Index Rebalances March 2020

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FTX will rebalance its index futures on March 27th, 2020 from 12pm to 1pm Hong Kong Time.

In addition to this, we will be changing the tick size for BTC perpetual and quarterly futures from $0.25 to $0.50.

Note that we will not halt any trading during this period; everything should function as normal.

The index changes will be as follows:

 

New Index Weights

Notes:

  1. The weights here will all be multiplied by a factor during the rebalance such that their value lines up with the old index.  See here for details.
  2. ALT uses the same coin indexes as the coins' individual futures.  PRIV/DRGN/EXCH use the same coin indexes as those in ALT/MID/SHIT.
  3. We are introducing 20% weight caps for a single coin in each of the indexes.  Note that, because of price movements, those caps are as of the index creation and could be breached later on.
  4. We reserve the right to further amend the indexes if there are further changes, although we intend to give at least 24 hour notice before the rebalance and hope to give significantly more than that.

ALT

Ticker Weight
ETH 8.18
XRP 8,198.20
BCH 4.99
BSV 4.96
LTC 18.54
EOS 259.69
BNB 40.92

 

MID

Ticker Weight MKT 1 MKT 2 MKT 3
XTZ 318.74 FTX futures Index
OKB 147.71 FTX futures Index
ADA 15,306.27 FTX futures Index
LINK 158.63 FTX futures Index
XMR 9.09 binance USDT binance BTC gdax USD
XLM 10,134.67 binance USDT binance BTC okex USDT
TRX 31,269.49 FTX futures Index
HT 107.20 FTX futures Index
LEO 496.82 FTX futures Index
ETC 56.01 FTX futures Index
DASH 4.57 okex USDT binance BTC huobi USDT
NEO 33.04 binance USDT binance BTC huobi USDT
CRO 6,648.63 huobi USDT okex USDT bittrex USDT
ATOM 91.03 FTX futures Index
MIOTA 1,322.38 okex USDT binance BTC bitfinex BTC
ZEC 4.58 huobi USDT okex USDT binance USDT
XEM 4,278.38 huobi USDT binance BTC bitmax BTC
ONT 308.14 binance USDT binance BTC huobi BTC
VET 29,317.07 gdax USDC binance BTC binance USDT
BAT 666.51 huobi USDT okex BTC okex USDT
DOGE 58,959.78 FTX futures Index
ALGO 304.02 binance USDT okex USDT huobi USDT
QTUM 44.88 okex USDT huobi USDT okex BTC
DCR 5.41 huobi USDT binance BTC okex USDT

 

SHIT

Ticker Weight MKT 1 MKT 2 MKT 3
LSK 137.12 binance BTC huobi BTC bittrex BTC
ICX 515.46 binance BTC binance USDT okex USDT
ZRX 699.70 coinbase USD binance USDT okex USDT
RVN 6,980.64 binance BTC bittrex BTC bittrex USDT
BTG 16.72 binance BTC okex USDT okex BTC
REP 15.40 coinbase USD kraken USD binance BTC
OMG 207.32 bitfinex USD binance BTC kraken BTC
BTM 2,341.26 okex USDT okex BTC huobi USDT
THETA 1,437.45 binance BTC huobi USDT binance USDT
HBAR 3,499.84 binance BTC binance USDT okex USDT
BCD 274.95 okex USDT binance BTC okex BTC
WAVES 143.12 binance BTC binance USDT okex USDT
SC 86,759.60 binance BTC poloniex BTC bittrex BTC
GT 331.25 gateio USDT huobi USDT bitmax BTC
NANO 238.42 binance BTC binance USDT huobi USDT
KNC 247.13 binance BTC okex USDT huobi BTC
ENJ 1,729.30 binance BTC binance USDT bittrex BTC
ZEN 19.19 binance BTC bittrex USD okex USDT
DGD 4.33 binance BTC huobi BTC okex BTC
VSYS 4,023.89 bitfinex BTC huobi USDT huobi BTC
BTT 505,747.82 binance USDT gateio USDT binance BUSD
CKB 26,000.34 gateio USDT huobi USDT huobi BTC
MCO 37.07 binance BTC okex USDT okex BTC
DGB 31,482.81 bittrex BTC huobi BTC bittrex USD
KMD 302.74 binance BTC bittrex BTC huobi BTC
HC 112.04 binance BTC binance USDT huobi USDT
BTS 7,412.35 binance BTC binance USDT bittrex BTC
ZIL 28,265.19 okex USDT binance USDT huobi USDT
IOST 34,525.90 huobi USDT binance BTC binance USDT
XVG 50,085.68 binance BTC bittrex BTC huobi BTC
AION 1,287.30 binance BTC kucoin BTC bitfinex BTC
AE 1,065.54 okex USDT huobi USDT binance BTC
STEEM 878.03 binance BTC bittrex BTC huobi USDT
GNT 3,432.99 binance BTC huobi USDT bittrex BTC
MANA 4,047.07 okex USDT okex BTC binance BTC
SNT 12,166.94 huobi USDT binance BTC okex USDT
CHZ 14,941.10 binance BTC binance USDT bitmax USDT
XZC 35.14 binance BTC bittrex BTC huobi BTC
ARDR 3,395.59 binance BTC bittrex BTC huobi BTC
MATIC 7,738.36 FTX futures Index
REN 2,875.89 binance BTC huobi BTC huobi ETH
LRC 4,123.10 binance BTC gateio USDT okex USDT
NPXS 1,042,083.50 binance USDT huobi BTC bittrex BTC
ELF 1,963.47 okex USDT huobi USDT binance BTC
LAMB 6,712.27 huobi USDT huobi BTC bittrex BTC
POWR 1,832.97 binance BTC bittrex BTC huobi BTC
TOMO 362.40 FTX futures Index
GRIN 192.23 poloniex BTC bittrex BTC poloniex USDC
NULS 710.77 binance USDT binance BTC huobi USDT
ARPA 16,552.91 binance BTC gateio USDT huobi USDT
BEAM 305.73 binance USDT binance BTC gateio USDT

