Index Data Tools

Our Index data tools can provide accurate and transparent complementary data around our index solutions.

Overview
Key resources
Research and Insights

Request details

Our suite of index data tools can provide an accurate and transparent FTSE Russell data source, reducing your reliance on third-party data sets and interpretation of index rules and enabling more accurate and efficient planning around index reviews with less time and effort.

Our data tools comprise three different product sets: Monitor Lists, Enhanced Indicative Review Files, Equity Metrics Products.

Our Monitor Lists provide early visibility into securities under review across global, US and UK equity markets. Built from FTSE Russell's datasets, they are designed to facilitate discovery of securities under consideration for index inclusion by providing a comprehensive view of the underlying equity universe across the global markets, as well as the UK and US markets. The suite currently includes:

The FTSE EPRA Nareit Monitor List provides key eligibility data used to construct the FTSE EPRA Nareit Global Real Estate Index Series. This includes underlying EBITDA data and information pertaining to index exclusion due to size and liquidity screens.

The FTSE GEIS Equity Metrics Product Suite is a comprehensive analytics package that delivers detailed financial metrics, return attribution, and tax-adjusted index data to enhance transparency, performance analysis and compliance for global equity investors. The product suite includes three key components based on FTSE GEIS (Global Equity Index Series) to support smarter investment decisions and reporting.

The FTSE UK Monitor List gives you access to the same clean and comprehensive UK equity universe used by our Index Review team to conduct index rebalances comprising the complete equity security universe eligible for inclusion in the FTSE UK Index Series.

The FTSE Italia Monitor List offers a transparent, comprehensive, and timely view of the eligible universe for the FTSE Italia Index Series, which includes the FTSE MIB, FTSE Italia Mid Cap, and FTSE Italia Small Cap indices. This product covers all Italian-listed securities on the Euronext Milan and Euronext MIV Milan markets of Borsa Italiana, and clearly indicates whether each constituent meets the full set of rules required for index inclusion, as defined by FTSE Russell’s methodology. For constituents that do not qualify, the FTSE Italia Monitor List identifies the specific rule(s) they failed to meet, such as liquidity thresholds or market capitalisation criteria, providing users with actionable insights ahead of quarterly index reviews in March, June, September, and December.

The Russell Monitor List (RML) is a monthly file containing Russell Nationality data for equities listed on eligible US exchanges. Having access to the same clean and comprehensive US equity universe used by our Index Review team to conduct Reconstitution reduces reliance on third-party data sets, manual mapping and validation, and interpretations of index rules.

Our Enhanced Indicative Review Files reveal the rationale behind index inclusions and exclusions with detailed eligibility data. They are designed to provide detailed index review inputs and eligibility outcomes by providing clear explanations for inclusions / exclusions and through a transparent application of methodology and eligibility thresholds. The suite currently includes:

The FTSE GEIS Enhanced Indicative Review File (GEIR) is a powerful analytics tool that explains every change in the FTSE GEIS semi-annual rebalance—so you know not just what changed, but why. More than just a list, GEIR provides the rationale behind each change, including exclusion reasons, eligibility thresholds, float-adjusted shares, and total market capitalisations used during the review.

The Russell Enhanced Indicative Review File (REIR) enables more accurate and efficient planning with less time and cost. It also reduces reliance on third-party data sets, manual mapping, validation, and interpretation of index rules. As a subscribing customer, the REIR gives you access to a transparent, comprehensive, and consolidated overview of the annual Russell Reconstitution.

Our Equity Metrics Products deliver standardised valuation and performance analytics for consistent, reliable market insights. They are designed to facilitate financial maintenance by providing standardised financial metrics and performance analytics through consistent screening and factor analysis, support for reporting and compliance, return attribution, and tailored adjustments for India's capital gains tax regime. The suite currently includes:

FTSE GEIS Characteristics, calculated by FTSE Russell Data Solutions, deliver consistent financial metrics at both the index and security level. With coverage across FTSE All-World and FTSE Global All Cap, the dataset empowers users to analyse global market segments with clarity and confidence.

The Russell US Indexes characteristics are calculated by FTSE Russell Data Solutions and are designed to provide additional insights into US market segments, at both the aggregate index level and security level. Security level files are available for both the Russell 3000® and Russell 3000E.