Index Calculation

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Note that the index calculation method used for for FTX Japan is described here.

 

Market price: median of last, best bid, best offer

Mark price [MP]: market price of futures if future is not paused, otherwise index price + last premium

Index price [index*]: Market price of index.

Premium: MP - index

Indices are fetched every 5 seconds

All elements of each index are weighted equally.  All elements are capped at 30bp divergence from the median.

Index constituents that don't trade against USD are modified by our other indexes to convert them into a USD value. For instance, LEO does not trade against USD/USDC/TUSD anywhere, so we are multiplying the LEO/USDT price by our USDT index and the LEO/BTC price by our BTC index.

Note that these indexes have been updated on 2020-10-27.  Those changes are reflected below.

Index: 

 

1INCH

  • FTX USD
  • OKX USDT

AAVE

  • FTX USD
  • FTX USDT
  • Binance USDT
  • OKX USDT
  • Huobi USDT

ADA

  • Binance BTC
  • Binance BUSD
  • OKX USDT
  • Huobi BTC
  • Huobi USDT
  • Kraken USD
  • Bittrex USD

AGLD

  • FTX USD
  • OKX USDT
  • Huobi USDT

ALCX

  • FTX USD

ALGO

  • Binance BTC
  • Binance USDT
  • OKX BTC
  • OKX USDT
  • Huobi BTC
  • Huobi USDT

ALICE

  • FTX USD
  • Binance USDT
  • Binance BUSD

ALPHA

  • FTX USD
  • Binance BTC
  • Binance USDT

AMPL

  • FTX USD
  • FTX USDT
  • Bitfinex BTC
  • Bitfinex USD*
  • Kucoin BTC
  • Kucoin USDT

APE

  • FTX USD

APT

  • FTX USD

AR

  • Huobi USDT
  • Gateio USDT
  • Bittrex BTC

ASD

  • FTX USD

ATLAS

  • FTX USD

ATOM

  • Binance BTC
  • Binance USDT
  • OKX BTC
  • OKX USDT
  • Huobi BTC
  • Huobi USDT

AUDIO

  • FTX USD
  • FTX USDT
  • Binance BTC
  • Binance USDT

AVAX

  • Binance BTC
  • Binance USDT
  • OKX USDT
  • Huobi USDT

AXS

  • FTX USD
  • Binance USDT
  • Huobi USDT

BADGER

  • FTX USD
  • OKX USDT
  • Huobi USDT

BAL

  • FTX USD
  • OKX USDT
  • Huobi USDT

BAND

  • Binance USDT
  • OKX USDT
  • Huobi USDT

BAT

  • Binance BTC
  • Binance USDT
  • Coinbase USDC
  • OKX BTC
  • OKX USDT
  • Huobi USDT

BCH

  • Binance BUSD
  • Binance TUSD
  • Coinbase USD
  • Kraken USD
  • Bittrex USD

BIT

  • FTX USD
  • Gateio USDT

BNB

  • FTX BTC
  • FTX USD
  • FTX USDT
  • Binance BUSD
  • Binance TUSD
  • Gateio USDT

BNT

  • Binance USDT
  • OKX USDT
  • Bittrex BTC

BOBA

  • FTX USD

BRZ

  • FTX USD

BSV

  • OKX BTC
  • OKX USDT
  • Huobi BTC
  • Huobi USDT
  • Bitfinex BTC
  • Bittrex BTC
  • Bittrex USD

BTC

  • FTX USD
  • FTXUS USD
  • Binance BUSD
  • Binance TUSD
  • OKX USDC
  • Coinbase USD
  • Coinbase USDC
  • Kraken USD
  • Bitstamp USD
  • Bittrex USD
  • Bittrex TUSD

