May 25, 2023
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on June 1st, 2023.
In accordance with their respective index methodologies, constituents and free float supplies as observed at 16:00:00 UTC on May 19th, 2023 are as published in the document that can be downloaded from this link.
To view details and live prices of the Nasdaq Crypto Index click here.
To view details and live prices of the Nasdaq Crypto Index Europe click here.
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.
Changes to the Potentially Erroneous Data Provisions in the CF Volatility Series Methodology
The Administrator announces changes to the potentially erroneous data provisions of the CF Volatility Series methodology.
CF Benchmarks
Not All Cryptos Are the Same: How CF Factor Data Reveals Sensitivities Across the Digital Asset Taxonomy
We show how combining the CF DACS taxonomy with the CF Factor Data Series reveals sensitivities that enable institutional-grade returns attribution, risk monitoring and strategic implementation.
CF Benchmarks
Factor Friday
The defensive regime remains firmly in control. Downside Beta continues to dominate while Growth and Value have continued to lag since October. Momentum's recent surge and The Settlement category's relative resilience are the two threads worth pulling on this week.
Mark Pilipczuk