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Convertible bond asset classes defined

Convertible indices

Screenshot of Thomson Reuters Convertible Indices screen

Our convertible indices are some of the industry’s most widely used and accepted convertible bond benchmarks

The most widely used and accepted benchmarks for measuring the performance of convertible bond investments.

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 Refinitiv Convertible Indices are administered by Refinitiv Benchmark Services Limited, authorized as a Benchmark Administrator under EU BMR. 

Announcement

Notice of ESMA Benchmark Administrator Register change due to expiration of Brexit transition period

Since authorisation in 2018, RBSL has been listed on the ESMA Register for benchmark administrators. Following ESMA's public statement on 1 October 2020, at the end of the Brexit transition period (currently 31 December 2020), UK benchmark administrators (including RBSL) will be removed from the ESMA register and will become third country administrators under the EU Benchmark Regulation (‘EU BMR’).

However, EU BMR provided a third-country transition period during which third country administrators (including RBSL) can continue providing benchmarks (including all RBSL benchmarks) for use by EU supervised entities. The transition period is until 31 December 2021 and is currently being extended until 31 December 2023. Third country administrators will have until the end of this transition period to gain permission under EU BMR using one of three pathways, specifically the UK BMR is granted ‘equivalence’, RBSL is granted ‘recognition’ as administrator, or RBSL’s benchmarks are granted ‘endorsement’.

The transition period will enable RBSL to execute its Brexit strategy and ensure regulatory permission is gained under EU BMR before the end of the period.

This does not affect RBSL’s authorisation with the UK FCA as a UK benchmark administrator, and RBSL will continue to appear on the UK FCA Register. Following the FCA's public statement on 1 December 2020, at the end for the Brexit transition period (currently 31 December 2020), UK benchmark administrators (including RBSL) will be listed on the FCA’s new UK Benchmarks Register.

Features & benefits

Our convertible indices

Comprehensive coverage

Global market coverage, broken down into multiple sub-indices and carve-outs to suit any portfolio or investment mandate.

Expert quality and service

Calculated by specialist convertible indexing and advisory team. Multiple custom index options available.

Independent, regulatory and transparent

Adheres to the European Benchmark Regulation and follows IOSCO principles with rules based methodologies.

Flexible delivery options

Convertible indices are available via Eikon and Datastream or standalone and via FTP, email, or third-party vendors.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Eikon

Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.

Data Formats:  CSV ・ JSON ・ Python ・ User Interface ・XML
Delivery Mechanisms: API ・ Desktop ・ Excel
Publishing Frequencies: Daily

Workspace

Refinitiv Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.

Data Formats: CSV ・ JSON ・ Python ・ User Interface ・ XML 
Delivery Mechanisms: API ・ Desktop ・ Excel
Publishing Frequencies: Daily

Refinitiv DataScope

Refinitiv DataScope is a strategic custom delivery platform that supports a full cross-asset offering for pricing, reference data, and derived analytics. Covering all major asset classes, including fixed income, equities, futures and options, money, funds, loans, CDS/IRS and OTC equity options, as well as corporate actions data, estimates, entity data and news, Refinitiv DataScope Select provides flexible extraction capabilities, including file customization, scheduling and trigger options, intraday snaps and third-party entitlements. Cross-platform support is available for data retrieval and includes a zero-footprint web interface, FTP connection (internet or private network (BT Radianz (MPLS) or Delivery Direct) and API internet client server. Fee-liable, subject to terms and conditions.

Data Formats: CSV 
Delivery Mechanisms: API ・ FTP
Publishing Frequencies: Daily ・ End of Day

Refinitiv Datastream

Welcome to Datastream, our historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 14 million economic indicators. It features 100+ years of data, across 175 countries – the information and tools you need to interpret market trends, economic cycles, and the impact of world events. Datastream is available via Datastream Advance (EOL Sept 2021) or via Eikon DFO, Eikon R&A, Refinitiv Workspace for Students, Refinitiv Workspace for Academics, Refinitiv Workspace for Wealth. It is expected to be included in many more variants of Refinitiv Workspace during 2021. Datafeed access is via Datastream Data Loader & Datastream Web Service (which includes Matlab, EViews, Python, R & codebook integration) Client desktop tools include DFO (Datastream for Office) Datastream Charting, including Chartbook Navigator - Search & Navigation tool.

Data Formats: HTML 
Delivery Mechanisms: API ・ Desktop ・ Excel
Publishing Frequencies: End of Day ・ Monthly

Knowledge Direct

Knowledge Direct API uses industry standard protocols (SOAP and XML) to deliver Refinitiv content for inclusion within internal or external client applications. Using XML request/response, clients can access a comprehensive offering of company and economic Data (fundamentals, estimates, significant developments, etc.), market data, news and quotes and the associated capabilities, including charts, search and timeseries.

Data Formats: XML 
Delivery Mechanisms: API ・ FTP
Publishing Frequencies: Daily

Refinitiv Data Platform

The Refinitiv Data Platform delivers a single, consistent data experience to access, distribute and build with Refinitiv and third party data. With cloud-enabled platform capabilities and flexible distribution options, the Refinitiv Data Platform enables faster deployment of applications, greater scale with workflow-critical analytics and a reimagined approach to technology innovation, data distribution and management.

Data Formats: JSON 
Delivery Mechanisms: API
Publishing Frequencies: Conflation ・Daily ・ Real-Time 

DETAILED DATA SUPPORT