Index Calculation

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 2020-03-27. 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 USDC
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

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 USDC
Binance TUSD
Coinbase USD
Kraken USD
Bittrex USD

BIT

FTX USD
Gateio USDT

BNB

FTX BTC
FTX USD
FTX USDT
Binance USDC
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 USDC
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 USDC
Binance TUSD
Coinbase USD
Kraken USD

ETC

OKX USDT
Huobi USDT
Bitfinex BTC
Kraken USD

ETH

FTX USD
FTXUS USD
Binance USDC
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

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

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

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

KAVA

Binance BTC
Binance USDT
Gateio USDT

KBTT

FTX USD

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 USDC
OKX USDT
Huobi USDT
Coinbase USD
Kraken USD

LOOKS

FTX USD
Houbi USDT

LRC

Binance BTC
OKX BTC
OKX USDT
Gateio USDT

LTC

Binance USDC
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

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

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

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 USDC
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

100 pools

USDT

FTX USD
FTXUS USD
Binance USDC
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 USDC
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.

EXCH: All of the above markets for BNB, HT, OKB, LEO, and FTT. Within each coin each element is weighted equally. EXCH contains:

Ticker	Quantity
BNB	9.05
HT	60.992
OKB	57.541
LEO	222.129
FTT	71.615

DRGN: The Dragon Index contains all of the below (from ALT/MID/SHIT) markets for BTM, IOST, NEO, NULS, ONT, TUM, TRX, VET, and ARPA. Within each coin each element is weighted equally. DRGN contains:

Ticker	Quantity
ARPA	7926.192
BTM	1121.091
IOST	16532.377
NEO	7.627
NULS	340.347
ONT	126.894
QTUM	40.822
TRX	5138.763
VET	15283.695

ALT: All of the above markets for BCH, BNB, EOS, ETH, LTC, XRP, TRX, DOT, LINK, and ADA. Within each coin each element is weighted equally. ALT contains:

Ticker	Quantity
BCH	0.325
BNB	2.565
EOS	16.508
ETH	0.268
LTC	1.154
XRP	431.691
TRX	1250.901
DOT	16.283
LINK	6.785
ADA	543.475

MID: The Mid Cap index contains the following coins and quantities:

Ticker	Quantity
ALGO	24.933
ATOM	7.468
BAT	46.44
CRO	656.601
DASH	0.307
DCR	0.379
DOGE	3962.982
HT	7.276
IOTA	88.489
LEO	30.357
NEO	2.232
OKB	8.582
ONT	19.975
QTUM	3.248
VET	2073.785
XEM	280.944
XLM	656.262
XMR	0.56
XTZ	22.713
ZEC	0.327
ZRX	22.509
OMG	4.427
COMP	0.118
BSV	0.495
FTT	2.899
YFI	0.001
UNI	6.311
SNX	3.994
MKR	0.028
AAVE	0.333

SHIT: The Shitcoin Index contains the following coins and quantities:

Ticker	Quantity
AION	109.6374
ARDR	289.1973
ARPA	1409.7865
BCD	23.4171
BEAM	26.0385
BTG	1.4240
BTM	199.4016
BTS	631.2987
BTT	43073.7833
CHZ	1272.5111
CKB	2214.4099
DGB	2681.3437
ELF	167.2258
ENJ	147.2819
GLM	292.3826
GRIN	16.3720
GT	28.2121
HBAR	298.0761
HC	9.5423
ICX	43.9010
IOST	2940.5191
KMD	25.7839
KNC	21.0477
LAMB	571.6740
LRC	351.1583
LSK	11.6783
MANA	344.6829
MATIC	659.0645
MCO	3.1572
NANO	20.3059
NPXS	88752.6886
NULS	60.5352
OMG	17.6571
POWR	156.1113
REN	244.9352
REP	1.3116
RVN	594.5306
SC	7389.1850
SNT	1036.2400
STEEM	74.7805
THETA	122.4254
TOMO	30.8650
VSYS	342.7087
WAVES	12.1894
XVG	4265.7223
XZC	2.9929
ZEN	1.6344
ZIL	2407.3039
ZRX	59.5924

*KNC is Kyber Network

PRIV: The Privacy Index contains the following coins and quantities:

Ticker	Quantity
BEAM	44.385
DCR	9.137
GRIN	29.454
KMD	95.232
XMR	2.277
XVG	13709.492
XZC	7.878
ZEC	2.945
ZEN	7.732

DEFI: The Decentralized Finance (DeFi) Index contains the following coins and quantities:

*Note: Price are pulled from Coingecko as of 11/21/2020 to demonstrate each constituent's weight within the index.

Ticker	Quantity	Price	Weight	%
KNC	67.673	1.01	68.34973	2.77%
MKR	0.306	538.78	164.86668	6.68%
ZRX	243.498	0.404	98.373192	3.98%
REN	292.601	0.326	95.387926	3.86%
REP	1.752	14.75	25.842	1.05%
SNX	43.216	5.26	227.31616	9.20%
COMP	1.274	119.01	151.61874	6.14%
TOMO	25.564	0.748	19.121872	0.77%
RUNE	71.456	0.938	67.025728	2.71%
CRV	34.845	0.866	30.17577	1.22%
DOT	44.316	5.4	239.3064	9.69%
LINK	15.649	14.33	224.25017	9.08%
MTA	2.916	1.49	4.34484	0.18%
SOL	15.134	2.19	33.14346	1.34%
CREAM	0.154	52.28	8.05112	0.33%
BAND	7.826	6.7	52.4342	2.12%
SRM	16.844	1.19	20.04436	0.81%
SUSHI	34.072	1.71	58.26312	2.36%
SWRV	2.612	0.961	2.510132	0.10%
AVAX	8.057	3.89	31.34173	1.27%
YFI	0.01	27253.96	272.5396	11.03%
UNI	62.448	3.78	236.05344	9.56%
WNXM	0.665	26.73	17.77545	0.72%
AAVE	3.664	75.61	277.03504	11.22%
BAL	2.821	15.83	44.65643	1.81%

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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