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.

Meeting Schedule

The FIBO-IND FCT meets jointly with the SEC FCT weekly on Fridays 12:00-1:30 pm Eastern Time, 9:00-10:30 am Pacific Time (USA)

Meeting link:


Meeting number (access code): 126 751 3761

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

+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 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: 

Jan 27th - working session

Feb 3rd - working session

Feb 10th - working session

Feb 17th - working session (possibly at risk if folks want to take advantage of the long weekend)

Feb 24th - working session

March 3rd - working session

March 10th - working session

March 17th - working session (at risk depending on travel constraints for the OMG technical meeting)

March 24th - no telecon due to the OMG Technical Meeting in Reston

March 31st - working session

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

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