London Stock Exchange Group
FTSE Russell Capping Methodology Guide
Pages
33
Time to read
72 mins
Publication
Language
English
Summary
This document outlines the capping methodology for FTSE Russell indices, detailing the adjustment of index constituent weights to meet regulatory risk thresholds. It includes policies, eligible securities, corporate actions, and a list of capped indices. Designed for users of FTSE Russell indices, it emphasizes the importance of understanding the methodology and potential changes. Access additional resources for comprehensive guidance on index construction and management.
