The CF Broad Cap Index (Free Float Market Cap Weight) is a liquid, investible benchmark portfolio index designed to track the performance of the broadest exposure to the digital asset class. The index seeks to capture 99% of the total market capitalization of the investible digital asset universe as its constituents. Index constituents are weighted using free-float market capitalization and reconstituted and rebalanced once a quarter in accordance with the CF Multi Asset Ground Rules. The index is calculated and published once a day at 4:00pm London Time every day of the year. The CF Broad Cap Index (Free Float Market Cap Weight) was launched on October 30th 2022 with an inception date of September 1st 2022 and a value of 1,000.
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]