According to the Guide to the LPX Equity Index Series, Section 1.2, the LPX indices show a CAP of 10% for each constituent instrument in the index. In order to mitigate cluster risk in heavy weight constituents, the new proposed CAP is 7.5% for each constituent instrument in the index. Please contact us for detailed information.
2. Consultation Term
All market participants are invited to contact us until Friday October 23, 2020.