HIMIPref™ Preferred Indices : February, 2004

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

HIMI Index Values 2004-02-27
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,358.5 1 2.00 2.55% 20.9 83M 2.57%
FixedFloater 2,199.0 8 2.00 2.41% 18.9 60M 5.14%
Floater 1,943.7 7 2.00 0.00% 0.10 89M 3.23%
OpRet 1,745.6 24 1.43 3.29% 3.9 120M 4.80%
SplitShare 1,740.6 14 1.78 2.84% 3.0 41M 5.42%
Interest-Bearing 2,111.9 10 2.00 4.42% 0.7 122M 7.37%
Perpetual-Premium 1,379.6 32 1.65 4.40% 3.8 150M 5.35%
Perpetual-Discount 1,588.7 0 0 0 0 0 0

Index Constitution, 2004-02-27, Pre-rebalancing

Index Constitution, 2004-02-27, Post-rebalancing

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