FTSE Thematic Index Series

The FTSE Thematic Index Series is designed to represent the performance of companies associated with particular structural trends. The indexes focus on themes that are expected to dominate investment opportunities in medium- to long-term.

The FTSE Thematic Index Series employs natural language process (NLP) and machine learning techniques to design a dynamic, unconstrained, country- and sector-agnostic approach to help identify and select companies with substantial exposure to specific themes. The algorithm discovers the relationship between a set of theme keywords and relevant companies by using a range of unstructured data (such as company description). Structured data (such as the ICB scheme) may be used to include or exclude certain classifications where appropriate.

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.