BTT

  • Binance USDT
  • FTX USD

C98

  • FTX USD
  • Binance USDT
  • Binance BUSD

CAKE

  • Binance BTC
  • Binance USDT

CEL

  • FTX USD

CELO

  • Binance USDT
  • OKX USDT

CHR

  • FTX USD
  • Binance USDT
  • Huobi USDT

CHZ

  • FTX USD
  • Binance BTC
  • Binance USDT
  • Huobi USDT

CLV

  • FTX USD
  • Coinbase USD

COMP

  • FTX USD
  • FTX USDT
  • Binance USDT
  • OKX USDT
  • Huobi USDT
  • Coinbase USD

CREAM

  • FTX USD
  • FTX USDT
  • Binance BUSD
  • Gateio USDT

CRO

  • OKX USDT
  • Huobi BTC
  • Huobi USDT
  • Bittrex USDT

CRV

  • Binance USDT
  • Huobi USDT
  • Gateio USDT

CVC

  • FTX USD
  • OKX USDT
  • Coinbase USD

CVX

  • Binance USDT
  • FTX USD

DASH

  • Binance BTC
  • OKX USDT
  • Huobi USDT
  • Kraken USD

DAWN

  • FTX USD

DENT

  • Binance USDT
  • Binance ETH
  • Kucoin BTC

DODO

  • FTX USD
  • Binance BTC
  • Binance USDT

DOGE

  • Binance USDT
  • OKX USDT
  • Huobi USDT

DOT

  • Binance USDT
  • OKX USDT
  • Huobi USDT
  • Gateio USDT
  • Kraken USD

DYDX

  • FTX USD
  • Binance USDT
  • OKX USDT

EDEN

  • FTX USD
  • OKX USDT

EGLD

  • Binance BTC
  • Binance USDT
  • OKX USDT

ENJ

  • Binance BTC
  • Binance USDT
  • Bittrex BTC

ENS

  • FTX USD
  • Binance USDT
  • OKX USDT

EOS

  • Binance BUSD
  • Binance TUSD
  • Coinbase USD
  • Kraken USD

ETC

  • OKX USDT
  • Huobi USDT
  • Bitfinex BTC
  • Kraken USD

ETH

  • FTX USD
  • FTXUS USD
  • Binance BUSD
  • Binance TUSD
  • Coinbase USD
  • Coinbase USDC
  • Kraken USD
  • Bitstamp USD
  • Bittrex USD
  • Bittrex TUSD

