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.
Revision 7 – Final of the Thomson Reuters Convertible Indices Methodology is effective as of 2 September 2019
Refinitiv Limited (‘RL’) is the administrator of numerous indices and benchmarks.
RL 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 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, 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 the global Refinitiv Group (i.e. a third country administrator), RL 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 RL benchmarks that fall under the BMR Extension Transition period and are under consideration for migration before the end of 2021 are:
- 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
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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