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Russell U.S. Equity Indexes

Construction and Methodology An LSEG Business October 2021 Russell Equity Indexes Construction and Methodology FTSE Russell An LSEG Business | Russell Equity Indexes Construction and Methodology, , October 2021 2 Contents Introduction .. 5 FTSE Russell .. 5 Available Indexes .. 6 Management Responsibilities .. 8 FTSE International Limited (FTSE) .. 8 Amendments to the Construction and Methodology .. 8 Queries, Complaints and Appeals .. 9 Index Policy for Trading Halts and Market Closures .. 9 Index Policy in the Event Clients are Unable to Trade a Market .. 9 Recalculation Policy and Guidelines .. 10 Policy for Benchmark Methodology Changes .. 10 Basic Methodology .. 11 Annual 11 Quarterly initial public offerings .. 11 Defining Eligible Securities.

• Constituent size bands – large, mid, small and micro capitalisation indexes. • Sector indexes. Additional customised variants can be calculated on request including indexes with industry, country and sector exclusions. Selected indexes are calculated and disseminated on a real time basis ... Any proposals for significant amendments to the

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