ETHW

  • FTX USD

FIDA

  • FTX USD
  • FTX USDT

FIL

  • Binance BTC
  • Binance USDT
  • Huobi BTC
  • Huobi USDT
  • Kraken USD

FLM

  • Binance BTC
  • Binance USDT
  • OKX USDT

FLOW

  • OKX USDT
  • Huobi USDT
  • Kraken USD

FLUX

  • Binance USDT
  • Binance BUSD

FTM

  • FTX USD

FTT

  • FTX USD
  • Binance USDT
  • Huobi USDT
  • BitMax USDT

FTXDXY

FXS

  • FTX USD
  • Binance USD

GAL

  • FTX USD
  • Binance USDT

GALA

  • FTX USD
  • Binance USDT
  • OKX USDT

GLMR

  • Binance USDT
  • Huobi USDT

GMT

  • FTX USD
  • Binance USDT

GRT

  • FTX USD
  • Binance USDT
  • OKX USDT
  • Huobi USDT

GST

  • FTX USD
  • Huobi USDT
  • Coinbase USD

HBAR

  • Binance BTC
  • Binance USDT
  • OKX USDT

HNT

  • FTX USD
  • FTX USDT
  • Binance BTC
  • Binance USDT
  • BinanceUS USD

HOLY

  • FTX USD

HOT

  • Binance USDT
  • Binance ETH
  • Gateio USDT

HT

  • FTX USD
  • Huobi USDT
  • Gateio USDT

ICP

  • OKX USDT
  • Huobi USDT
  • Coinbase USD

ICX

  • Binance BTC
  • Binance USDT
  • OKX USDT

IMX

  • FTX USD
  • Binance USDT
  • Huobi USDT

INJ

  • Binance BUSD
  • Binance USDT
  • Coinbase USD
  • Huobi USDT
  • KuCoin USDT

IOST

  • Binance BTC
  • Binance USDT
  • Huobi USDT
  • OKX USDT
  • Huobi BTC

IOTA

  • Binance BTC
  • Binance USDT
  • Houbi USDT
  • Bitfinex BTC

JASMY

  • Binance USDT
  • Coinbase USD

JPY

The index of Japanese Yen (JPY) perpetual futures is the reciprocal of the market price of FTX USD/JPY.

KAVA

  • Binance BTC
  • Binance USDT
  • Gateio USDT

KBTT

  • FTX USD

KLAY

  • Binance USDT
  • Huobi USDT
  • OKX USDT
  • KuCoin USDT

KNC

  • Binance BTC
  • OKX USDT
  • Huobi BTC

KSM

  • Binance USDT
  • OKX USDT
  • Huobi USDT

KSOS

  • FTX USD

LDO

  • FTX USD
  • Binance USDT

LEO

  • OKX USDT
  • Bitfinex BTC
  • Bitfinex USDT
  • Gateio USDT

LINA

  • FTX USD
  • Huobi USDT

LINK

  • Binance BTC
  • Binance USDT
  • Binance BUSD
  • OKX USDT
  • Huobi USDT
  • Coinbase USD
  • Kraken USD

LOOKS

  • FTX USD
  • Houbi USDT

LRC

  • Binance BTC
  • OKX BTC
  • OKX USDT
  • Gateio USDT

LTC

  • Binance BUSD
  • Binance TUSD
  • Coinbase USD
  • Kraken USD
  • Bitstamp USD
  • Bittrex USD

LUNA2

  • Kraken USD

LUNC

  • OKX USDT
  • KuCoin USDC
  • KuCoin USDT

MANA

  • FTX USD
  • Binance BTC
  • Binance USDT
  • OKX BTC
  • OKX USDT
  • Coinbase USD

