Index Methodology Hub

FTSE Russell

United Kingdom · 10 indices · 10 documents · last change 2026-10-02

Indices (10)

Index Code Bloomberg Lang Weighting Review Latest Last change
FTSE 100 — UKX Index en Free float market cap Quarterly v17.3 —
FTSE All-World Index — FTAW01 Index en Quarterly v14.4 —
FTSE China 50 Index — XIN0I Index en Capped market cap Quarterly v4.7 —
FTSE China A50 Index — XIN9I Index en Quarterly v2.8 —
FTSE EPRA Nareit Developed Index — ENGL Index en Free float market cap Quarterly v12.9 —
FTSE Global Micro Cap Index GEISMIC — en Quarterly v14.4 —
FTSE Global Small Cap Index GEISSC — en Quarterly v14.4 —
FTSE TWSE Taiwan 50 Index — TW50 Index en Free float market cap Quarterly v5.2 —
FTSE TWSE Taiwan Dividend+ Index — TWDP Index en Dividend yield Semi-annual v4.2 2026-10-02 ↗
Straits Times Index — STI Index en Semi-annual v3.9 —

Recent changes (28)

Date Subject Edition step Item Materiality Summary
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M10 Governance, change policy, disclosure Editorial The section heading and introductory sentence were reformatted, with "3.0" changed to "3", "Index Policies" lowercased to "index policies", and a comma added after "policy documents". No policy, obligation, or index methodology rule was changed.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M10 Governance, change policy, disclosure Editorial The updated text presents FTSE's duties as a bulleted list and makes minor punctuation changes, including moving the footnote marker in rule 2.1.1. No responsibilities, rules, or operational obligations were added, removed, or altered.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M10 Governance, change policy, disclosure Editorial The section heading was changed from "2.0 Management Responsibilities" to "2. Management responsibilities." This is a formatting and capitalization update only; no governance rules, obligations, or procedures were modified.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 other Other Editorial The updated section removes the introductory paragraph listing the legal entities behind the FTSE Russell trading name. It also presents the existing liability-exclusion categories as a punctuated list rather than a single run-on sentence, without changing the categories themselves.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M1 Identity, objective, classification Minor The updated description restricts the index's higher-yielding selection pool to "Taiwan incorporated stocks," including in the top-50 selection rule. It also changes "yield weighted" to "yield-weighted" and specifies that constituent weights are based on forecast dividend yield.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M1 Identity, objective, classification Editorial The referenced FTSE Russell website address was updated from www.ftserussell.com to www.lseg.com/en/ftse-russell/, with a minor grammatical change. No index methodology rule was modified.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M1 Identity, objective, classification Editorial The section heading was renumbered from "1.0 Introduction" to "1 Introduction". No index rule, methodology, or affected security set was changed.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 other Other Editorial The appendix updates the FTSE Russell contact URL, adds a link to the history of Ground Rule changes, and refreshes the copyright, LSEG entity list, benchmark-administrator statements, trademarks, and legal disclaimers. No index eligibility, selection, weighting, review, corporate-action, or calculation rule is changed.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M9 Calculation and return variants Editorial The index divisor formula and variable definitions are unchanged. The update reformats the explanatory list, changes punctuation from periods to semicolons/bullets, and lowercases the formal factor names; it also presents the leading formula notation as "N" without altering the defined terms.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M9 Calculation and return variants Editorial The calculation-frequency rule is unchanged: the index remains calculated and published in New Taiwan Dollars in real time every five seconds, with New Taiwan and US Dollar values calculated at end of day. The update only changes capitalization and spells out "five" instead of using the numeral "5".
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M9 Calculation and return variants Editorial The section heading was renumbered from “7.0” to “7” and its capitalization was changed to sentence case. No index calculation rule, formula, threshold, frequency, or procedure was modified.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M8 Corporate actions, IPOs, ad-hoc changes Editorial The section title and first word of the sentence were changed from title case (“Suspension of Dealing”) to sentence case (“Suspension of dealing”). The substantive reference to the Corporate Actions and Events Guide for Non Market Cap Weighted Indices is unchanged.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M8 Corporate actions, IPOs, ad-hoc changes Editorial The section was editorially restyled: the heading and defined terms were lowercased, the heading number changed from 6.0 to 6, "ex date" became "ex-date," the list of corporate actions was formatted as punctuation-separated bullets, and "with the exception of" was changed to "except for." The substantive treatment of corporate actions, events, weightings, and notice requirements remains unchanged.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M8 Corporate actions, IPOs, ad-hoc changes Major The updated provision changes the cross-reference for intra-review deletions arising from the March and September underlying-index quarterly reviews from Rule 4.5 to Rule 4.6. The stated five-consecutive-trading-day rebalancing period is unchanged. Other edits are stylistic, including "Mid Cap" formatting and adding "will be" before "rebalanced."
