HIMIPref™ Preferred Indices : January, 2002

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

HIMI Index Values 2002-1-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,513.5 2 2.00 3.33% 19.0 93M 3.63%
FixedFloater 1,943.4 8 2.00 3.21% 17.9 156M 5.50%
Floater 1,490.3 5 1.79 3.79% 17.7 33M 3.59%
OpRet 1,535.7 31 1.19 3.90% 2.4 92M 5.76%
SplitShare 1,559.9 9 1.89 5.50% 5.1 65M 6.02%
Interest-Bearing 1,752.2 9 2.00 7.14% 2.5 162M 7.94%
Perpetual-Premium 1,160.8 9 1.44 5.53% 6.9 204M 5.75%
Perpetual-Discount 1,326.0 10 1.60 5.68% 14.4 156M 5.66%

Index Constitution, 2002-01-31, Pre-rebalancing

Index Constitution, 2002-01-31, Post-rebalancing

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