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Welcome to the home for the FIBO Indices and Indicators Team!

Documentation and other materials for the team.  

JIRA issues related to this Team are found here.

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Meeting Schedule

The FIBO-IND FCT meets weekly on Fridays 1130-1230 Eastern Time, 830-930 Pacific TIme (USA)

Please note that our meeting has moved from GTM to WebEx and that the WebEx details have changed as of 7/22/2020.

Meeting link:

https://thematixpartnersllc.my.webex.com/thematixpartnersllc.my/j.php?MTID=m7c7486099cda1c58b9b62b0648de36bb

Meeting number (access code): 126 751 3761

Meeting password: FIBOind2020 (34264632 from phones and video systems)

JOIN BY PHONE
+1-415-655-0001 US Toll

Global call-in numbers https://thematixpartnersllc.my.webex.com/thematixpartnersllc.my/globalcallin.php?MTID=mf5ea8c9a7b1cc77009a1b98e1f1f5873

JOIN BY VIDEO SYSTEM, APPLICATION OR SKYPE FOR BUSINESS Dial sip:1267513761@webex.com You can also dial 173.243.2.68 and enter your meeting number.

Please feel free to reach out to our moderator, Elisa Kendall, if you have issues joining the meeting.

Next few meetings: 

  • Oct 23rd - working session
  • Oct 30th - working session
  • Nov 6th - working session
  • Nov 13th - working session
  • Nov 20th - working session
  • Nov 27th - no telecon due to the Thanksgiving holiday in the U.S.
  • Dec 4th - working session
  • Dec 11th - no telecon due to the OMG Technical Meeting
  • Dec 18th - last meeting of the year, last meeting prior to the Q4 2020 FIBO release

About Us


This is the Wiki for the FIBO Indices and Indicators Content Team (FCT).


Popular Topics by Label


Open Issues and Actions

DescriptionDue dateAssigneeTask appears on
  • Goal is capture the components of equity indices and ensure the alignment of relationships between the index (rules, instruments, pricing calculation methods, corporate actions, classification) and their underlying instruments
Market Indices Reference Material
  • Once the basic framework is created - expand the working group to include index providers
Market Indices Reference Material
  • Elisa Kendall FIBO gap analysis against top line constituents of "mind map"
Elisa Kendall2019-02-15 Meeting notes

JIRA Issues

Key Summary T Created Updated Due Assignee Reporter P Status Resolution
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Our Team

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1 Comment

  1. Here are some thoughts on "competency questions" after today's discussion:

    • Track which securities are added/deleted to the index
    • How are various indexes weighted (price-weighted, value-weighted, unweighted, market capitalization/cap-weighted, revenue-weighted, fundamentally-weighted, float-adjusted
    • How is the index calculated (directly, indirectly)
    • Corporate actions (timing, action, effective dates, status, dummy lines) https://www.ftse.com/products/downloads/Corporate_Actions_and_Events_Guide.pdf
    • How does the index manage the treatment of index events (splits/reverse splits, dividends, capital repayments, tax withholding implications, REIT conversions, compulsory buy backs, entitlement offers, A&A, spin-offs, stock conversion, suspended companies)
    • How does the index deal with changes to shares outstanding
    • This looks useful: FTSE glossary https://www.ftse.com/products/downloads/Glossary.pdf
    • Equity index construction process: Select starting universe from eligible countries (country classification) à apply screens (security type, liquidity) à construct index universe à apply foreign ownership restrictions and adjust for free float
    • This looks useful: https://www.ftserussell.com/sites/default/files/research/how_indexes_change_final.pdf