HIMIPref™ Index Rebalancing: December 2010

HIMI Index Changes, December 31, 2010
Issue From To Because
TD.PR.P PerpetualDiscount PerpetualPremium Price
GWO.PR.L PerpetualPremium PerpetualDiscount Price
CM.PR.P PerpetualPremium PerpetualDiscount Price
CM.PR.E PerpetualPremium PerpetualDiscount Price
IGM.PR.B PerpetualPremium PerpetualDiscount Price
GWO.PR.M PerpetualPremium PerpetualDiscount Price
GWO.PR.M PerpetualPremium PerpetualDiscount Price
CL.PR.B PerpetualPremium PerpetualDiscount Price
TCA.PR.Y PerpetualPremium PerpetualDiscount Price
TCA.PR.X PerpetualPremium PerpetualDiscount Price

Note that CL.PR.B has been called for redemption.

There were the following intra-month changes:

HIMI Index Changes during December 2010
Issue Action Index Because
CIU.PR.C Add FixedReset New Issue
BNA.PR.E Add SplitShare New Issue
TA.PR.D Add Scraps New Issue
CPX.PR.A Add Scraps New Issue
EN.PR.A Delete Scraps Redeemed
DGS.PR.A Add
(Backdate to 2007-12-3)		 Scraps Got Bigger

This entry was posted on Sunday, January 2nd, 2011 at 3:18 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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