HIMIPref™ Index Rebalancing : September 28, 2007

The decline in perpetuals, which I attribute to the influence of new issues, caused a lot of changes this month.

HIMI Index Changes, September 28, 2007
Issue From To Because
BCE.PR.T FixFloat Scraps Volume
HSB.PR.D PerpetualPremium PerpetualDiscount Price
HSB.PR.C PerpetualPremium PerpetualDiscount Price
ELF.PR.F PerpetualPremium PerpetualDiscount Price
W.PR.J PerpetualPremium PerpetualDiscount Price
ENB.PR.A PerpetualPremium PerpetualDiscount Price
TCA.PR.X PerpetualPremium PerpetualDiscount Price
TCA.PR.Y PerpetualPremium PerpetualDiscount Price
BNA.PR.B Scraps SplitShare Volume
FTU.PR.A Scraps SplitShare Volume
MST.PR.A Scraps InterestBearing Volume

I have already posted about MAPF Performance; I will post about index performance later.

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