CETOP(NTR)_t

the value of the index 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 (CETOP is calculated once a day, CETOP NTR is calculated in real time)

p_i,t

the close price of a certain share series at time “t”, expressed in euro

Q

number of equities included in the index basket from a particular share series

FF_i

free float factor of the particular share series, rounded to 4 decimals

WF_i,t

weighting factor ensuring degression (decreasing the weight of share series with bigger weight), rounded to 6 decimals

AF_t

adjustment factor to ensure the continuity of the index, rounded to 10 decimals