Kaiko 10 Index.

A benchmark for diversified and liquid crypto exposure

Go beyond Bitcoin and Ethereum
Expand beyond BTC and ETH with a index which by design enables to capture other assets’ performance, despite bitcoin’s market dominance.
Focus on the most liquid assets
Maintain liquidity while mitigating concentration risks by selecting the most mature and widely distributed assets.
Adopt a growing standard
Adopt a growing standard for structured crypto products, supporting key market players. Backed by expert quant research and 24/7 support.

Methodology

Methodology

The Kaiko 10 Index (KT10) tracks the performance of the leading 10 cryptocurrencies according to Kaiko Indices’ digital assets vetting, enabling investors to espanding their strategies beyond BTC and ETH while maintaning liquidity and mitigating concentration risk. The selection process ranks assets based on a 75% size and 25% liquidity weighting, with final index weights allocated 50% to size and 50% to liquidity. A capping factor of 30% limits concentration risk, and the index is reviewed quarterly. Dissemination occurs in real-time every 5 seconds. The index is available at three daily fixings: London Fixing Time(16:00 UTC), Singapore Fixing Time(08:00 UTC), and New York Fixing Time(20:00 UTC).
Features

Features

Family: Kaiko Indices Blue-chips
Dissemination: 3 daily fixings. KT10LDN London Fixing Time(16:00 UTC), KT10SGP Singapore Fixing Time(08:00 UTC), and KT10NYC New York Fixing Time (20:00 UTC) + 1 real-time (5 sec), the KT10.
Capping: 30%
Asset Selection: Leading 10 cryptocurrencies using a 75% size weighting and 25% liquidity weighting.
Weighting: 50% size + 50% liquidity.
Review: Quarterly
Buffering: The top 80% are included, current constituents up to 120% are retained, and new entrants up to 120% fill the remaining positions if needed.
Asset Selection

Asset Selection

KT10 selects the leading 10 cryptocurrencies, from Kaiko’s Investable Universe.