 

DRGN

Ticker Weight
BTM 13,267.16
IOST 195,646.74
NEO 90.26
NULS 4,027.72
ONT 1,501.68
QTUM 483.09
TRX 60,812.92
VET 180,869.64
ARPA 93,799.80

 

PRIV

Ticker Weight
XMR 29.01
ZEC 37.52
ZEN 98.52
KMD 1,213.42
XVG 174,682.98
XZC 100.38
BEAM 565.54
GRIN 375.29
DCR 116.42

 

EXCH

Ticker Weight
BNB 94.07
HT 420.17
OKB 362.32
LEO 2,075.28
GT 3,378.80

 

ETC

  • OKEx ETC/USDT
  • Huobi ETC/USDT
  • Binance ETC/USDT
  • Kraken ETC/USD

 

XAUT

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

 

 

Old Index Weights

For reference, the old index are below.  These will no longer be the index weights after the rebalance.

 

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

  • BNB Index: 11.1
  • HT Index: 62.91
  • OKB Index: 93.31
  • LEO Index: 219.25

 

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

  • BTM: 787.79
  • IOST: 20192.45
  • NEO: 10.39
  • NULS: 260.91
  • ONT: 122.43
  • QTUM: 48.62
  • TRX: 5513.48
  • VET: 28048.09

 

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

  • BCH Index: 0.264
  • BNB Index: 1.343
  • BSV Index: 0.297
  • EOS Index: 21.427
  • ETH Index: 1.195
  • LEO Index: 4.375
  • LTC Index: 0.889
  • TRX Index: 2223.529
  • XRP Index: 228.964

  

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

Coin Quantity Market 1 Market 2 Market 3
ADA 855.695 binance TUSD binance USDC bittrex USD
ATOM 5.608 binance BTC binance USDT huobi USDT
BAT 64.824 gdax USDC binance BTC binance USDT
BTG 0.587 okex USDT binance BTC bitfinex BTC
BTT 31660.319 binance USDT okex USDT huobi USDT
CRO 141.496 huobi USDT huobi BTC okex USDT
DASH 0.365 kraken USD okex USDT huobi USDT
DCR 0.181 binance BTC bittrex BTC huobi USDT
DOGE 4766.823 huobi USDT binance BTC binance USDT
EGT 548.034 okex USDT huobi USDT okex BTC
ETC 15.447 gdax USD kraken USD okex USDT
HC 1.481 huobi USDT binance BTC okex USDT
IOTA 74.752 binance BTC binance USDT huobi USDT
LINK 17.96 binance TUSD binance USDC gdax USD
NEO 3.739 binance TUSD binance USDC okex USDT
OMG 13.317 huobi USDT okex BTC okex USDT
ONT 36.679 huobi USDT okex USDT binance USDT
QTUM 11.105 huobi USDT okex USDT binance USDT
VET 2447.049 binance USDT binance BTC huobi BTC
XEM 219.425 okex USDT binance BTC huobi USDT
XLM 463.353 gdax USD kraken USD binance TUSD
XMR 0.524 kraken USD binance BTC huobi BTC
XTZ 10.155 kraken USD kraken BTC bitfinex BTC
ZEC 0.575 gdax USDC kraken USD binance TUSD

 

