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Ken Odeluga
Ken Odeluga
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CF Benchmarks
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Ken Odeluga
Ken Odeluga
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Announcement of Suspension of Bitstamp as a Constituent Exchange to the CF Axie Infinity - Dollar Settlement Price and Spot RateThe Administrator announces that Bitstamp has been suspended until, further
notice, as a Constituent Exchange to the below members of the CF Digital Asset
Index Family - Single Assert Series with immediate effect:
· CF Axie Infinity - Dollar Settlement Price (AXSUSD_RR)
· CF Axie Infinity - Dollar Spot Rate (AXSUSD_RTI)
Furthermore, Bitstamp has also been suspended, until further notice, as a
Constituent Exchange to the calculation of the price of Axie Infinity within the
below benchmarks of
CF Benchmarks
CF Benchmarks
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CF Benchmarks
CF Benchmarks
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Ken Odeluga
Ken Odeluga
5 mins read
Ken Odeluga
Ken Odeluga
5 mins read
Why the London Market Close is the best time to strike NAV for new Aussie Crypto ETFsCF Benchmarks has leveraged its unique position as administrator of the most liquid, established and trusted, regulated Bitcoin benchmark, CME CF Bitcoin Reference Rate (BRR), to determine the optimal time to strike NAV for Aussie Bitcoin ETFs.
Ken Odeluga
Ken Odeluga
4 mins read
CF Digital Asset Classification Structure
How to see Crypto Portfolio Return Drivers in 3D, with DACSAttributing notional digital asset portfolio returns to DACS Categories and Subcategories provides information and insights into the economic reality engendered by holdings at a higher-resolution than is possible from an examination of the assets and their weights alone.
Ken Odeluga
Ken Odeluga
9 mins read
Results of Consultation and Confirmation of Cessation of BenchmarksThe Administrator conducted a consultation with index users and market
participants concerning the proposed cessation of certain benchmarks within the
CF Digital Asset Index Family between March 28th and April 11th 2022.
* CF Litecoin - Dollar Settlement Price
* CF Litecoin - Dollar Spot Rate
* CF Bitcoin Cash - Dollar Settlement Price
* CF Bitcoin Cash - Dollar Spot Rate
There were no responses received to this consultation and nor were there any
queries regarding any aspects of its impl
CF Benchmarks
CF Benchmarks
1 mins read
Consultation on Cessation of the CF Bitcoin Cash - Dollar Settlement Price & Spot Rate ands Litecoin - Dollar Settlement Price and Spot Rate is now ClosedThe Administrator confirms the consultation for the proposed cessation of these
benchmarks is now closed.
The results of the consultation and confirmation of Administrators actions will
be communicated shortly
Should any users wish to file a complaint regarding this consultation and
cessation process this can be done confidentially at [email protected]
CF Benchmarks
CF Benchmarks
0 mins read
Expansion of the CME CF Cryptocurrency Pricing Products Family to include 11 new Digital AssetsCF Benchmarks [https://blog.cfbenchmarks.com/], the leading provider of
cryptocurrency benchmark indices announces the launch of 11 new cryptocurrency
reference rates and real-time indices to the CME CF Cryptocurency Pricing
Products, which will be calculated and published daily beginning April 25 and
give benchmark index pricing for the below assets:
* Algorand (ALGO)
* Bitcoin Cash (BCH)
* Cardano (ADA)
* Chainlink (LINK)
* Cosmos (ATOM)
* Litecoin (LTC)
* Polkadot (DOT)
* Polygon (MA
CF Benchmarks
CF Benchmarks
2 mins read
Results of Consultation for Proposed Methodology Parameter Changes to certain CF Cryptocurrency Settlement Prices and Confirmation of Implementation
The Administrator conducted a consultation with index users and market
participants concerning proposed methodology parameter changes to the below
benchmarks of the CF Digital Asset Index Family between 1000 LDN March 21st and
1000 LDN March 28th:
* CF Chainlink Dollar Settlement Price
* CF Stellar Lumens Dollar Settlement Price
* CF Tezos Dollar Settlement Price
There were no responses received to this consultation and nor were there any
queries regarding any aspects of the proposed chang
CF Benchmarks
CF Benchmarks
1 mins read
Cessation of Certain Settlement Prices and Spot Rates of the CF Cryptocurrency Index FamilyThe Administrator hereby announces the cessation of the following benchmarks
from the CF Cryptocurrency Index Family:
Benchmark
Bloomberg
CF Cardano – Dollar Settlement Price
CFADAUSL
CF Cardano – Dollar Spot Rate
N/A
CF Cosmos – Dollar Settlement Price
CFATOUSL
CF Cosmos – Dollar Spot Rate
N/A
CF Algorand – Dollar Settlement Price
CFALGUSL
CF Algorand – Dollar Spot Rate
N/A
CF Chainlink – Dollar Settlement
Price
CFLINUSL
CF Chainlink – Dollar Spot Rate
N/A
CF Uniswap – Dolla
CF Benchmarks
CF Benchmarks
2 mins read
