HIMIPref™ Preferred Indices : January 2003

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

HIMI Index Values 2003-1-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,388.1 3 2.00 4.41% 16.6 177M 5.81%
FixedFloater 2,005.6 9 2.00 4.36% 15.8 101M 5.69%
Floater 1,602.7 6 1.82 3.89% 17.4 69M 4.07%
OpRet 1,609.1 27 1.26 3.59% 1.7 147M 5.55%
SplitShare 1,571.6 10 1.70 4.69% 3.9 43M 5.71%
Interest-Bearing 1,920.4 8 2.00 5.71% 1.6 131M 7.84%
Perpetual-Premium 1,225.4 19 1.47 5.57% 6.7 282M 5.67%
Perpetual-Discount 1,396.8 9 1.66 5.77% 14.1 137M 5.88%

Index Constitution, 2003-01-31, Pre-rebalancing

Index Constitution, 2003-01-31, Post-rebalancing

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