HIMIPref™ Preferred Indices : February 29, 2000

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

HIMI Index Values 2000-02-29
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,374.7 0 0 0 0 0 0
FixedFloater 1,747.9 8 2.00 6.45% 13.3 229M 5.69%
Floater 1,294.4 2 2.00 6.89% 12.7 100M 6.79%
OpRet 1,342.7 34 1.27 6.10% 4.1 86M 6.49%
SplitShare 1,339.0 4 1.76 6.55% 5.9 53M 5.88%
Interest-Bearing 1,385.3 7 2.00 8.72% 10.2 314M 8.71%
Perpetual-Premium 955.2 0 0 0 0 0 0
Perpetual-Discount 977.9 12 1.57 6.79% 12.8 126M 6.84%

Index Constitution, 2000-02-29, Pre-rebalancing

Index Constitution, 2000-02-29, 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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