual-Premium 1,146.8 6 1.49 5.41% 5.7 111M 5.71%
Perpetual-Discount 1,323.5 10 1.49 5.56% 14.4 269M 5.62%

Index Constitution, 2001-11-30, Pre-rebalancing

Index Constitution, 2001-11-30, Post-rebalancing

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