HIMIPref™ Preferred Indices : August 2003

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

HIMI Index Values 2003-8-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,393.1 1 2.00 -0.12% 0.08 121M 3.25%
FixedFloater 2,080.2 8 2.00 3.36% 17.5 57M 5.31%
Floater 1,773.3 7 2.00 3.60% 17.9 59M 3.90%
OpRet 1,666.4 27 1.45 3.96% 4.2 133M 5.00%
SplitShare 1,639.5 9 1.78 3.87% 2.0 37M 5.39%
Interest-Bearing 2,026.3 9 2.00 4.88% 1.1 153M 7.57%
Perpetual-Premium 1,292.8 28 1.64 5.27% 6.5 175M 5.58%
Perpetual-Discount 1,484.2 3 2.00 5.57% 14.3 118M 5.51%

Index Constitution, 2003-08-29, Pre-rebalancing

Index Constitution, 2003-08-29, Post-rebalancing

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