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 every second in accordance with the methodology. 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
The CF Ultra Cap 5 EUR is an investible index with design features that promote replicability, index integrity and efficient portfolio management. Its calculation is to the highest regulatory standards and is regulated by the UK FCA under EU BMR.
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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- Indices documentation
- CF Digital Asset Classification Structure (CF DACS)
- CF DACS Token Explorer
- Attribution Analysis