Conversation

Replying to

@SBF_FTX

@SBF_Alameda

and

@inversebrah

you mention all elements being capped at 30bp divergence from the median. Which median are you referring to ?

Replying to

and

The median of the elements of the index

Replying to

and

Just to clarify, for the listings that have both a btc and usd(t) pairing in their elements, if the usdt pairs were to diverge significantly from the btc pairs then the index would rebalance ?

SBF

@SBF_FTX

Replying to

@nikospapanas

There aren't any automatic index rebalances, other than capping each element's divergence from the median. However each quarterly expiration we'll review indexes to see if there are any changes we should make.

12:15 PM · Oct 17, 2019Twitter Web App