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 |