HIMI Index Changes, February 29, 2008 Issue From To Because TOC.PR.B Floater Scraps Volume FAL.PR.B Scraps FixFloat Volume MST.PR.A InterestBearing Scraps Volume MUH.PR.A SplitShare Scraps Rating PWF.PR.E PerpetualDiscount PerpetualPremium Price To my shame, I must …
Category: Index Construction / Reporting
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 …
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 …
November, 2006 : The Month in Review
Index November Total Return Ratchet +0.11% FixedFloater +0.30% Floater +1.56% OpRet +1.13% SplitShare +1.70% InterestBearing -0.29% PerpetualPremium +1.02% PerpetualDiscount +1.33% The worst index-included issue for the month was MST.PR.A, an income-trust-backed interest-bearing issue that lost …