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M8 Corporate actions, IPOs, ad-hoc changes Editorial The rule was reworded to state explicitly that there are no intra-review additions. Eligible securities are still only considered for inclusion at the next semi-annual review, so the substantive treatment is unchanged.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M8 Corporate actions, IPOs, ad-hoc changes Editorial The section heading was renumbered from "5.0" to "5" and capitalization was changed from title case to sentence case. No substantive rule, threshold, procedure, or affected security set was modified.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 other Other Editorial The section titled 'ftserussell.com' is absent in the updated version, but the previous version contained no substantive text. No index rule, threshold, schedule, or methodology requirement was added, removed, or modified.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M6 Review and rebalance schedule Editorial The section was renumbered from 4.5 to 4.6 and the formula definitions were reformatted, with “cutoff” changed to “cut-off.” The prior cross-reference stating that corporate-action treatments during the rebalancing period are in Section 6 was removed. The five-day rebalancing mechanism and transitional-weight formula remain unchanged.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M5 Weighting and capping Minor The capping section was renumbered from 4.4 to 4.5 and made minor stylistic changes, including spelling "four weeks" instead of "4 weeks." Substantively, the updated text deletes the prior rule that constituents not trading on the Monday use the previous day's closing prices; the final clause now only states when capping is implemented.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M5 Weighting and capping Editorial The weighting rule was renumbered from section 4.3.1 to 4.4.1 and the section heading was capitalized differently. The phrase "12 month forward dividend yields" was hyphenated as "12-month forward dividend yields," without changing the weighting methodology.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M4 Selection and constituent count Minor The updated methodology adds the formula for the 12-month forward dividend yield, blending I/B/E/S Mean FY1 and FY2 DPS according to the number of months remaining in the current fiscal year and scaling by the security price. It also specifies that the yield is null if either FY1 or FY2 DPS is unavailable.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M4 Selection and constituent count Minor The updated review rules add multiple eligibility screens before dividend-yield ranking: Taiwan incorporation, no zero or missing forward dividend, at least two analysts for both FY1 and FY2 DPS, ADTV above the bottom decile, exclusion of negative-return names in the bottom return decile, and Equity-to-Assets and Common-Stock-to-Assets thresholds. The section drops the explicit ICB closed-end investment exclusion, replaces the TWD 1.5 billion pro-forma liquidity test with percentile screens, removes the historical-yield fallback, and revises turnover-cap exceptions around 45/55 constituent counts. The 35/66 ranking buffer and 50-stock target are retained.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M6 Review and rebalance schedule Editorial The updated section makes only wording and capitalization changes: "4 weeks" is spelled "four weeks," "third Friday" becomes "the third Friday," and the heading uses lowercase "review." The semi-annual review schedule, data cutoff, and effective-date timing remain unchanged.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M6 Review and rebalance schedule Editorial The section heading was renumbered from "4.0" to "4" and its capitalization was changed to sentence case. No index review, scheduling, implementation, or other substantive rule was modified.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M9 Calculation and return variants Editorial The real-time status reference was reformatted so that the PDF file name appears on its own line. Periods were also added to the ends of footnote entries. No index calculation rule, status definition, or referenced guide was changed.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 other Other Editorial A new section 3.3, "Queries and Complaints," was added. It provides a link to FTSE Russell's Benchmark Determination Complaints Handling Policy. No index methodology rule, threshold, schedule, or calculation was changed.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M10 Governance, change policy, disclosure Editorial The updated methodology removes Section 3.3, including the statement providing access to FTSE Russell’s Benchmark Determination Complaints Handling Policy. No replacement complaint-handling disclosure is provided in the updated text.
2026-10-02 FTSE TWSE Taiwan Dividend+ Index v3.3 → v4.2 M1 Identity, objective, classification Editorial The methodology document version label was updated from v3.3 to v4.2, and the LSEG/FTSE Russell website URL was added. No index methodology rule, eligibility criterion, calculation, or other substantive requirement changed.