HIMIPref™ Preferred Indices : June 2002

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

HIMI Index Values 2002-6-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,526.8 3 1.66 3.98% 17.5 152M 3.84%
FixedFloater 1,926.9 9 2.00 3.92% 16.8 178M 5.64%
Floater 1,535.6 5 1.80 3.73% 17.1 61M 4.00%
OpRet 1,550.9 28 1.21 4.32% 2.4 102M 5.67%
SplitShare 1,514.5 13 1.76 5.75% 5.2 73M 6.24%
Interest-Bearing 1,830.2 11 2.00 7.05% 2.2 156M 7.89%
Perpetual-Premium 1,168.6 8 1.50 5.46% 6.6 186M 5.81%
Perpetual-Discount 1,335.3 13 1.62 5.84% 14.1 166M 5.80%

Index Constitution, 2002-06-28, Pre-rebalancing

Index Constitution, 2002-06-28, Post-rebalancing

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