HIMIPref™ Index Rebalancing: May 2009

HIMI Index Changes, May 29, 2009
Issue From To Because
BAM.PR.G Scraps FixFloat Volume
ACO.PR.A OpRet Scraps Volume

I spent the latter part of the month hoping that CU.PR.B was going to make the leap from PerpetualDiscount to PerpetualPremium, but it fell just shy, closing May 29 at 24.90-99, 13×3. Maybe next month!

But on a brighter note, we now have an issue in the FixedFloater index!

There were the following intra-month changes:

HIMI Index Changes during May 2009
Issue Action Index Because
SLF.PR.F Add FixedReset New issue
CCS.PR.D Add Scraps New issue

This entry was posted on Saturday, May 30th, 2009 at 12:35 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.

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