Convertible bond Case 1 (a 7-year convertible) Case 2 (a 20-year convertible)
Issuer X company Y company
Notional of bond 100 100
Annual coupon rate 2.625 5.5
Payment frequency Semiannual Semiannual
Issuing date June 9, 2010 June 15, 2009
Maturity date June 15, 2017 June 15, 2029
Conversion price 30.288 13.9387
Currency USD USD
Day count 30/360 30/360
Business day convention Following Following
Put price - 100 at June 20, 2014