FTSE Bitcoin and Gold Risk Weighted Index Family Statement

This document is a benchmark statement for the FTSE Bitcoin and Gold Risk Weighted Index Family, version 1.1, published in March 2026 by FTSE International Limited. It aims to comply with the EU Benchmark Regulation (EU2016/1011) and related regulatory standards. The statement outlines the publication date, review processes, and the nature of the benchmarks within the family. It specifies that the benchmarks do not use contributions of input data and are classified as non-significant under both UK and EU regulations. The document describes the methodology for calculating the index, which combines the performance of the FTSE Bitcoin Index and the Gold spot price, with the weighting based on historical volatility. It also addresses the potential impact of external factors on the benchmarks and the procedures for changes or cessation of the benchmarks, emphasizing the importance of user awareness regarding these aspects.