Commission meets four times a year to review the index. The 120 most actively traded high market cap stocks. Includes the CAC 40 stocks. They are determined by the daily value of trading, number of trades, daily turnover and spreads. Commission meets four times a year to review the index.
Adjustment takes place once a year except for corporate actions, mergers, delistings, and so forth.
In these cases, the stock is replaced by a liquid stock in the same capitalization class. Principle blocks of 1-5 SBS, during session, within 120 minutes. Blocks cross-traded, greater than 5 x SBS during session. Structural blocks greater than 5 x SBS during session. Principle block trades greater than 5 x SBS made during session must be reported by the following morning.