Index Construction / Reporting

HIMIPref™ Index Rebalancing : December 31, 2007

HIMI Index Changes, December 31, 2007
Issue From To Because
BAM.PR.G Scraps FixFloat Volume
TOC.PR.B Scraps Floater Volume
CM.PR.D PerpetualPremium PerpetualDiscount Price
PWF.PR.H PerpetualDiscount PerpetualPremium Price
ENB.PR.A PerpetualDiscount PerpetualPremium Price
ACO.PR.A OpRet Scraps Volume

Index performance for December has been discussed previously.

One comment HIMIPref™ Index Rebalancing : December 31, 2007

[…] To my shame, I must confess that MUH.PR.A should have been moved to “Scraps” as of the December month-end rebalancing. This will be fixed in the final version of the indices.  […]

Leave a Reply