The Administrator wishes to announce certain changes to index methodologies and ground rules with immediate effect.
CF Cryptocurrency Ultra Cap 5 Index
Index rebalancing frequency changed from monthly to quarterly
CF Cryptocurrency Index Family - Multi Asset Ground Rules
Additional sections regarding:
- Liquidity Screening - Asset Turnover
- Thematic and Sector Indices
- Equal Weighing Methods
- Weight Capping Methods
In accordance with CF Benchmarks policies these changes will not require a consultation to be conducted. The CF Oversight Function has provided oversight of these changes.