Announcement: Spot Index Upgrade for Margin
To provide a better trading experience for users, KuCoin Margin's spot index calculation will adopt a brand-new method. The upgrade will begin on October 8, 2026. The new index will be gradually rolled out on a per-coin basis, with full migration expected to be completed by October 12. During the upgrade, your trading and assets will not be affected.
The specific changes are as follows:
1.Previous Calculation Method
- Collect the latest quotes of all components in the index every second.
- The median (or average, where applicable) of the exchange index components was used as the spot index price.
- When the number of components was even, the average of the two middle values was taken; when odd, the median was used.
2.New Calculation Method
Price Index
- To ensure fairness and stability, the index price of BTCUSDT is calculated using weighted prices from 5 major exchanges (OKX, Binance, KuCoin, Bybit, GateIO). This approach reduces the impact of abnormal price movements from any single exchange.
- Index Price = Σ (Exchange A's Weight × Exchange A's Spot Price + Exchange B's Weight × Exchange B's Spot Price + … + Exchange N's Weight × Exchange N's Spot Price)
When exchange prices deviate from the median by more than 5%:
- Prices above the median are adjusted to 1.05x the median price.
- Prices below the median are adjusted to 0.95x the median price.
Each exchange's weight is calculated based on trading volume, turnover, liquidity, and price stability. Weights may be adjusted based on market conditions.
3.Index Price Page
You can view the latest Index Price Page and refer to the detailed Index Calculation Rules.