Convertible bond asset classes defined
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
The indices are administered and calculated in the spirit of the International Organization of Securities Commissions principles.
Reuters Limited (‘RL’) is the Administrator of numerous indices and benchmarks, including Thomson Reuters Convertible Indices.
RL assigned Refinitiv Benchmark Services Limited (‘RBSL’) to be the Administrator of regulated benchmarks, such as those used within the EU and thus caught by the EU Benchmark 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, our Convertible Indices will move to be administered by Refinitiv Benchmark Services Limited during 2019, see more details here.
Note: While RL has until the end of the BMR Transition period (Dec 2019) to migrate those benchmarks into an authorized benchmark administrator, RBSL shall execute its Brexit strategy aligned with the BMR third country regime to ensure continued provision of its benchmarks in the EU from January 2020 and beyond.
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.
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.
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