HIMIPref™ Preferred Indices : February 2005

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

HIMI Index Values 2005-2-28
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,352.5 1 2.00 2.51% 21.0 131M 2.53%
FixedFloater 2,240.6 8 2.00 2.39% 19.4 73M 5.28%
Floater 1,994.5 5 2.00 -2.42% 0.10 53M 3.28%
OpRet 1,818.9 20 1.51 2.89% 3.5 94M 4.65%
SplitShare 1,855.8 15 1.93 3.82% 3.4 89M 5.01%
Interest-Bearing 2,237.8 8 2.00 4.01% 1.9 97M 6.51%
Perpetual-Premium 1,394.2 35 1.63 4.68% 4.6 106M 5.39%
Perpetual-Discount 1,573.1 2 1.00 4.87 15.7 13,061M 4.90%

Index Constitution, 2005-2-28, Pre-rebalancing

Index Constitution, 2005-2-28, Post-rebalancing

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