MAPS

  • FTX USD
  • FTX USDT

MASK

  • Binance USDT
  • Huobi USDT
  • FTX USD

MATIC

  • FTX USD
  • Binance BTC
  • Binance USDT

MEDIA

  • FTX USD

MINA

  • FTX USD
  • Binance USDT

MKR

  • FTX USD
  • Binance USDT
  • OKX USDT
  • Huobi USDT
  • Coinbase USD

MNGO

  • FTX USD

MOB

  • FTX USD
  • Bitfinex USD

MTL

  • FTX USD
  • Binance BTC
  • Binance USDT

NEAR

  • FTX USD
  • FTX USDT
  • Binance USDT
  • Huobi USDT

NEO

  • Binance BTC
  • Binance USDT
  • OKX USDT
  • Huobi USDT

OKB

  • FTX USD
  • OKX BTC
  • OKX USDT

OMG

  • Binance BTC
  • OKX BTC
  • OKX USDT
  • Huobi USDT
  • Bitfinex USD

ONE

  • Binance BTC
  • Binance USDT
  • Gateio USDT

ONT

  • Binance BTC
  • Binance USDT
  • OKX USDT
  • Huobi BTC
  • Huobi USDT

OP

  • OKX USDT
  • Huobi USDT

OXY

  • FTX USD
  • FTX USDT
  • Gateio USDT

PAXG

  • FTX USD
  • Kraken USD
  • Itbit USD

PEOPLE

  • FTX USD
  • Binance USDT
  • OKX USDT

PERP

  • FTX USD

POLIS

  • FTX USD

PROM

  • FTX USD
  • Binance BUSD
  • Binance BNB

PUNDIX

  • FTX USD

QTUM

  • Binance USDT
  • OKX BTC
  • OKX USDT
  • Huobi USDT

RAY

  • FTX USD

REEF

  • FTX USD
  • Binance USDT
  • Huobi USDT

REN

  • Binance BTC
  • Huobi BTC
  • Huobi ETH

RNDR

  • FTX USD
  • Binance USDT
  • Huobi USDT

RON

  • FTX USD
  • OKX USDT
  • Gateio USDT

ROSE

  • Binance USDT
  • Bitfinex USD
  • Gateio USDT

RSR

  • Binance USDT
  • OKX USDT
  • Huobi USDT

RUNE

  • FTX USD
  • FTX USDT
  • Binance BTC
  • Binance USDT

RVN

  • Binance USDT
  • Binance BTC
  • Bittrex BTC
  • Bittrex USDT
  • OKX USDT

SAND

  • Binance USDT
  • OKX USDT
  • Huobi USDT

SC

  • Binance USDT
  • Huobi USDT
  • Kraken USD

SCRT

  • Binance USDT
  • Gateio USDT

SECO

  • FTX USD

SHIB

  • FTX USD
  • OKX USDT
  • Huobi USDT

SKL

  • FTX USD
  • Binance USDT
  • Huobi USDT

SLP

  • Binance USDT
  • Binance BUSD

SNX

  • Binance USDT
  • OKX USDT
  • Huobi USDT
  • Kraken USD

SOL

  • FTX USD
  • FTX USDT
  • FTXUS USD
  • Binance BTC
  • Binance BUSD
  • OKX USDT
  • BitMax USDT

SOS

  • FTX USD
  • OKX USDT
  • Huobi USDT

SPELL

  • FTX USD

SRM

  • FTX USD
  • FTX USDT
  • Binance USDT
  • OKX USDT
  • BitMax USDT

STEP

  • FTX USD

STG

  • FTX USD
  • Binance USDT

STMX

  • FTX USD
  • Binance BTC
  • Binance USDT

STORJ

  • FTX USD
  • Binance USDT
  • OKX USDT
  • Huobi USDT

STX

  • Binance BTC
  • Binance USDT

SUSHI

  • FTX USD
  • FTX USDT
  • Binance USDT
  • OKX USDT
  • Huobi USDT
  • Gateio USDT

SXP

  • FTX USD
  • Binance BTC
  • Binance BUSD
  • Kucoin BTC

THETA

  • Binance USDT
  • OKX USDT
  • Huobi USDT

TLM

  • FTX USD
  • Binance USDT
  • Binance BUSD

TOMO

  • FTX USD
  • Binance BTC
  • Binance USDT
  • Kucoin BTC

TONCOIN

  • FTX USD

TRU

  • FTX USD
  • FTX USDT
  • Binance USDT
  • Binance BUSD

TRX

  • FTX USD
  • Binance BTC
  • Binance USDT
  • Binance BUSD
  • OKX USDT
  • Huobi USDT
  • Gateio USDT
  • Bittrex USD

TRYB

  • FTX USD

UNI

  • FTX USD
  • FTX USDT
  • Binance USDT
  • OKX USDT
  • Huobi USDT
  • Coinbase USD
  • Gateio USDT

UNISWAP

USDT

  • FTX USD
  • FTXUS USD
  • Binance BUSD
  • Binance TUSD
  • Kraken USD
  • Bittrex USD

USTC

  • Binance BUSD
  • Huobi USDT
  • OKX USDT
  • KuCoin USDC

VET

  • Binance BTC
  • Binance USDT
  • Huobi BTC

WAVES

  • Binance BTC
  • Binance USDT
  • OKX USDT
  • Huobi USDT

XAUT

  • FTX USD
  • Bitfinex USD (Note we multiply this by [BTC Index] / [Bitfinex BTC/USD])
  • Bitfinex USDT

