FTB-C000154 / Algorithm

Index Reconstitution

Index reconstitution rebuilds or materially refreshes index membership according to eligibility and selection rules.

Also known asreconstitutionconstituent reconstitution

Definitions

In plain terms

It can add and remove constituents at a periodic review, often followed by rebalancing of the resulting members.

Technical

The process requires point-in-time universe data, eligibility screens, rankings, buffers, decision and effective dates, announcement policy, corporate-action coordination, and audit evidence.

Scope

Reconstitution changes membership logic; rebalancing can occur without membership change.

Examples

  • A governed index record identifies index reconstitution with its applicable methodology version, effective time, source, and units.

Common misconceptions

  • Index Reconstitution does not have one universal implementation without the named index methodology, data cutoff, and governance context.

Concept relationships

Where this concept is used

Evidence and governance

  1. MSCI Global Investable Market Indexes Methodology Library MSCI · first party methodology

    Supports: preferred label, short definition, technical definition

    Limits: MSCI methodology and production data are provider-specific and branded data or calculated values may require licenses.

  2. Fintech Builder Glossary Definition Contract The Fintech Builder · internal governed contract

    Supports: variant distinction

    Limits: Defines governed platform behavior rather than claiming these policies are universally prescribed by external McClellan methodology.

Reviewed by
fintech-builder-owner-approved
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
published