Encore: Convertible Bond with Call Spread Overlay

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Abstract

Encore Capital (Encore) has received a proposal for an issue of convertible bonds to Qualified Institutional Buyers (QIBs). Simultaneously, with the issuance of the convertible bond, Encore would purchase a ‘bond hedge’ in the over-the-counter equity derivatives market and sell warrants. The bond hedge and warrants sale constituted the ‘call spread overlay’. Concurrent with the transaction, Encore would also repurchase shares worth $25 million from the proceeds of the convertible bond issue. The security provides an opportunity to discuss the design of an innovative financial security in response to market and issuer requirements.

Additional Information

Product Type Case
Reference No. F&A0550
Title Encore: Convertible Bond with Call Spread Overlay
Pages 12
Published on May 16, 2020
Authors Sinha, Sidharth;
Area Finance and Accounting (F&A)
Discipline Finance
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