The Administrator announces changes to the Index Methodology for all CF Classification Series indices, and CF Meta Lab Series indices.
The Index Methodology changes are listed below.

These changes will come into effect on Monday November 18th, 2024.
In accordance with the Administrator’s policies, the above changes do not require a consultation.
Questions or queries should be addressed to [email protected].
Any user wishing to file a complaint regarding these changes can do so confidentially by emailing [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’ Quarterly Factor Report breaks down digital asset performance through a systematic factor lens, highlighting the key drivers of risk and return to help investors better understand market behavior across different regimes.

Mark Pilipczuk
The crypto market remained in a guarded mood in the recent week. BTC was +2.1% and ETH +1.7%, but breadth was thin as only two of seven majors finished higher. Still, capitalization indices gained between 0.5% and 1.7%, while our BVXS implied vol. index fell, and BTC front-end rates fell sharply.

CF Benchmarks
The market posted its strongest week of 2026 at +7.1%. However, factor breadth was notably thin. Size was the only non-market factor to finish positive at +1.3%, while growth and value lagged, suggesting the rally was driven by directional flows rather than fundamentals.

Mark Pilipczuk
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