Change font size:   

 
FX debate

FX debate

Testing times in the search for alpha

Country risk index

Country risk index

Bi-annual survey monitoring political and economic stability of 185 sovereign countries

June 2003

Convertibles surge to the front




Convertibles grabbed centre stage last month as European and US issuers took advantage of strong investor demand and the attractive combination of rallying share prices and tightening credit spreads.

Amid the surge of issuance the high premium structure made its first appearance in Europe with Dutch semiconductor equipment manufacturer ASM Lithography's seven-year e330 million offering, managed and underwritten by Morgan Stanley.

Ever higher premiums have been a trend in the US for some time but to the dismay of many European investors the trend now seems to have started to take root in Europe. At 75% the premium on ASML's is nothing exceptional by US standards where premiums of over 100% have started to appear. In April, Wells Fargo issued the second-largest convertible of the year, a $3 billion 30-year non-call five that carried a conversion premium of 110%. Maxtor beat that with a 125% premium on its deal at the end of April.

The high-premium structure has become popular because it allows CFOs to avoid what some equity-linked bankers refer to as the "idiot factor" - giving away equity at prices they might later regret. But a high conversion premium means that the bonds are less likely to convert and the option is more likely to be further out of the money.

For investors the option becomes more expensive in relative terms and more risky. But many non-hedge funds have become more willing to accept the risks associated with high conversion premiums if the underlying credit story is strong because the more generous coupons associated with these deals satisfies the demand for higher yield.

"For ASML the high premium structure made sense," says Saul Nathan, head of European capital products at Morgan Stanley. "Higher premiums make conversion less likely and so it becomes easier to sell the convertible on the basis of an improving credit story, which is attractive from a dilution perspective. Given ASML's credit rating and the point in the semiconductor capital equipment cycle, this was also an improving credit play which offered a high current yield."

The high premium structure helped the sub-investment grade (B2) issuer achieve a much lower cost of funding than it would have got with a regular bond, for which its implied cost of funding would be a hefty 650 basis points over Libor.

ASML has issued four convertibles since 1998, and this latest deal is expected to help refinance its $520 million 1999 convertible that matures in November 2004. That deal, by contrast, offered a premium of just 23% and a coupon of 4.25%.

Although there was ample demand for the deal, non-hedge fund investors found the high premium an annoying distraction and the deal was bought for the credit story and coupon.

"We'd obviously prefer to pay less premium rather than more," says William Schatten, the portfolio manager of Gartmore's AlphaGen WhiteOak Convertible Bond fund, who subscribed to the issue despite the high premium. "There has to be a compelling credit story or some catalyst for increased equity volatility for us to be able to extract value. With the ASML bond we were comfortable with the credit, and moreover the 5.50% coupon was attractive to us, given the low interest rate environment."

The demand for convertibles has been insatiable on both sides of the Atlantic. This May there were seven deals in Europe worth $5.5 billion and 36 in the US worth $10.8 billion, compared with eight worth $2.6 billion and 11 worth $7.3 billion the month before. On one day, May 22, three European deals worth over e3.2 billion were gobbled up, with massive oversubscription. French holding company Wendel Investissement's e251 million six-year exchangeable into shares of consultant Cap Gemini Ernst & Young was 20 times oversubscribed.

The massive demand from hedge funds and active managers has allowed convertibles issuers, the majority of which opted for more moderate conversion premiums of 40% to 45%, to offer miserly coupons. BNP Paribas and Société Générale, the bookrunners for the Wendel Investissement exchangeable which had a conversion premium of 45%, cut the coupon to 2% from an initial range of 2.375% to 2.875%. The seven-year Siemens convertible offered a 46% premium and a coupon of 1.375%.






The problem is that banks have ended up lending to these deals by accident – they thought that they were underwriting them

A loan banker explains how the banks got saddled with such large exposures to mega-LBO trades

Ruromoney Jobs Post a job