| Index variables | |
|
CETOPt |
the value of CETOP calculated once a day at time “t”, rounded to 2 decimals |
|
i |
share series included in the index |
|
N |
the number of share series included in the index |
|
t |
time of index calculation (on Exchange days, 10 minutes after the time when close prices are available on all CETOP markets) |
|
pi,t |
the close price of a certain share at time “t”, expressed in euro (conversion from local currency to euro is carried out by using the mathematical average of the spot local FX/EURO bid and offer rates published by REUTERS at time “t”) |
|
Q |
number of equities included in the index basket from a particular share series |
|
FFi |
free float factor of the particular share series, rounded to 4 decimals |
|
WFi,t |
weighting factor ensuring that the weight of the particular share series is calculated based on the amount of shares to be included in the index basket rounded to 6 decimals |
|
AFt |
adjustment factor to ensure the continuity of the index, rounded to 10 decimals |
The above parameters may be amended due to certain corporate.