Code Sample, a copy-pastable example if possible


In [2]: mi = pd.MultiIndex.from_product([[1,2], ['a', 'b']])

In [3]: mi.values
Out[3]: array([(1, 'a'), (1, 'b'), (2, 'a'), (2, 'b')], dtype=object)

In [4]: mi.values[0] = (3, 'c')

In [5]: mi.values
Out[5]: array([(3, 'c'), (1, 'b'), (2, 'a'), (2, 'b')], dtype=object)

In [6]: mi.copy().values
Out[6]: array([(1, 'a'), (1, 'b'), (2, 'a'), (2, 'b')], dtype=object)

Expected Output

The same as mi.values, whatever it is.

output of pd.show_versions()

In [7]: pd.show_versions()

INSTALLED VERSIONS
------------------
commit: a63bd12529ff309d957d714825b1753d0e02b7fa
python: 3.5.1.final.0
python-bits: 64
OS: Linux
OS-release: 4.5.0-2-amd64
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: it_IT.utf8
LOCALE: it_IT.UTF-8

pandas: 0.18.1+174.ga63bd12
nose: 1.3.7
pip: 1.5.6
setuptools: 18.4
Cython: 0.23.4
numpy: 1.10.4
scipy: 0.16.0
statsmodels: 0.8.0.dev0+111ddc0
xarray: None
IPython: 5.0.0.dev
sphinx: 1.3.1
patsy: 0.3.0-dev
dateutil: 2.2
pytz: 2012c
blosc: None
bottleneck: 1.1.0dev
tables: 3.2.2
numexpr: 2.5
matplotlib: 1.5.1
openpyxl: None
xlrd: 0.9.4
xlwt: 1.1.2
xlsxwriter: 0.7.3
lxml: None
bs4: 4.4.0
html5lib: 0.999
httplib2: 0.9.1
apiclient: 1.5.0
sqlalchemy: 1.0.11
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.38.0
pandas_datareader: 0.2.1

Comment From: jreback

this is a user error. you can assign to this, but .values is a new array. you are chained indexing. Indexes are immutable and this is basically impossible to detect.