XEM

  • Binance BTC
  • OKX USDT
  • Huobi USDT
  • Bittrex USD

XLM

  • Binance BTC
  • Binance USDT
  • OKX USDT
  • Coinbase USD
  • Kraken USD

XMR

  • Binance BTC
  • Binance USDT
  • Huobi BTC
  • Kraken USD

XRP

  • Binance BUSD
  • Binance TUSD
  • Bitstamp USD
  • Kraken USD
  • Bittrex USD

XTZ

  • Binance BTC
  • Binance USDT
  • OKX BTC
  • OKX USDT
  • Coinbase BTC
  • Coinbase USD
  • Bitfinex BTC
  • Kraken BTC
  • Kraken USD
  • Bittrex USD

YFI

  • FTX USD
  • FTX USDT
  • Binance USDT
  • OKX USDT

YFII

  • FTX USD
  • OKX USDT
  • Huobi USDT

ZEC

  • Binance USDT
  • OKX USDT
  • Huobi USDT
  • Coinbase USDC
  • Kraken USD

ZIL

  • Binance USDT
  • OKX USDT
  • Huobi USDT

ZRX

  • Binance USDT
  • OKX USDT
  • Coinbase USD

 

All elements of each index are weighted equally.  All elements are capped at 30bp divergence from the median.

ALT: tokens in the ALT index are the top 15 tokens by market cap on CoinGecko.  Stablecoins, liquid staking tokens, c-tokens and tokens without sufficient CEX pricing data are excluded. The ALT index is an equal weighted index.

 

 

Weight

ADA

511.62053331913336

BNB

0.6468418592882672

DOGE

2941.08382298318

DOT

29.624917129206864

ETH

0.1349916016219029

MATIC

213.08588257779155

SHIB

17402049.22041062

SOL

6.181494417500644

TRX

2775.0352500555696

XRP

388.5174374442835

 

MID: tokens in the MID index are the top 16-50 tokens by market cap on CoinGecko. Stablecoins, liquid staking tokens, c-tokens and tokens without sufficient CEX pricing data are excluded. The MID index is a market cap weighted index. Market caps are capped at 20% of the total market cap and market caps of the others are rebalanced by distributing the excess market cap of capped tokens to non-capped tokens in a waterfall logic.

 

 

Weight

AAVE

0.38754451438535903

ALGO

192.4898177456967

APE

8.640697139105882

ATOM

8.033874329300524

AXS

2.8150936643931552

BCH

0.5266092661147135

CRO

692.8137295494646

ETC

3.770187384034198

FIL

8.300503705833592

FLOW

28.456453515875463

FTT

3.6637400156364732

HBAR

667.9850049589558

ICP

7.381184158674506

LINK

13.48410471291518

LUNC

188943.7468766953

MANA

49.863860655129166

NEAR

22.31370389833894

QNT

0.39855282082511423

SAND

41.211911878622224

VET

1988.620734927745

XCN

589.2083426130539

XLM

702.1155247081259

XMR

0.4969432828937146

XTZ

24.752608022204203

 

SHIT: tokens in the SHIT index are the top 51-100 tokens by market cap on CoinGecko.  Stablecoins, liquid staking tokens, gold, c-tokens and tokens without sufficient CEX pricing data are excluded. The SHIT index is a market cap weighted index. Market caps are capped at 20% of the total market cap, and market caps of the others are rebalanced by distributing the excess market cap of capped tokens to non-capped tokens in a waterfall logic.

 

 

Weight

AAVE

1.06934195116361

APE

23.842060974032727

APT

9.836420037761918

AR

3.8087606895775052

AXS

7.76761801740032

BIT

81.43894539096615

BSV

1.452983871655348

BTT

71115596.14729859

CAKE

11.092813605489894

CHZ

404.3544517680131

CRV

41.05553924126315

DASH

0.8301403446627263

ENS

1.9510944892950823

EOS

76.61149845771092

ETHW

8.091103848215905

FTM

192.13647360183342

GRT

560.045374710618

GT

11.032802287580338

HNT

9.91963470734149

HT

9.857134149095481

ICP

20.36671808598568

KCS

7.399063103259007

LDO

52.80167519862748

MANA

137.58811199271545

IOTA

210.37853561825168

MKR

0.0682415315701835

NEO

5.345302607513193

NEXO

42.3802747802359

RUNE

22.7893496018373

SAND

113.71500474830376

SNX

18.29512590709283

THETA

75.66970919620304

TWT

31.562708328112894

XEC

1454330.9493317024

XRD

759.1526304117056

XTZ

68.29925643586832

ZEC

0.9788810666401159

ZIL

1134.002790831788

 

