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TOP-ECI 25
Data at 26 May 20
Latest (EUR): 7,393.47
1-day change: -0.08%
YTD: -3.43%
Latest (EUR) 1-day change YTD
Underlying 6,322.94 +0.32% -9.60%
STOXX 50 EUR 2,881.9 +0.2 % -15.3 %
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Market data Methodology
Latest Reports
19 Mar 20 Minutes of the ECI Technical Committe of 18 March 2020 3p.
14 Feb 20 ECI Indices Methodology 16p.
18 Dec 19 Erratum - ECI Indices : Change in constituents on 07 January 2020 after the market 6p.
18 Dec 19 ECI Indices : Change in constituents on 07 January 2020 after the market 6p.
11 Dec 19 Addition/removal decisions taken by the Technical Committee following the "Comité des Experts des Indices ECI" meeting on 11/12/2019 3p.
23 Sep 19 ECI Indices : Change in constituents on 02 Octobre 2019 after the market 6p.
18 Sep 19 Addition/removal decisions taken by the Technical Committee following the "Comité des Experts des Indices ECI" meeting on 18/09/2019 3p.
17 Sep 19 Ubisoft 0% 16/21: Early redemption. Withdrawal from the indices on 19 September 2019 after market close 3p.
16 Sep 19 Offer on MTU Aero 0.125% 16/23 3p.
24 Jun 19 Change in constituents on 26 June 2019 after the market 6p.
20 Jun 19 Update - Addition/removal decisions taken by the ECI Committee 3p.
12 Jun 19 Addition/removal decisions taken by the ECI Committee on 12/06/2019 3p.
12 Jun 19 Addition/removal decisions taken by the ECI Committee on 12/06/2019 3p.
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Index Methodology
Methodology

Top ECI25

The Top-ECI25 is an index weighted by market caps and assumes coupons are reinvested.

The Top-ECI25 index is a sub-index of the ECI-Europe ex USD whose constituents are managed by the Technical Committee. It contains the 25 convertibles of this index that, for each sensitivity driver - underlying, interest rate, credit risk and volatility - when combined, give 60% of the total sensitivity of the ECI Europe ex USD index. At the end of meetings of the Technical Committee concerning the broad index, the selection criteria is applied to the new sample and the make-up of the Top ECI 25 is updated.


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