CF Benchmarks Ultra Cap 5 - Constituent Review

CF Benchmarks -

The Administrator announces portfolio  composition changes to the CF Ultra Cap 5 Index in light of the November 2020 constituent review carried out in accordance with the CF Cryptocurrency Index Family - Multi Asset Ground Rules

Additions

  • Chainlink (LINK)

Removals

  • Bitcoin Cash (BCH)

Final Portfolio & Pricing Sources

  • Bitcoin (CME CF BRTI)
  • Chainlink (CF LINKUSD_RTI)
  • Ether (CME CF ETHUSD_RTI)
  • Litecoin (CF LTCUSD_RTI)
  • Ripple XRP (CF XRPUSD_RTI)

The weights for each constituent will be determined at the Rebalance Determination Point - 1600 London time on Wednesday, November 25th and will be subsequently announced  by the Administrator

Portfolio and weight changes will be come into effect at the Rebalance Implementation Point - 1600 New York time on Friday, November 27th.

Should any index users have any questions or queries please do not hesitate to contact the CF Benchmarks team - info@cfbenchmarks.com