The CF Cryptocurrency Ultra Cap 5 (CFUC5) is an investible benchmark index tracking the performance of a free float market capitalisation weighted portfolio of the 5 largest cryptocurrencies by market capitalisation. It is the first true measure of the market beta of cryptocurrencies being a Registered Benchmark under EU BMR. All pricing sources for constituents of the index are also themselves Registered Benchmarks. 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 constituent reviews taking place twice a year and monthly rebalancing. The index was launched on August 18th 2020 with an inception date of September 1st 2018 at a value of 1000.
To read the most recent report about the Ultra Cap 5 (London) index's market performance, please find our respective rebalance analysis here.
The CF Cryptocurrency Ultra Cap 5 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]