HIMIPref™ Preferred Indices : July 2002

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

HIMI Index Values 2002-7-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,514.2 2 2.00 4.14% 17.2 288M 4.15%
FixedFloater 1,945.9 9 2.00 4.05% 16.8 130M 5.63%
Floater 1,509.1 5 1.79 4.18% 16.4 41M 4.33%
OpRet 1,559.4 28 1.21 4.08% 2.2 85M 5.61%
SplitShare 1,495.7 10 1.69 5.05% 5.0 68M 5.86%
Interest-Bearing 1,835.9 11 2.00 7.39% 2.2 158M 7.86%
Perpetual-Premium 1,186.0 10 1.50 5.56% 6.6 149M 5.75%
Perpetual-Discount 1,352.6 12 1.58 5.72% 14.3 200M 5.75%

Index Constitution, 2002-07-31, Pre-rebalancing

Index Constitution, 2002-07-31, Post-rebalancing

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