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

Coin Quantity Market 1 Market 2 Market 3
ABT 59.86818702 okex USDT huobi BTC okex BTC
AE 55.38011136 okex USDT huobi USDT binance BTC
AION 192.4604763 binance BTC bitfinex USD bitfinex BTC
ARDR 230.4997234 binance BTC bittrex BTC huobi BTC
ARK 46.99588222 binance BTC bittrex BTC okex BTC
BCD 20.80252133 okex USDT binance BTC okex BTC
BNT 35.26702676 binance BTC okex USDT okex BTC
BTM 146.2112712 okex USDT okex BTC huobi USDT
BTS 381.4633238 huobi USDT binance BTC huobi BTC
CTXC 120.0845491 huobi USDT huobi BTC okex USDT
CVC 315.7067917 okex USDT coinbase USDC huobi USDT
DENT 24147.59007 binance USDT binance ETH bittrex BTC
DGB 1547.283434 bittrex BTC huobi BTC bittrex USD
DGD 0.9071545465 binance BTC huobi BTC okex BTC
ELF 124.1280008 okex USDT huobi USDT binance BTC
ENG 38.04784136 binance BTC huobi BTC bittrex BTC
ENJ 188.8969401 binance BTC binance USDT bittrex BTC
FTM 779.5532536 binance BTC binance USDT okex USDT
GAS 7.336816472 binance BTC okex BTC huobi BTC
GNT 262.7818401 binance BTC huobi USDT bittrex BTC
GRIN 5.79281631 poloniex BTC bittrex BTC poloniex USDC
GRS 60.16064577 binance BTC bittrex BTC huobi BTC
GXC 11.40156575 huobi USDT binance BTC huobi BTC
ICX 62.832786 binance BTC binance USDT okex USDT
IOST 1988.85446 huobi USDT binance BTC binance USDT
KMD 14.53288545 binance BTC bittrex BTC huobi BTC
KNC* 91.50066768 binance BTC okex USDT huobi BTC
LAMB 83.62862601 huobi USDT huobi BTC bittrex BTC
LOOM 372.7785196 binance BTC huobi BTC bittrex BTC
LRC 436.2697194 okex USDT binance BTC okex BTC
LSK 11.39598153 binance BTC huobi BTC bittrex BTC
MANA 366.5804714 okex USDT okex BTC binance BTC
MCO 3.821668972 binance BTC okex USDT okex BTC
NANO 14.22826057 binance BTC binance USDT huobi USDT
NAS 18.56386936 okex USDT huobi USDT binance BTC
NPXS 27151.77844 binance ETH binance USDT huobi BTC
NULS 29.43455571 binance USDT binance BTC huobi USDT
PIVX 34.9539377 binance BTC bittrex BTC kucoin BTC
POLY 284.6568263 binance BTC huobi BTC huobi ETH
POWR 210.9501702 binance BTC huobi BTC binance ETH
PPT 24.83704415 binance BTC okex USDT binance ETH
QKC 1149.655218 binance BTC binance ETH gateio USDT
REN 141.7888248 binance BTC huobi BTC huobi ETH
REP 1.40313102 coinbase USD kraken USD binance BTC
RVN 346.8322768 binance BTC bittrex BTC bittrex USDT
SC 5920.803335 binance BTC poloniex BTC bittrex BTC
SNT 777.4792258 huobi USDT binance BTC okex USDT
STEEM 67.41734532 binance BTC bittrex BTC huobi USDT
STORJ 89.56141952 binance BTC huobi USDT okex USDT
STRAT 28.84394118 binance BTC bittrex BTC poloniex BTC
THETA 132.9747978 binance BTC huobi USDT binance USDT
WAVES 12.0146473 binance BTC binance USDT okex USDT
WTC 9.730002359 binance BTC huobi usdt okex USDT
XVG 2900.635819 binance BTC bittrex BTC huobi BTC
XZC 1.774915604 binance BTC bittrex BTC huobi BTC
ZEN 2.750464353 binance BTC bittrex USD okex USDT
ZIL 1516.125511 okex USDT binance USDT huobi USDT
ZRX 72.82587101 coinbase USD binance USDT okex USDT

* KNC is Kyber Network

 

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

Coin Quantity Market 1 Market 2 Market 3
XMR 6.24 kraken USD binance BTC huobi BTC
ZEC 3.20 gdax USDC kraken USD binance TUSD
ZEN 3.05 binance BTC bittrex USD okex USDT
KMD 42.14 binance BTC bittrex BTC huobi BTC
XVG 5749.17 binance BTC bittrex BTC huobi BTC
XZC 3.40 binance BTC bittrex BTC okex USDT
BEAM 19.87 binance USDT binance BTC gateio USDT
GRIN 12.09 poloniex BTC bittrex BTC poloniex USDC

 

ETC

  • Binance ETC/TUSD
  • Bittrex ETC/USD
  • Gdax ETC/USD
  • Kraken ETC/USD

 

 

 

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