How to force capital letters in a generated Index?

[Studio Smalbro]

I am generating an Index in FrameMaker 11, but the index words have been 
inserted in the markers with a mix of capital letters and small letters. 
It's a big index and I would like to be able to force all words to have 
the first character as a capital letter. Can I somehow tweak the 
paragraph style into doing this or is there any other kind of FrameMaker 
magic which will do the trick?

regards
Bjørn Smalbro