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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.

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