Each slider cap has a thin horizontal line of darker gray plastic across the middle of it. I had one of mine jettison itself today. I didn't notice until I found the piece laying on the minibrute. Luckily I did not throw it out and found where it came from! With a little careful glue, I think I'll be alright, but this was a more difficult fix than the key weights as there is very little room to fit the plastic strip into the cap's slot.
Just want to post this here as a warning to others that if you find a little piece of gray plastic on the floor, check your slider caps!!
On a related note, is there a way I can purchase spare knobs and end caps?