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 FTSE International Limited, authorised as a Benchmark Administrator under UK BMR.
Useful Links
Accessing rates data
Benchmark data is made available on LSEG Data & Analytics platforms, through direct data feeds and APIs and is widely available through other third-party market data vendors and authorised redistributors.
Key resources
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.
