About
The CF DeFi Composite Index - London is a liquid, investible benchmark portfolio index that tracks the return performance of decentralised financial services, commonly referred to as "DeFi". The index is comprised of three distinct sub-portfolios of fixed weight that represent the components of blockchain architecture that are required to deliver decentralised financial services to individual and institutional end users; decentralized applications (dApps) via DeFi protocols, Services and Settlement Blockchains. Digital assets are classified in accordance with the CF Digital Asset Classification Structure (DACS) for sub-portfolio eligibility.
Digital assets are weighted by free float market capitalization within each sub-portfolio in accordance with the CF Multi Asset Series Ground Rules and the index methodology. The index is calculated and published once a day at 4:00pm London Time. The index is re-constituted and rebalanced quarterly.
The CF DeFi Composite Index - London was incepted on December 1st 2021 with a value of 1,000. The index was launched in January 18th, all values from inception date to launch date provided are backtested.
To read the most recent report about CF DeFi Composite Index (London) index's market performance, please find our respective rebalance analysis here.
Learn more about what the CF DeFi Composite Index delivers and its construction in the below video.
Usage & Licensing
If you require access to real time or historic data for this index to power a product or service or are interested in licensing the index for the creation of a financial product, investment fund or derivative instrument please contact [email protected]
Documentation
- CF Digital Asset Category Index Methodology
- CF Digital Asset Sector Composite Index Methodology
- CF DACS Methodology
- CF Benchmarks Restatement Policy - Multi Asset Series
- CF Benchmark Statement - Multi Asset Series
- CF Digital Asset Index Family - Multi Asset Series Ground Rules
- CF Oversight Function Specifications
- CF Constituent Exchanges
- CF Oversight Function Meeting Minutes December 2022
- CF Oversight Function Meeting Minutes March 2022
- CF Oversight Function Meeting Minutes January 2022
- CF Oversight Function Meeting Minutes September 2021
- CF Oversight Function Meeting Minutes May 2021
- CF Oversight Function Meeting Minutes January 2021
- CF Oversight Function Meeting Minutes July 2020
- CF Oversight Function Meeting Minutes April 2020
- CF Oversight Function Meeting Minutes November 2019
- CF Oversight Function Meeting Minutes August 2019
- CF Oversight Function Meeting Minutes April 2019
- CF Oversight Function Meeting Minutes December 2018
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- Indices documentation
- CF Digital Asset Classification Structure (CF DACS)
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- Attribution Analysis