HIMI Index Rebalancing: May 31, 2007

There was a lot of activity this month: a huge migration from PerpetualPremium to PerpetualDiscount; a transfer of all the Weston issues to Scraps due to credit concerns; and a transfer of several issues from Scraps due to increased volume.

The changes are:

HIMI Index Rebalancing, May 31, 2007
Ticker From To Because
WN.PR.C PerpetualPremium Scraps Credit
SLF.PR.B PerpetualPremium PerpetualDiscount  Price 
MFC.PR.B PerpetualPremium PerpetualDiscount Price 
POW.PR.D PerpetualPremium PerpetualDiscount Price
CM.PR.H PerpetualPremium PerpetualDiscount Price
WN.PR.A PerpetualPremium Scraps Credit
PWF.PR.D Scraps OpRet Volume
LFE.PR.A Scraps SplitShare Volume
FTU.PR.A Scraps SplitShare Volume
BAM.PR.G Scraps FixFloat Volume
WN.PR.B OpRet Scraps Credit
MST.PR.A Interest Scraps Volume
BMO.PR.J PerpetualPremium PerpetualDiscount Price
ELF.PR.G PerpetualPremium PerpetualDiscount Price
RY.PR.B PerpetualPremium PerpetualDiscount Price
CM.PR.I PerpetualPremium PerpetualDiscount Price
WN.PR.D PerpetualPremium Scraps Credit
GWO.PR.H PerpetualPremium PerpetualDiscount Price
PWF.PR.K PerpetualPremium PerpetualDiscount Price
SLF.PR.A PerpetualPremium PerpetualDiscount Price
WN.PR.E PerpetualDiscount Scraps Credit

One Response to “HIMI Index Rebalancing: May 31, 2007”

  1. […] A recent addition to the SplitShare index, following its April addition to the HIMIPref™ universe. Now with a pre-tax bid-YTW of 4.73% based on a bid of 10.26 and a hardMaturity 2012-12-1. […]

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