Why choose our convertible bond indices?
Convertible indices offer an independent and transparent definition of the convertible bond asset class over time.
A large number of index combinations are available, such as global and regional coverage; unhedged or hedged currencies; and carve-outs, featuring only “balanced” or investment grade issues. Custom index development and reporting is also possible.
The indices are administered and calculated in the spirit of the International Organization of Securities Commissions principles.
The FTSE Convertible Indices are administered by Refinitiv Benchmark Services Limited (RBSL), authorised as a Benchmark Administrator under UK BMR.
Key resources
Index resources
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FTSE Russell Convertible Indexes Methodology Changes Consultation (2020) Revision 9 – Provisional
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FTSE Russell Convertible Indexes Methodology Changes Consultation (2020) Revision 9 - Provisional Stage changes
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FTSE Russell Convertible Indexes Methodology Changes Consultation (2020) Revision 9 - Initial proposed Methodology changes
Commitment to UK BMR
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RBSL Complaints & Operational Enquiries Handling Policy
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RBSL Benchmark Statement – WM/R
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RBSL Benchmark Statement – CDOR
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RBSL Benchmark Statement – SAIBOR
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RBSL Benchmark Statement – Refinitiv/CoreCommodity CRB Indices
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RBSL Benchmark Statement – Convertibles Indices
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RBSL Benchmark Statement - Refinitiv Term SONIA
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RBSL Benchmark Statement - Tokyo Swap Rate
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RBSL Benchmark Statement - USD IBOR Cash Fallbacks
Oversight committee
Features & benefits
Our convertible indices
Global market coverage, broken down into multiple sub-indices and carve-outs to suit any portfolio or investment mandate.
Calculated by specialist convertible indexing and advisory team. Multiple custom index options available.
Adheres to the European Benchmark Regulation and follows IOSCO principles with rules based methodologies.
Convertible indices are available via Eikon and Datastream or standalone and via FTP, email, or third-party vendors.
Stay up-to-date and read the latest index change notices and announcements.
