The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on December 1st, 2023.
CF Ultra Cap 5
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CF Ultra Cap 5 EUR
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CF Large Cap Index
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CF Broad Cap Index
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CF Digital Culture Composite
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In accordance with their respective methodologies the constituents of each index on December 1st, 2023, will be as published in the document that can be downloaded from this link.
View details and live prices of CF Digital Asset Index Family Multi Asset Series indexes by clicking the links below:
CF Digital Culture Composite Index
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.
Defensive factors led this week. The market rallied at a slower pace (+2.33%), Downside Beta reversed hard to +2.14% from -1.17%, and Value held +1.78%. Size flipped negative after leading April. YTD, Downside Beta (+4.37%) remains the only factor solidly positive in 2026.

Mark Pilipczuk
The Administrator is launching a consultation on proposed changes to the CME CF Bitcoin Volatility Index - Real Time Methodology.

CF Benchmarks
The team talk through this week's hot CPI print; the CLARITY Act clearing the Senate, Kevin Warsh scraping through to become Fed Chair designate, and CME launching Bitcoin Volatility futures on June 1.

Ken Odeluga
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