HIMIPref™ Index Rebalancing: February 2008

HIMI Index Changes, February 29, 2008
Issue From To Because
TOC.PR.B Floater Scraps Volume
FAL.PR.B Scraps FixFloat Volume
MST.PR.A InterestBearing Scraps Volume
MUH.PR.A SplitShare Scraps Rating
PWF.PR.E PerpetualDiscount PerpetualPremium Price

To my shame, I must confess that MUH.PR.A should have been moved to “Scraps” as of the December month-end rebalancing. This will be fixed in the final version of the indices. 

There were no intra-month changes.

This entry was posted on Tuesday, March 4th, 2008 at 2:19 pm and is filed under Index Construction / Reporting. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

4 Responses to “HIMIPref™ Index Rebalancing: February 2008”

  1. PrefBlog » Blog Archive » TOC.PR.B : Ticker Change to TRI.PR.B on April 17 says:
    April 8, 2008 at 5:59 pm

    […] it has been in and out of the HIMIPref™ indices over the years on volume concerns – it is currently “out” due to volume concerns. Following a credit review, it was affirmed as Pfd-2(low) by […]

  2. PrefBlog » Blog Archive » MST.PR.A & SFO.PR.A : Capital Unit Distributions Suspended says:
    October 29, 2008 at 5:45 pm

    […] is tracked by HIMIPref™ – it was moved to the scraps index from interestBearing in February due to volume concerns. Asset coverage was 1.6-:1 as of October 23 […]

  3. PrefBlog » Blog Archive » MST.PR.A & SFO.PR.A : Capital Unit Distributions Suspended says:
    October 29, 2008 at 5:45 pm

    […] is tracked by HIMIPref™ – it was moved to the scraps index from interestBearing in February due to volume concerns. Asset coverage was 1.6-:1 as of October 23 […]

  4. PrefBlog » Blog Archive » HIMIPref™ Preferred Indices : February 2008 says:
    December 29, 2008 at 1:19 pm

    […] Index Revisions during February 2008, see the post HIMIPref™ Index Rebalancing: February 2008. Index Composition 2008-2-29, […]

Leave a Reply

You must be logged in to post a comment.