HIMIPref™ Index Rebalancing: July, 2008

HIMI Index Changes, July 31, 2008
Issue From To Because
PWF.PR.I PerpetualPremium PerpetualDiscount Price
GWO.PR.F PerpetualPremium PerpetualDiscount Price
CU.PR.A PerpetualPremium PerpetualDiscount Price
STW.PR.A InterestBearing Scraps Volume
BCE.PR.Y Scraps Ratchet Volume
FAL.PR.B Scraps FixFloat Volume

There were the following intra-month changes:

HIMI Index Changes during July 2008
Issue Action Index Because
GT.PR.A Delete Scraps Redeemed
FAL.PR.H Delete PerpetualPremium Redeemed
FAL.PR.A Delete Ratchet Redeemed
PAY.PR.A Delete Scraps Redeemed

As a result of these changes, there is exactly one issue left in the PerpetualPremium index: CL.PR.B.

This entry was posted on Friday, August 1st, 2008 at 2:42 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 “HIMIPref™ Index Rebalancing: July, 2008”

  1. PrefBlog » Blog Archive » HIMIPref™ Preferred Indices: July 2008 says:
    December 30, 2008 at 9:45 pm

    […] Index Revisions during July 2008, see the post HIMIPref™ Index Rebalancing: July 2008. Publication of index details is embargoed for six months following index […]

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