HIMIPref™ Preferred Indices : May 2002

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

HIMI Index Values 2002-5-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,526.6 2 2.00 3.76% 18.0 255M 3.77%
FixedFloater 1,903.8 9 2.00 3.81% 17.2 177M 5.68%
Floater 1,567.7 5 1.80 3.54% 17.8 64M 3.68%
OpRet 1,536.1 30 1.20 4.56% 2.2 85M 5.77%
SplitShare 1,555.1 11 1.91 5.80% 5.2 97M 6.19%
Interest-Bearing 1,784.1 11 2.00 7.68% 3.9 168M 7.95%
Perpetual-Premium 1,155.8 7 1.43 5.62% 6.7 202M 5.87%
Perpetual-Discount 1,317.2 14 1.65 5.85% 14.1 139M 5.81%

Index Constitution, 2002-05-31, Pre-rebalancing

Index Constitution, 2002-05-31, Post-rebalancing

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