HIMIPref™ Preferred Indices : January 2006

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

HIMI Index Values 2006-01-31
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,355.8 1 2.00 3.47% 18.6 39M 3.48%
FixedFloater 2,289.0 6 2.00 3.18% 18.2 77M 5.12%
Floater 2,063.9 4 2.00 -22.71% 0.1 37M 4.12%
OpRet 1,882.3 18 1.67 2.66% 3.0 87M 4.62%
SplitShare 1,939.7 15 1.93 3.43% 2.6 51M 5.12%
Interest-Bearing 2,323.3 7 2.00 4.87% 1.4 65M 6.74%
Perpetual-Premium 1,479.5 47 1.70 4.31% 5.7 114M 5.13%
Perpetual-Discount 1,607.1 2 1.00 4.58% 16.2 1,897M 4.56%

Index Constitution, 2006-01-31, Pre-rebalancing

Index Constitution, 2006-01-31, Post-rebalancing

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