HIMI Index Rebalancing : July 31, 2007

Not much change this time ’round, unlike June Month-End! Three issues were relegated to “Scraps” on volume concerns and the flow of PerpetualPremiums to PerpetualDiscount slowed to a bare trickle.

HIMI Index Changes, July 31, 2007
Issue From To Because
BNA.PR.B SplitShare Scraps Volume
PAY.PR.A SplitShare Scraps Volume
BCE.PR.H Ratchet Scraps Volume
PWF.PR.F PerpetualPremium PerpetualDiscount Price

As has previously been noted, CM.PR.C has been redeemed and removed from the PerpetualPremium index. Its last day of inclusion was July 31.

I will post about index performance and extreme issue performance at another time. I have already posted regarding MAPF Composition and MAPF Performance.

This entry was posted on Thursday, August 2nd, 2007 at 7:15 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.

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

  1. PrefBlog » Blog Archive » HIMIPref™ Index Rebalancing : August 31, 2007 says:
    September 5, 2007 at 8:42 pm

    […] Not much change this time ’round, similarly to July month-end. Four issues were relegated to “Scraps” on volume concerns and the flow of PerpetualPremiums to PerpetualDiscount reversed itself – albeit weakly. […]

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