London Stock Exchange Group
JP Morgan Global Diversified Factor Equity Index Series Ground Rules
Pages
26
Time to read
38 mins
Publication
Language
English
Pages
26
Time to read
38 mins
Publication
Language
English
This document is a guide outlining the ground rules for the JP Morgan Global Diversified Factor Equity Index Series, version 2.7, dated August 2025. It details the construction and management protocols for the index series, which aims to reflect the performance of stocks with various factor characteristics. The document specifies the responsibilities of FTSE International Limited as the benchmark administrator, including daily calculations, periodic reviews, and adjustments to constituent weightings. It emphasizes the importance of adhering to the FTSE Global Equity Index Series ground rules and outlines the methodologies for index calculation and management. Additionally, it discusses the potential for changes to the index series due to external factors and the necessity for users to evaluate the index's rules-based methodology before making investment decisions. The guide also includes references to related policies and procedures that govern the index series.