Cessation of the CF Bitcoin US Settlement Price and CF Ether-Dollar US Settlement PriceThe Administrator hereby announces the cessation of the below benchmarks from
the CF Cryptocurrency Index Family:
Benchmark
CFB Ticker
Bloomberg
CF Bitcoin US Settlement Price
XBTUSD_US_RR
CFXBTUSN
CF Ether Dollar US Settlement Price
ETHUSD_US_RR
CFETHUSN
To promote an orderly transition and minimise any market impact these benchmarks
will continue to be published and provision shall cease from 1200 London time on
April 25th 2022, meaning that the last values to be published shall be
CF Benchmarks
CF Benchmarks
1 mins read
Consultation on Cessation of the CF Bitcoin Cash - Dollar Settlement Price & Spot Rate ands Litecoin - Dollar Settlement Price and Spot Rate is now OpenThe consultation regarding the Administrators proposal of cessation of the
following benchmarks that are members of the CF Digital Asset Index Family is
now open:
Benchmark
Bloomberg
CF Bitcoin Cash – Dollar Settlement Price
CFBCHUSL
CF Bitcoin Cash – Dollar Spot Rate
N/A
CF Litecoin – Dollar Settlement Price
CFLTCUSL
CF Litecoin – Dollar Spot Rate
N/A
Rationale for Cessation
The reason for cessation of these benchmarks is commercial as the Administrator
shall be launching benchmarks
Sui Chung
Sui Chung
1 mins read
Consultation on Parameter Changes to Certain CF Settlement Prices now ClosedThe consultation
[https://blog.cfbenchmarks.com/consultation-on-methdology-parameter-changes-to-certain-cf-settlement-prices-now-open/]
regarding changes to methodology parameters to the following CF Settlement
Prices s now closed:
* CF Tezos - Dollar Settlement Price
* CF Stellar Lumens – Dollar Settlement Price
* CF Chainlink- Dollar Settlement Price
The Administrator will inform stakeholders of the results of the consultation
without undue delay.
Should any market participants have an
Sui Chung
Sui Chung
1 mins read
Announcement of a Consultation on the Cessation of the CF Bitcoin Cash - Dollar Settlement Price & Spot Rate and CF Litecoin – Dollar Settlement Price & Spot Rate
The Administrator hereby announces that a consultation shall be launched for the
Administrator proposal of cessation of the following benchmarks that are members
of the CF Cryptocurrency Index Family:
Benchmark
Bloomberg
CF Bitcoin Cash – Dollar Settlement
Price
CFBCHUSL
CF Bitcoin Cash – Dollar Spot Rate
N/A
CF Litecoin – Dollar Settlement Price
CFLTCUSL
CF Litecoin – Dollar Spot Rate
N/A
Rationale for Cessation
The reason for cessation of these benchmarks is commercial and the A
CF Benchmarks
CF Benchmarks
2 mins read
Consultation on Methodology Parameter Changes to certain CF Settlement Prices now OpenThe consultation process to a methodology change to the following benchmarks
within the CF Digital Asset Index Family are now open:
* CF Chainlink- Dollar Settlement Price
* CF Tezos - Dollar Settlement Price
* CF Stellar Lumens – Dollar Settlement Price
The methodology of calculation for these benchmarks utilises an observation
window during which the Administrator collects data associated with transactions
that have taken place on the venues it utilises as input data sources (CF
Constitue
CF Benchmarks
CF Benchmarks
1 mins read
Hashdex to launch world's first pure-play Web 3.0 ETF, WEB311, powered by CF Web 3.0 Smart Contract Platforms IndexThe CF Web 3.0 Smart Contract Platforms Index is a liquid, investible benchmark portfolio index that tracks the return performance of smart contract platforms within the digital asset space
CF Benchmarks
CF Benchmarks
2 mins read
Announcement of Methodology Change Consultation for Benchmarks within the CF Digital Asset Index FamilyThe Administrator wishes to inform benchmark users that it will be launching a
consultation process to a methodology change to the following benchmarks within
the CF Digital Asset Index Family:
* CF Chainlink- Dollar Settlement Price
* CF Tezos - Dollar Settlement Price
* CF Stellar Lumens – Dollar Settlement Price
The methodology of calculation for these benchmarks utilises an observation
window during which the Administrator collects data associated with transactions
that have taken place
CF Benchmarks
CF Benchmarks
1 mins read
CF Digital Culture Index benchmarks protocols of funInstitutional participants seeking to capture alpha from material present and promising future opportunities in the Metaverse, NFTs, video games and digitalised music consumption, can now do so via a secure, replicable, methodology devised by a regulated Benchmark Administrator
Ken Odeluga
Ken Odeluga
6 mins read
CF Benchmarks
CF Benchmarks
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Ken Odeluga
Ken Odeluga
4 mins read
Ken Odeluga
Ken Odeluga
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CF Benchmarks
CF Benchmarks
3 mins read
CF Benchmarks launches Settlement Prices and Spot Rate indices for AMP, CRV, GRT, MKR, SNX, YFICF Benchmarks is continuing to broaden its range of regulated benchmarks for the leading platform tokens, ensuring that the highest standards of price accuracy and governance are in place as institutional volumes approach critical mass.