PRIV: tokens in the PRIV index are the top 10 privacy tokens by market cap on CoinMarketCap. Tokens without sufficient CEX pricing data are excluded. PRIV is a market cap weighted index. Market caps are capped at 20% of the total market cap, and market caps of the others are rebalanced by distributing the excess market cap of capped tokens to non-capped tokens in a waterfall logic.

 

 

Weight

DCR

5.890157565789295

KEEP

224.30306154498416

PHA

181.1126692356725

RLC

29.507423433969468

ROSE

2054.4059074982233

SCRT

75.14982423594167

SNT

1615.601360768528

XMR

1.2631968427030373

ZEC

3.492597611894509

ZEN

5.292046031296884

 

EXCH: tokens in the EXCH index are selected from the top exchange tokens on CoinGecko. EXCH is an equal weighted index.

 

 

Weight

BNB

2.9578813634631427

CRO

7664.143079056955

FTT

35.43404737332535

GT

182.69664743862867

HT

101.86155817554025

KCS

83.75997720970128

LEO

195.23465227012267

OKB

51.02865962318932

 

DEFI: tokens in the DEFI index are the top 50 DeFi sector tokens by market cap on CoinGecko. Stablecoins, liquid staking tokens, gold, c-tokens, L1 and L2 native tokens (except app-chain tokens) and tokens without sufficient CEX pricing data are excluded. DEFI is a market cap weighted index. Market caps are capped at 20% of the total market cap, and market caps of the others are rebalanced by distributing the excess market cap of capped tokens to non-capped tokens in a waterfall logic.

 

 

Weight

1INCH

82.22608511350182

AAVE

1.8687291721478756

AMP

10184.680189829593

API3

8.903675908013696

BAL

4.894258017880077

CAKE

19.38525311099413

COMP

0.9059902780524935

CRV

71.74663235812665

CVX

9.214038637842869

DYDX

17.335030824456027

FXS

8.921798704951762

GMX

1.0750108181756661

GNO

0.3413603024656756

GRT

978.7076322999878

INJ

10.277846722656603

JST

1177.3206329969012

KAVA

39.58299447273785

KNC

13.55952850946452

LDO

92.27359933995598

LINK

65.01998840473341

LRC

164.89358649219858

MKR

0.11925552965061414

MPL

0.8784113536859519

RBN

72.85342303020418

REN

132.30421690057074

RSR

5593.260467362133

RUNE

39.825541646833784

SNX

31.97165830672538

SRM

49.29878213156309

SUSHI

25.55040137687955

TRIBE

60.148982704805775

UMA

9.140329531136256

UNI

81.075091122959

WNXM

0.3870698120776902

YFI

0.004152061019346569

ZRX

112.10530987619687

 

WSB: The WallStreetBets (WSB) Index contains the following: 

 

Ticker Quantity
AMC 3.63
BB 2.76
GME 0.15
NOK 11.66
SLV 2.92
DOGE 5593.81
FTT 0.42

 

All elements of each index are weighted equally.  All elements are capped at 30bp divergence from the median.

HOLY: The Holy Trinity a pool of SRM, SOL, and FTT. 
The weights for this asset can be found here.

*Index constituents that don't trade against USD are modified by our other indexes to convert them into a USD value. For instance, LEO does not trade against USD/USDC/TUSD anywhere, so we are multiplying the LEO/USDT price by our USDT index and the LEO/BTC price by our BTC index.

 

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