The Administrator conducted a consultation concerning proposed changes to the CF Digital Asset Classification Structure (CF DACS) Methodology:
There were no responses to this consultation, nor any queries regarding any aspect of the proposed changes.
The Administrator can now confirm it will implement all proposed changes to the CF DACS.
Implementation Date
These changes will be implemented at 11:00 London time on April 9th, 2024. All products dependent on CF DACS will utilise the new CF DACS structure and definitions from that date forwards.
The CF Cryptocurrency Index Family Oversight Function oversaw this methodology change consultation process.
Questions or queries should be directed to [email protected]
Should any user wish to file a complaint regarding this process, this can be done confidentially by writing to [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.
The Large Cap Index DTF ($LCAP) is the first fully collateralized, token tracking the CF Large Cap (Diversified Weight) – US Index.
CF Benchmarks
Bitcoin’s futures basis reflects shifts in price momentum and market sentiment. Shared benchmarks between spot ETFs and CME futures contracts have enabled efficient arbitrage and driven increased institutional participation.
Mark Pilipczuk
Key takeaways: Rotation Toward Risk Dominates Factor Returns Q3 2025 extended the digital asset market’s rebound. The CF Broad Cap Index advanced 16.1%, driven by renewed momentum in large-cap assets. Momentum led factor returns (+1.9%), highlighting the continued strength of trend-following strategies amid mixed market signals. In contrast, Size (–7.3%) and Growth (–4.7%) declined as smaller-cap and high-expansion tokens lagged. Value (–2.1%) and Liquidity (–0.6%) also softened, while Downs
Mark Pilipczuk