Ken Odeluga
Ken Odeluga
5 mins read
CF Benchmarks launches Settlement Price and Spot Rate indices for AAVE, DOGE, DOT, MATIC, SOLDogecoin now reaches another definitive milestone with the launch of regulated Benchmark Indices calculated by CF Benchmarks, the only UK FCA regulated cryptocurrency Benchmark Administrator, providing reliable, representative, and replicable DOGE pricing.
CF Benchmarks
CF Benchmarks
3 mins read
CF Benchmarks
CF Benchmarks
2 mins read
Changes to the CF Ultra Cap 5 Methodology and CF Cryptocurrency Index Family - Multi Asset Ground RulesThe Administrator wishes to announce certain changes to index methodologies and
ground rules with immediate effect.
CF Cryptocurrency Ultra Cap 5 Index
Index rebalancing frequency changed from monthly to quarterly
CF Cryptocurrency Index Family - Multi Asset Ground Rules
Additional sections regarding:
* Liquidity Screening - Asset Turnover
* Thematic and Sector Indices
* Equal Weighing Methods
* Weight Capping Methods
In accordance with CF Benchmarks policies these changes will not req
CF Benchmarks
CF Benchmarks
0 mins read
Bitcoin futures ETFs with end-to-end regulation in focusAccepting that the series of the statements has been a coherent, deliberate build-up to Gensler’s August remarks, the probability—if not the inevitability—of the SEC approving a form of Bitcoin ETF in the relatively near future appears to increase.
Ken Odeluga
Ken Odeluga
6 mins read
CF Benchmarks launches Settlement Price and Spot Rate indices for DeFi coins UNI and COMP, plus utility tokens ADA and FILDecentralised finance (DeFi) is receiving one of its strongest corroborations yet as a force to be reckoned with across the established financial world as CF Benchmarks brings its regulated Benchmark Methodology to prices for Uniswap and Compound
Ken Odeluga
Ken Odeluga
3 mins read
CF Benchmarks Ultra Cap 5 Reconstitution - Constituent Changes and WeightsAdditions
* Cardano (ADA)
Removals
* Litecoin (LTC)
Final Portfolio & Weights
* Bitcoin - 62.98%
* Ether - 28.86%
* Cardano - 4.91%
* Ripple XRP - 2.50%
* Chainlink 0.75%
Portfolio and weight changes come into effect at the Rebalance Implementation
Point - 1600 London time on August 2nd 2021.
Should any index users have any questions or queries please do not hesitate to
contact the CF Benchmarks team - [email protected]
CF Benchmarks
CF Benchmarks
0 mins read
ProFunds launches First U.S. Bitcoin Mutual Fund – with CF Benchmarks-powered Performance IndexBTCFX instantly becomes the first widely available U.S. cryptocurrency fund – distinct from numerous crypto funds that are only available to accredited investors. This fact alone makes the news a true watershed moment for Bitcoin and crypto.
Ken Odeluga
Ken Odeluga
2 mins read
CME CF Cryptocurrency Reference Rates Methodology ChangeFurther to the previous announcement [https://blog.cfbenchmarks.com/untitled-3/]the
Administrator wishes to remind index users that the methodology for the CME CF
Cryptocurrency Reference Rates will be changed on July 30th 2021 at 1630 London
time, meaning that the calculation of the CME CF Cryptocurrency Reference Rates
for July 31st 2021 onwards will be calculated utilising the revised methodology.
