HIMIPref™ Indices : October 29, 1999

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

HIMI Index Values 1999-10-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,526.1 0 0 0 0 0 0
FixedFloater 1,613.8 7 2.00 4.63% 15.9 197M 5.17%
Floater 1,437.0 4 1.77 4.47% 15.2 52M 5.21%
OpRet 1,366.2 32 1.22 5.32% 3.6 57M 6.30%
SplitShare 1,410.6 4 1.50 5.57% 6.8 61M 5.50%
Interest-Bearing 1,453.3 6 2.00 7.97% 10.4 433M 8.20%
Perpetual-Premium 1,180.8 0 0 0 0 0 0
Perpetual-Discount 1,208.9 13 1.53 5.86% 14.1 143M 6.18%

Index Constitution, 1999-10-29, Pre-rebalancing

Index Constitution, 1999-10-29, Post-rebalancing

Errata, 2007-08-24: The credit rating of IQI.PR.A in the Fixed-Floater index is reported incorrectly; it should not have been included in the index as the actual DBRS rating on this date was Pfd-3(high).

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