HIMIPref™ Indices : June 30, 2000

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

HIMI Index Values 2000-06-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,434.2 0 0 0 0 0 0
FixedFloater 1,869.5 9 1.88 6.57% 12.6 269M 5.58%
Floater 1,350.5 2 2.00 -0.07% 0.08 135M 7.30%
OpRet 1,370.6 32 1.22 5.35% 3.9 75M 6.10%
SplitShare 1,378.3 3 1.66 6.14% 6.1 65M 5.79%
Interest-Bearing 1,497.5 7 2.00 8.24% 10.5 190M 8.35%
Perpetual-Premium 1,066.8 0 0 0 0 0 0
Perpetual-Discount 1,092.2 12 1.58 6.15% 13.7 140M 6.28%

Index Constitution, 2000-06-30, Pre-rebalancing

Index Constitution, 2000-06-30, Post-rebalancing

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