About
The CF Cryptocurrency Ultra Cap 5 (CFUC5) is an investible benchmark index tracking the performance of a free float market capitalization weighted portfolio of the 5 largest cryptocurrencies by market capitalization. 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 the index re-constituting and rebalancing quarterly. 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.
Usage & Licensing
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]
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
- CF Broad Cap Index (Diversified Weight) - BrazilCF Broad Cap Index (Diversified Weight) - Brazil
- CF Broad Cap Index (Diversified Weight) - LondonCF Broad Cap Index (Diversified Weight)
- CF Broad Cap Index (Diversified Weight) - USCF Broad Cap Index (Diversified Weight) - US
- CF Large Cap (Diversified Weight) - BrazilCF Large Cap (Diversified Weight)
- CF Large Cap (Diversified Weight) - LondonCF Large Cap (Diversified Weight)
- CF Large Cap (Diversified Weight) - USCF Large Cap (Diversified Weight)
- CF Broad Cap Index (Free Float Market Cap Weight) - BrazilCF Broad Cap Index (Free Float Market Cap Weight) - Brazil
- CF Broad Cap Index (Free Float Market Cap Weight) - LondonCF Broad Cap Index (Free Float Market Cap Weight)
- CF Broad Cap Index (Free Float Market Cap Weight) - USCF Broad Cap Index (Free Float Market Cap Weight) - US
- CF Large Cap (Free Float Market Cap Weight) - BrazilCF Large Cap (Free Float Market Cap Weight)
- CF Large Cap (Free Float Market Cap Weight) - LondonCF Large Cap (Free Float Market Cap Weight)
- CF Large Cap (Free Float Market Cap Weight) - USCF Large Cap (Free Float Market Cap Weight)
- CF Ultra Cap 5 EURCF Ultra Cap 5 EUR
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
