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 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

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

• FTX Dollar Spot Index

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

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 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

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

• 100 pools

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.

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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