ECI refers to a range of European Convertible Indexes. Convertible bonds are a separate asset class that cannot be compared directly to either stocks or bonds. The European convertibles market requires a specific range of indexes because of its size and distinct nature. These indexes fulfill three requirements: measure the daily performance of convertible markets; show the structure of the European market and the euro zone using convertible bonds with satisfactory liquidity; determine the market’s overall behavior and enable the standard analysis of convertible bonds – conversion premium, yield, stock sensitivity, fair value, etc.
For this data source, RIMES hosts approximately 390 bonds (active plus inactive) and 9 indices.
Index coverage includes:
Some of the data items available include:
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