HIMIPref™ Index Rebalancing: August, 2008

HIMI Index Changes, August 29, 2008
Issue From To Because
FAL.PR.B FixFloat Scraps Volume
PWF.PR.D OpRet Scraps Volume
ACO.PR.A OpRet Scraps Volume
TRI.PR.B Floater Scraps Volume

There were the following intra-month changes:

HIMI Index Changes during August 2008
Issue Action Index Because
RY.PR.K Delete OpRet Redeemed

It was a near-run thing … but despite the good performance of the PerpetualDiscount index, none of the issues made it over par and CL.PR.B remains the sole PerpetualPremium issue outstanding.

This entry was posted on Tuesday, September 2nd, 2008 at 3:30 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.

One Response to “HIMIPref™ Index Rebalancing: August, 2008”

  1. PrefBlog » Blog Archive » HIMIPref™ Preferred Indices: August 2008 says:
    December 31, 2008 at 1:11 am

    […] Index Revisions during August 2008, see the post HIMIPref™ Index Rebalancing: August 2008. Publication of index details is embargoed for six months following index […]

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