Sep 22, 2021
Changes to the CF Ultra Cap 5 Methodology and CF Cryptocurrency Index Family - Multi Asset Ground Rules
The Administrator wishes to announce certain changes to index methodologies and ground rules with immediate effect.
CF Cryptocurrency Ultra Cap 5 Index
Index rebalancing frequency changed from monthly to quarterly
CF Cryptocurrency Index Family - Multi Asset Ground Rules
Additional sections regarding:
- Liquidity Screening - Asset Turnover
- Thematic and Sector Indices
- Equal Weighing Methods
- Weight Capping Methods
In accordance with CF Benchmarks policies these changes will not require a consultation to be conducted. The CF Oversight Function has provided oversight of these changes.
CF Benchmarks Monthly Market RecapHere's the November edition of a monthly compilation of digital asset market data, analysis and insights by CF Benchmarks' Lead Research Analyst Gabe Selby.
This report has been designed to help you see at a glance which blockchain economic categories have been driving recent crypto market performance, get a sense of where institutional investors are allocating capital earmarked for digital assets, and understand how crypto fits into, impacts and is influenced by the broader market picture.
Gabriel Selby
Gabriel Selby
2 mins read
Expansion of the CME CF Cryptocurrency Pricing Products Family to include 3 new Digital AssetsThe Administrator hereby announces the addition of the below 3 cryptocurrency reference rates and real-time indices to the CME CF Cryptocurrency Pricing Products Family:
* Aave (AAVE)
* Curve (CRV)
* Synthetix (SNX)
Each reference rate will publish the U.S. dollar price of each digital asset once a day at 16:00 London time. Each respective real-time index price will be published once per second, 24 hours a day, 365 days per year.
Publication of these reference rates and real-time indices w
Sui Chung
Sui Chung
1 mins read
