The amendments to the European Regulation on indexes used as benchmarks in financial instruments and financial contracts or to measure the performance of investment funds (the EU BMR) introduced in November 2019 require administrators to explain how key elements of their benchmark methodologies reflect environmental, social and governance (ESG) factors. The ESG factors to be considered are prescribed in the regulation and the data tables below provide the corresponding metrics for the benchmarks administered by FTSE International Limited which pursue ESG objectives.
We have prepared a Metric Methodology and Calculation Guide in relation to the Sustainable Investment Disclosures. This Guide serves to provide further technical information as to how the ESG metrics in the data tables are constructed. For further information regarding these metrics or any other aspect of FTSE Russell’s Sustainable Investment Products, please contact firstname.lastname@example.org.