Nov 18, 2020
CF Benchmarks Ultra Cap 5 - Constituent Review
The Administrator announces portfolio composition changes to the CF Ultra Cap 5 Index in light of the November 2020 constituent review carried out in accordance with the CF Cryptocurrency Index Family - Multi Asset Ground Rules
Additions
- Chainlink (LINK)
Removals
- Bitcoin Cash (BCH)
Final Portfolio & Pricing Sources
- Bitcoin (CME CF BRTI)
- Chainlink (CF LINKUSD_RTI)
- Ether (CME CF ETHUSD_RTI)
- Litecoin (CF LTCUSD_RTI)
- Ripple XRP (CF XRPUSD_RTI)
The weights for each constituent will be determined at the Rebalance Determination Point - 1600 London time on Wednesday, November 25th and will be subsequently announced by the Administrator
Portfolio and weight changes will be come into effect at the Rebalance Implementation Point - 1600 New York time on Friday, November 27th.
Should any index users have any questions or queries please do not hesitate to contact the CF Benchmarks team - [email protected]
Expansion of CF Digital Asset Index Family to include CF Ultra Cap 5 - EUR Settlement Price, and CF Ultra Cap 5 - EUR Spot RateThe Administrator announces the addition of the CF Ultra Cap 5 - EUR - Settlement Price, and CF Ultra Cap 5 - EUR - Spot Rate, to the CF Digital Asset Index Family - Multi Asset - Capitalization Defined Series.
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CORRECTION: Expansion of the CME CF Cryptocurrency Pricing Products Family to include Bitcoin and Ether Asia Pacific VariantsA previous version of this item misstated the date on which publication of the new CME CF Cryptocurrency Pricing Products Family indices would commence. The correct date is as appears below.
CF Benchmarks

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