HIMIPref™ Preferred Indices : January 2005

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

HIMI Index Values 2005-1-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,344.4 1 2.00 2.44% 21.2 101M 2.46%
FixedFloater 2,251.3 8 2.00 2.30% 1.8 70M 5.25%
Floater 1,990.5 5 2.00 -5.27% 0.08 50M 3.28%
OpRet 1,822.7 20 1.51 2.75% 3.5 89M 4.63%
SplitShare 1,855.6 13 1.92 3.23% 3.5 92M 4.95%
Interest-Bearing 2,237.7 8 2.00 3.97% 2.0 94M 6.51%
Perpetual-Premium 1,405.8 35 1.63 4.31% 3.1 107M 5.34%
Perpetual-Discount 1,670.3 0 0 0 0 0 0

Index Constitution, 2005-1-31, Pre-rebalancing

Index Constitution, 2005-1-31, Post-rebalancing

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