Convertible indices

Thomson Reuters Convertible Indices Methodology Revision 7 – Final, published 30 Aug 2019 is effective as of 2 September 2019. 

Thomson Reuters Convertible Indices Methodology Revision 8 – Final, published 10 December 2019 - effective as of 1 January 2020. 

Refinitiv is the administrator of numerous indices and benchmarks.

Refinitiv assigned Refinitiv Benchmark Services (UK) Limited (‘RBSL’) to be the regulated administrator of certain benchmarks, such as those used within the EU and thus caught by the EU Benchmarks Regulation (EU BMR). RBSL is authorized by the FCA, as listed on the ESMA Register, to administer benchmarks under the EU BMR.

As a next step, the following benchmarks will move to be administered by RBSL by the end of December 2019:

• WM/Reuters Spot, Forward and NDF benchmark rates
  
• Thomson Reuters/CoreCommodity CRB® Index
• Thomson Reuters Convertible Indices

Note: For those benchmarks administered by a non-EU entity within Refinitiv (i.e. a third country administrator), Refinitiv has until the end of the BMR Extension Transition period (Dec 2021) to migrate those benchmarks into an authorized benchmark administrator (i.e. RBSL).

Those Refinitiv benchmarks that fall under the BMR Extension Transition period and are under consideration for migration before the end of 2021 are:

• Refinitiv Tokyo Swap Rates
• Thomson Reuters Local Currency Indices
• Thomson Reuters IX Global ESG Equal Weighted Index
• Thomson Reuters IX Global ESG High Dividend Low Volatility Equal Weighted Index
• Thomson Reuters IX Western Europe Small & Mid Cap Index
• Thomson Reuters GL Large/Mid D&I Ex Controversial Weapons Equal Weight Index
• Thomson Reuters Global Equal Opportunities Select Index
• Thomson Reuters Global Resource Protection Select Index
• Thomson Reuters Europe Equal Opportunities Select Index
• Thomson Reuters Country, Regional and Sector Indices
• Thomson Reuters Diversity & Inclusion Index
• Thomson Reuters Eurozone ESG Select Index

RBSL will perform further assessments to the following Refinitiv benchmarks and notify the users in later stage whether RBSL will migrate them by Dec 2021:

• Refinitiv VNIBOR USD Benchmark
• Refinitiv VNIBOR VND Benchmark
• Refinitiv VNDFX Spot and Forward Rates
• Refinitiv VN