About
The CF Ultra Cap 5 EUR is an investible benchmark index tracking the performance of a free float market capitalization weighted portfolio of the 5 largest digital assets by market capitalization on the euro market. It is the first true measure of the market beta of the digital asset euro market being a Registered Benchmark under EU BMR. The index is calculated and published once a day at 4:00pm London Time. The portfolio composition is determined by the CF Digital Asset Index Family Multi Asset Series Ground Rules with the index re-constituting and rebalancing quarterly. The index was launched on September 11th 2023 with an inception date of September 1st 2018 at a value of 1000.
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
Other family products
- NameSparklineVariants
Other family products
- CME CF Single Asset Series
- CF Single Asset Series
- 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