Index Construction / Reporting

HIMIPref™ Index Rebalancing: September, 2009

HIMI Index Changes, September 30, 2009
Issue	From	To	Because
GWO.PR.F	PerpetualPremium	PerpetualDiscount	Price
PWF.PR.A	FloatingRate	Scraps	Volume
TD.PR.Q	PerpetualPremium	PerpetualDiscount	Price
PWF.PR.G	PerpetualDiscount	PerpetualPremium	Price

There were the following intra-month changes:

HIMI Index Changes during September 2009
Issue	Action	Index	Because
DC.PR.B	Add	Scraps	New Issue
YPG.PR.C	Add	Scraps	New Issue
BPO.PR.L	Add	Scraps	New Issue

One comment HIMIPref™ Index Rebalancing: September, 2009

October 3, 2009 at 2:40 pm

[…] has been moved to the “Scraps” index in the September rebalancing on volume […]