  We compute the analytic expression of the probability distributions
F{FTSE100,+} and F{FTSE100,-} of the normalized positive and negative FTSE100
(UK) index daily returns r(t). Furthermore, we define the alpha re-scaled
FTSE100 daily index positive returns r(t)^alpha and negative returns
(-r(t))^alpha that we call, after normalization, the alpha positive
fluctuations and alpha negative fluctuations. We use the Kolmogorov-Smirnov
statistical test, as a method, to find the values of alpha that optimize the
data collapse of the histogram of the alpha fluctuations with the
Bramwell-Holdsworth-Pinton (BHP) probability density function. The optimal
parameters that we found are alpha+=0.55 and alpha-=0.55. Since the BHP
probability density function appears in several other dissimilar phenomena, our
results reveal universality in the stock exchange markets.
