CF Benchmarks
CF benchmarks logo

Oct 07, 2026

CF Digital Asset Index Family Multi Asset Series – Extraordinary Rebalance Announcement

The Administrator announces an Extraordinary Rebalance on October 14th, 2026 for the following CF Large Cap indices:

CF Large Cap (Free Float Market Cap Weight)

  • CF Large Cap (Free Float Market Cap Weight) - London - Settlement Price
  • CF Large Cap (Free Float Market Cap Weight) - London - Spot Rate
  • CF Large Cap (Free Float Market Cap Weight) - US - Settlement Price

CF Large Cap (Diversified Weight)

  • CF Large Cap (Diversified Weight) - London - Settlement Price
  • CF Large Cap (Diversified Weight) - London - Spot Rate
  • CF Large Cap (Diversified Weight) - US - Settlement Price

The rebalance follows an Exceptional Constituent Review under Section 3.8 of the CF Digital Asset Index Family – Multi Asset Series Ground Rules.

This action addresses a constraint on index replication arising from the wind-down of Universal’s wrapped assets and the absence of a viable replacement means for the Reserve LCAP product to hold Stellar Lumens (XLM). The removal of XLM is intended to enable continued replication without undue risks and costs.

XLM will be removed from the affected indices, with its weight redistributed among the remaining constituents. No new constituents will be introduced at this rebalance.

The calculation will use the August supply snapshot applied at the September reconstitution, together with constituent prices determined on October 14th, 2026, at the applicable Rebalance Price Determination Time specified in Section 4.2 of the CF Capitalization Series Methodology. Constituent weights will be calculated in accordance with Section 5.2 of that methodology.

XLM may be reconsidered for inclusion when a viable means of holding the asset becomes available, subject to the applicable review process and eligibility requirements. Potential additions will otherwise be considered at the next scheduled constituent review.

Implementation Timeline

The removal of XLM and associated rebalance will take effect on October 14th, 2026, at:

  • 4:00 p.m. London time for the London Settlement Price and London Spot Rate variants.
  • 4:00 p.m. New York time for the US Settlement Price variants.

Subsequent reviews and rebalances will follow the regular index calendar.

For enquiries about this announcement, please email [email protected]. 

Complaints may be submitted in confidence to [email protected].


The information contained within is for educational and informational purposes ONLY. It is not intended nor should it be considered an invitation or inducement to buy or sell any of the underlying instruments cited including but not limited to cryptoassets, financial instruments or any instruments that reference any index provided by CF Benchmarks Ltd. This communication is not intended to persuade or incite you to buy or sell security or securities noted within. Any commentary provided is the opinion of the author and should not be considered a personalised recommendation. Please contact your financial adviser or professional before making an investment decision.


Note: Some of the underlying instruments cited within this material may be restricted to certain customer categories in certain jurisdictions.


CF Benchmarks
CF Benchmarks

CF Benchmarks

More on this subject

Small Cap Tokens Outperform in September

The CF Free-Float Broad Cap Index rose 10.28% in September as Bitcoin supplied 59% of the gain while trailing the index. Returns across the Capitalization Series ran from +7.74% for Ultra Cap 5 to +14.01% for Emerging Crypto, which holds no Bitcoin, as altcoins outpaced Bitcoin.

Mark Pilipczuk
Mark Pilipczuk

Mark Pilipczuk

6 mins read
CF Digital Asset Index Family Multi Asset Series – Extraordinary Rebalance Announcement

CF Digital Asset Index Family Multi Asset Series - Extraordinary Rebalance Announcement

CF Benchmarks
CF Benchmarks

CF Benchmarks

1 mins read
Changes to the Token Market Price Benchmarks Series - Market Prices – 06 October 2026

The Administrator has confirmed changes to the Token Market Price Family for the period 29 September 2026 to 06 October 2026

CF Benchmarks
CF Benchmarks

CF Benchmarks

1 mins read
More posts...

Footer

Legal

Subscribe to our newsletter

The latest news, articles, and resources, sent to your inbox weekly.

By submitting this form, you agree to our Terms of Service and Privacy Policy.

Already subscribed? Manage your preferences

© 2026 CF Benchmarks Ltd. All rights reserved.

CF Benchmarks Ltd (“CF Benchmarks”), a company registered in England and Wales with company number 11654816 and authorised and regulated by the Financial Conduct Authority. Information about us can be found on the Financial Services Register (register number 847100).

Registered Office: 6th Floor One London Wall, London, United Kingdom, EC2Y 5EB.

You agree not to, and have no rights to, use the CF Benchmarks Data to create, calculate, issue, settle, maintain, support or develop any financial instruments (including but, without limitation exchange traded products, certificates, warrants, contracts for difference, swaps, binary options, structured products), indices, products, services (including but without limitation, portfolio management services, pre- and post-trade risk management services, or valuation services) or any other derivative works without the express written consent of CF Benchmarrks.

You agree not to analyze, reverse-engineer or disassemble any CF Benchmarks data and not to insert any code or product to manipulate the Website content in any way that affects any user’s experience. Unless CF Benchmarks gives you prior written permission, use of any Web browsers (other than generally available third-party browsers), engines, scripts, software, spiders, robots, avatars, agents, tools or other devices or mechanisms (such as crawlers, browser plug-ins and add-ons, or other technology) to navigate, access, copy in bulk, retrieve, harvest, index, search or analyse any portion of the Website is strictly prohibited.

No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of CF Benchmarks Ltd. Use and distribution of the CF Benchmarks data requires a license from CF Benchmarks or its authorized licensing agents.

All information is provided for information purposes only. All information and data contained on this website is obtained by CF Benchmarks, from sources believed by it to be accurate and reliable. Such information and data is provided "as is" without warranty of any kind.

CF Benchmarks, nor its directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or implied, either as to the accuracy, timeliness, completeness or merchantability of any information or of results to be obtained from the use of the CF Benchmarks indices or the fitness or suitability of the same indices for any particular purpose to which they might be put. Any representation of historical data accessible through CF Benchmarks indices is provided for information purposes only and is not a reliable indicator of future performance.

No responsibility or liability can be accepted by CF Benchmarks nor their respective directors, officers, employees, partners or licensors for any loss or damage in whole or in part caused by, resulting from, or relating to any error (negligent or otherwise) or other circumstance involved in procuring, collecting, compiling, interpreting, analysing, editing, transcribing, transmitting, communicating or delivering any such information or data or from use of this website or links to this website.

CF Benchmarks and its respective directors, officers, employees, partners or licensors do not provide investment advice and nothing accessible through CF Benchmarks, should be taken as constituting financial or investment advice or a financial promotion. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of any assets.

CF Benchmarks is a member of the Crypto Facilities group of companies which is in turn a member of the Payward, Inc. group of companies.
  • Payward, Inc. is the owner and operator of the Kraken Exchange, a venue that facilitates the trading of cryptocurrencies. The Kraken Exchange is a source of input data for certain CF Benchmarks indices.
  • Payward, Inc. is the owner and operator of the Staked, a venue that operates the block production nodes for decentralized PoS protocols on behalf of institutional investors. Staked.us is a source of input data for certain CF Benchmarks indices.

Please refer to the individual product family documentation for more information about applicable input data sources.

By clicking Accept, you consent to CF Benchmarks's use of cookies.

Visit Cookie Settings to learn how CF Benchmarks uses cookies and to adjust your preferences.

Cookie Settings