About
The CF Broad Cap Index (Free Float Market Cap Weight) - London 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 second every day of the year. The CF Broad Cap Index (Free Float Market Cap Weight) - London was launched on October 30th 2022 with an inception date of September 1st 2022 and a value of 1,000.
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 Capitalization Series 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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- CME CF Single Asset Series
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- CF Rolling CME Futures Indices
- CF Classification Series
- CF Capitalization Series
- CF Interest Rate Curve Series
- Nasdaq Crypto Index Family
- WisdomTree CF Series
- Indices documentation
- CF Digital Asset Classification Structure (CF DACS)
- CF DACS Token Explorer
- Attribution Analysis