HIMIPref™ Preferred Indices : February 2002

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

HIMI Index Values 2002-2-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,532.1 2 2.00 3.12% 19.5 102M 3.40%
FixedFloater 1,943.8 8 2.00 3.52% 17.7 114M 5.50%
Floater 1,535.8 5 1.79 3.34% 18.1 35M 3.49%
OpRet 1,541.3 29 1.17 3.50% 2.4 93M 5.70%
SplitShare 1,562.9 7 2.00 5.35% 5.0 113M 6.03%
Interest-Bearing 1,759.6 10 2.00 7.63% 2.5 168M 7.89%
Perpetual-Premium 1,169.2 8 1.50 5.36% 6.7 197M 5.75%
Perpetual-Discount 1,332.2 11 1.54 5.67% 14.3 180M 5.62%

Index Constitution, 2002-02-28, Pre-rebalancing

Index Constitution, 2002-02-28, Post-rebalancing

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