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FTSE Decrement Index Series

The FTSE Decrement Index Series measures the performance of the underlying index after taking into account expected transaction costs. The cost can be applied either as a number of fixed points to the underlying index value or as a fixed percentage to the underlying index returns.

The index series includes:

  • • Russell 2000 2% Decrement Index
  • • FTSE 100 Equally Weighted 4% Fixed Dividend Act-360 Net Tax Index
  • • FTSE 100 Equally Weighted 5% Fixed Dividend Act-360 Net Tax Index
  • • FTSE 100 4% Fixed Dividend Act-360 Net Tax Index

Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.