HIMIPref™ Indices: June 30, 1999

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

HIMI Index Values 1999-06-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,530.6 0 0 0 0 0 0
FixedFloater 1,625.1 8 2.00 4.42% 16.2 295M 5.08%
Floater 1,441.3 4 1.75 4.96% 14.3 38M 5.45%
OpRet 1,376.4 33 1.18 4.79% 3.4 68M 6.14%
SplitShare 1,395.9 5 1.60 5.69% 6.7 61M 5.54%
Interest-Bearing 1,447.1 2 2.00 7.57% 3.9 1,323M 8.03%
Perpetual-Premium 1,187.0 3 1.33 6.84% 4.6 53M 7.78%
Perpetual-Discount 1,241.9 12 1.50 5.65% 14.4 204M 5.65%

Index Constitution, 1999-06-30, Pre-rebalancing

Index Constitution, 1999-06-30, Post-rebalancing

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