HIMIPref™ Index Rebalancing: October 2009

HIMI Index Changes, October 30, 2009
Issue From To Because
BMO.PR.L PerpetualPremium PerpetualDiscount Price
ACO.PR.A OpRet Scraps Volume
BNS.PR.O PerpetualPremium PerpetualDiscount Price
CU.PR.A PerpetualPremium PerpetualDiscount Price
NA.PR.K PerpetualPremium PerpetualDiscount Price
PWF.PR.G PerpetualPremium PerpetualDiscount Price
PWF.PR.I PerpetualPremium PerpetualDiscount Price
RY.PR.H PerpetualPremium PerpetualDiscount Price

Alas! Poor performance in October has nearly wiped out the PerpetualPremium index; there are only four ragged survivors – CL.PR.B, CU.PR.B, ENB.PR.A and NA.PR.M.

There were the following intra-month changes:

HIMI Index Changes during October 2009
Issue Action Index Because
GWO.PR.L Add PerpetualDiscount New Issue
TCL.PR.D Add Scraps New Issue
FFH.PR.C Add Scraps New Issue
PWF.PR.O Add PerpetualDiscount New Issue
IAG.PR.E Add PerpetualDiscount New Issue

This entry was posted on Sunday, November 1st, 2009 at 12:04 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.

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