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 2020-03-27.  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

ANC

  • FTX USD
  • Binance USDT

APE

  • 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 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

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

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

HT

  • FTX USD
  • Huobi USDT
  • Huobi HUSD
  • 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 

KSHIB

  • FTX USD

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

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

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

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

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

USDT

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

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
AE 90.7
AION 109.577
ARDR 289.037
ARPA 1409.004
BCD 23.404
BEAM 26.024
BTG 1.423
BTM 199.291
BTS 630.948
BTT 43049.882
CHZ 1271.805
CKB 2213.181
DGB 2679.856
ELF 167.133
ENJ 147.2
GNT 292.22
GRIN 16.363
GT 28.196
HBAR 297.911
HC 9.537
ICX 43.877
IOST 2938.887
KMD 25.77
KNC 21.036
LAMB 571.357
LRC 350.963
LSK 11.672
MANA 344.492
MATIC 658.699
MCO 3.155
NANO 20.295
NULS 60.502
OMG 17.647
POWR 156.025
PUNDIX 88.703
REN 244.799
REP 1.311
RVN 594.201
SC 7385.085
SNT 1035.665
STEEM 74.739
THETA 122.358
TOMO 30.848
VSYS 342.519
WAVES 12.183
XVG 4263.355
XZC 2.991
ZEN 1.633
ZIL 2405.968
ZRX 59.559

*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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