HIMIPref™ Index Rebalancing: June, 2010

HIMI Index Changes, June 30, 2010
Issue From To Because
BAM.PR.G FixFloat Scraps Volume
PWF.PR.A Scraps Floater Volume
CL.PR.B PerpetualDiscount PerpetualPremium Price
NA.PR.M PerpetualDiscount PerpetualPremium Price
CU.PR.B PerpetualDiscount PerpetualPremium Price
BMO.PR.L PerpetualDiscount PerpetualPremium Price

The strong performance of Straight Perpetuals over the past month means that the PerpetualPremium index has been repopulated, albeit lightly and weakly. Unfortunately, however, low volumes on BAM.PR.G have resulted in its relegation to the Scraps index, leaving FixedFloaters as an empty set.

There were the following intra-month changes:

HIMI Index Changes during June 2010
Issue Action Index Because
EMA.PR.A Add Scraps New Issue
TRP.PR.C Add FixedReset New Issue
PWF.PR.P Add FixedReset New Issue

This entry was posted on Friday, July 2nd, 2010 at 1:14 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: June, 2010”

  1. HIMIPref™ Index Rebalancing: October 2010 « PrefBlog says:
    October 31, 2010 at 10:20 pm

    […] It’s very nice to see that there is now an issue in the FixFloat index! It became empty as of the June, 2010, rebalancing. […]

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