FTSE Russell Capping Methodology Guide

This guide outlines the capping methodology applied to FTSE Russell indices, specifically detailing the adjustments made to the weight of index constituent companies to comply with various risk and concentration thresholds. The document serves as a reference for any index series where this guide is mentioned in the index methodology documents. It includes sections on FTSE Russell index policies, eligible securities, and the specific capping methodologies used. The capping process is designed to align with regulatory requirements, including those from UCITS and RIC, ensuring that no individual company exceeds a specified weight in the index. The guide also addresses the treatment of corporate actions and events, as well as the recalculation policy for the indices. Overall, the document provides comprehensive guidelines for the construction and management of FTSE Russell indices, ensuring transparency and adherence to established financial benchmarks.