ABSTRACT
The CS First Boston Convertible Securities Index is a market value-weighted index that tracks the monthly price only and total return performance of corporate convertible securities, including US domestic convertible bonds, Eurobonds and convertible preferred stocks. Eligible securities include all corporate convertible securities, including US domestic convertible bonds, Eurobonds and convertible preferred stocks, including 144A securities, with par amounts outstanding equal to or greater than US dollar 50.0 million. Non-rated issues that are deemed to be of comparable credit quality are acceptable for inclusion in the index. The Goldman Sachs Convertible 100 Index is an equally-weighted index that tracks the monthly price and total return performance of large, highly liquid, convertible issues in which Goldman Sachs makes a market. The Merrill Lynch Convertible Securities Index is a market value-weighted index that tracks the daily price only, income and total return performance of corporate convertible securities, including US domestic bonds, Eurobonds, preferred stocks and Liquid Yield Option Notes (LYONs).
