ABSTRACT
The ING Barings Asian Convertible Bond (CB) Index is a weighted index that tracks the daily price performance of a universe of large, liquid, convertible bonds of eight countries in Asia. These include Hong Kong, India, Indonesia, Korea, Malaysia, Pakistan, Philippines, Taiwan and Thailand. A minimum number of five market makers per issue are required for inclusion in the index. New issues of more than US dollar 100.0 million, however, only require three market makers during their first two weeks of trading. The Jefferies Global Convertible (JeffCo) Index is a market value-weighted index that tracks the daily price only and total return performance of outstanding convertible Eurobonds, calculated in US dollars and in local currency. All outstanding convertible Eurobonds are eligible for inclusion in the index provided at least one daily price from an independent source, including Extel, Reuters and Datastream, is available.
