HIMIPref™ Indices : March 2002

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

HIMI Index Values 2002-3-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,533.2 2 2.00 3.62% 18.3 155M 3.46%
FixedFloater 1,901.0 9 2.00 3.50% 17.7 125M 5.64%
Floater 1,581.1 5 1.79 3.19% 18.5 54M 3.41%
OpRet 1,516.4 30 1.17 4.36% 2.3 77M 5.89%
SplitShare 1,564.6 11 1.81 5.61% 5.3 110M 6.04%
Interest-Bearing 1,770.8 10 2.00 7.61% 2.4 155M 7.99%
Perpetual-Premium 1,159.1 6 1.33 5.51% 6.6 253M 5.85%
Perpetual-Discount 1,314.9 14 1.65 5.77% 14.2 186M 5.79%

Index Constitution, 2002-03-28, Pre-rebalancing

Index Constitution, 2002-03-28, Post-rebalancing

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