{"id":1155,"date":"2007-09-05T20:42:32","date_gmt":"2007-09-06T00:42:32","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=1155"},"modified":"2007-09-05T20:42:32","modified_gmt":"2007-09-06T00:42:32","slug":"himipref-index-rebalancing-august-31-2007","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=1155","title":{"rendered":"HIMIPref&#8482; Index Rebalancing : August 31, 2007"},"content":{"rendered":"<p>Not much change this time &#8217;round, similarly to <a href=\"http:\/\/www.prefblog.com\/?p=1035\">July month-end<\/a>.\u00a0Four issues were relegated to &#8220;Scraps&#8221; on volume concerns and the flow of PerpetualPremiums to PerpetualDiscount\u00a0reversed itself &#8211; albeit weakly.<\/p>\n<div align=\"center\">\n<table border=\"1\">\n<tr>\n<td colspan=\"4\">HIMI Index Changes,\u00a0August 31, 2007<\/td>\n<\/tr>\n<tr>\n<td>Issue<\/td>\n<td>From<\/td>\n<td>To<\/td>\n<td>Because<\/td>\n<\/tr>\n<tr>\n<td>CFS.PR.A<\/td>\n<td>SplitShare<\/td>\n<td>Scraps<\/td>\n<td>Volume<\/td>\n<\/tr>\n<tr>\n<td>FTU.PR.A<\/td>\n<td>SplitShare<\/td>\n<td>Scraps<\/td>\n<td>Volume<\/td>\n<\/tr>\n<tr>\n<td>MIC.PR.A<\/td>\n<td>PerpetualPremium<\/td>\n<td>Scraps<\/td>\n<td>Volume<\/td>\n<\/tr>\n<tr>\n<td>BCE.PR.S<\/td>\n<td>Ratchet<\/td>\n<td>Scraps<\/td>\n<td>Volume<\/td>\n<\/tr>\n<tr>\n<td>ELF.PR.F<\/td>\n<td>PerpetualDiscount<\/td>\n<td>PerpetualPremium<\/td>\n<td>Price<\/td>\n<\/tr>\n<\/table>\n<\/div>\n<p>AL.PR.E <a href=\"http:\/\/www.prefblog.com\/?p=1009\">has been redeemed<\/a> &#8211; it&#8217;s last appearance in the Floating Rate index is August 31; it is no longer priced commencing\u00a0September 4.<\/p>\n<p>BCE.PR.B <a href=\"http:\/\/www.prefblog.com\/?p=1148\">has been added<\/a> to the RatchetRate index as of August 28.<\/p>\n<p>I will post about index performance and extreme issue performance at another time. I have already posted regarding <a href=\"http:\/\/www.prefblog.com\/?p=1141\">MAPF Portfolio Composition<\/a> and <a href=\"http:\/\/www.prefblog.com\/?p=1140\">Performance<\/a>.\n<\/p>\n<p><!--6c6d15bb2d64f701658b3d406c7a8693--><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Not much change this time &#8217;round, similarly to July month-end.\u00a0Four issues were relegated to &#8220;Scraps&#8221; on volume concerns and the flow of PerpetualPremiums to PerpetualDiscount\u00a0reversed itself &#8211; albeit weakly. HIMI Index Changes,\u00a0August 31, 2007 Issue &hellip;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[10],"tags":[],"class_list":["post-1155","post","type-post","status-publish","format-standard","hentry","category-index-construction-and-reporting"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1155","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1155"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/1155\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1155"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1155"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1155"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}