HIMIPref™ Index Rebalancing : October 31, 2007

The continued carnage in the Perpetual sector caused a lot of changes this month.

Of interest was the movement of the Falconbridge issues from “Scraps” to their various indices, due to the mid-month¬†DBRS upgrade.

HIMI Index Changes, October 31, 2007
Issue From To Because
TCA.PR.X PerpetualDiscount PerpetualPremium Price
W.PR.H PerpetualPremium PerpetualDiscount Price
PWF.PR.E PerpetualPremium PerpetualDiscount Price
CM.PR.G PerpetualPremium PerpetualDiscount Price
CM.PR.P PerpetualPremium PerpetualDiscount Price
PWF.PR.H PerpetualPremium PerpetualDiscount Price
BNS.PR.J PerpetualPremium PerpetualDiscount Price
POW.PR.C PerpetualPremium PerpetualDiscount Price
BMO.PR.H PerpetualPremium PerpetualDiscount Price
FAL.PR.A Scraps Ratchet Credit
FAL.PR.B Scraps FixFloat Credit
FAL.PR.H Scraps PerpetualPremium Credit
PWF.PR.D Scraps OpRet Volume

Index performance is available elsewhere.

2 Responses to “HIMIPref™ Index Rebalancing : October 31, 2007”

  1. […] As non-financial perpetuals without a particularly large float, these issues can be somewhat volatile – they both made the January 08 Best Performers’ List, while W.PR.H made December 07’s Worst. W.PR.H was transfered to the PerpetualDiscount index in the October 07 Rebalancing. […]

  2. […] is currently in the PerpetualPremium index; it was moved there from Scraps in the 2007-10-31 rebalancing following the DBRS credit […]

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