01 May 2019

Highlighting Significant Price Moves

In this note, we attempt to highlight some of the more significant movements in the convertible market over the past month. We base our analysis on the universe of more liquid convertibles in each of the three main regions, for which we consider convertibles with a principal amount outstanding of at least $150mn or equivalent.

In the first set of tables, we highlight for each region the largest price moves in percentage terms, over the month, which could be considered analogous to the price return of a long-only holding of a position in the respective instrument.

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Philip Kramer, CFA
+44 20 8081 3775
Tatyana Hube, CFA
+1 646 445 8334
Will Weichhart
+44 20 8081 2078
Monis Data
+44 20 8081 2700

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