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.
Expansion of CF Digital Asset Index Family to include CF Ultra Cap 5 - EUR Settlement Price, and CF Ultra Cap 5 - EUR Spot RateThe Administrator announces the addition of the CF Ultra Cap 5 - EUR - Settlement Price, and CF Ultra Cap 5 - EUR - Spot Rate, to the CF Digital Asset Index Family - Multi Asset - Capitalization Defined Series.
CF Benchmarks
CF Benchmarks
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CORRECTION: Expansion of the CME CF Cryptocurrency Pricing Products Family to include Bitcoin and Ether Asia Pacific VariantsA previous version of this item misstated the date on which publication of the new CME CF Cryptocurrency Pricing Products Family indices would commence. The correct date is as appears below.
CF Benchmarks
CF Benchmarks
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