The confirmed changes are provided below, changes have been underlined and
replacement text is
Sui Chung
Sui Chung
1 mins read
Results of Consultation for Proposed Methodology Changes to the CF Cryptocurrency Settlement Prices and Confirmation of ImplementationThe Administrator conducted a consultation with index users and market
participants concerning proposed methodology changes
[https://blog.cfbenchmarks.com/announcing-a-consultation-on-changes-to-the-cme-cf-bitcoin-reference-rate-methodology/]
to the CF Cryptocurrency Settlement Prices. between 1000 LDN May 24th and 1600
LDN June 4th.
There were no responses received to this consultation and nor were there any
queries regarding any aspects of the proposed change.
The Administrator can now conf
Sui Chung
Sui Chung
1 mins read
Results of Consultation for Proposed Methodology Changes to the CME CF Cryptocurrency Reference Rates and Confirmation of ImplementationThe Administrator conducted a consultation with index users and market
participants concerning proposed methodology changes
[https://blog.cfbenchmarks.com/announcing-a-consultation-on-changes-to-the-cme-cf-bitcoin-reference-rate-methodology/]
to the CME CF Cryptocurrency Reference Rates. between 1000 LDN May 4th and 1600
LDN May 18th.
There were no responses received to this consultation and nor were there any
queries regarding any aspects of the proposed change.
The Administrator can now con
CF Benchmarks
CF Benchmarks
1 mins read
Ken Odeluga
Ken Odeluga
4 mins read
Nasdaq Crypto Index - Reconstitution and Rebalance AnnouncementThe Calculation Agent announces that there will be 2 new constituents of the
Nasdaq Crypto Index (NCI) when the index is re-constituted on June 1st 2021:
Filecoin and Uniswap. In accordance with the methodology the constituents and
their respective free float supplies observed at 23:59:59 UTC on May 24th are:
AssetTickerFree Float SupplyBitcoin CashBCH12760087.04BitcoinBTC14878243.37
EthereumETH106448409.10FilecoinFIL81655129.94ChainlinkLINK359950448.31Litecoin
LTC64548574.16UniswapUNI28825259
CF Benchmarks
CF Benchmarks
1 mins read
Consultation on Methodology Changes to CF Cryptocurrency Settlement Prices Now OpenThe Administrator announces that a consultation on proposed changes to the
methodology for the below benchmarks has begun
* CF Bitcoin Dollar US Settlement Price
* CF Litecoin Dollar Settlement Price
* CF Bitcoin Cash Dollar Settlement Price
* CF Ripple XRP Dollar Settlement Price
* CF Chainlink Dollar Settlement Price
* CF EOS Dollar Settlement Price
* CF Tezos Dollar Settlement Price
* CF Stellar Lumens Dollar Settlement Price
* CF Cosmos Dollar Settlement Price
* CF Algorand Dolla
CF Benchmarks
CF Benchmarks
6 mins read
Ken Odeluga
Ken Odeluga
3 mins read
CME CF Cryptocurrency Reference Rate Methodology Change Consultation ClosedThe Administrator confirms that the methodology change consultation for
potential changes to the Methodology for the CME CF Cryptocurrency Reference
Rates has now closed.
The results of the consultation and the Administrators final decision on the
proposed changes will be announced shortly.
CF Benchmarks
CF Benchmarks
0 mins read
Update to CF Cryptocurrency Index Family - Multi Asset Series Ground RulesThe Administrator announces an update to the CF Cryptocurrency Index Family -
Multi Asset Series Ground Rules has now been published. The impacted benchmarks
are:
CF Cryptocurrency Ultra Cap 5
The updated rules come into effect immediately and oversight to these changes
was provided by the CF Oversight Function
CF Benchmarks
CF Benchmarks
0 mins read
The consultation on changes to the methodology of the CME CF Cryptocurrency Reference Rates is now openThe consultation on proposed changes to the methodology for the CME CF
References Rates is now open and will impact the following benchmarks only:
· CME CF Bitcoin Reference Rate (BRR)
· CME CF Ether Dollar Reference Rate (ETHUSD_RR)
The Administrator proposes changes relating to the below sections of the
Methodology only
· Section 5 - Contingency Calculation Rules
· A new Section 6 – Restatement & Republishing
· A new Section 7 – Market Failure Events
The proposed changes are provided be
CF Benchmarks
CF Benchmarks
3 mins read
Ken Odeluga
Ken Odeluga
8 mins read
Announcing a Consultation on Changes to the CME CF Reference Rates MethodologyThe Administrator announces that it will initiate a consultation on proposed
changes to the methodology for the CME CF References Rates:
· CME CF Bitcoin Reference Rate (BRR)
· CME CF Ether Dollar Reference Rate (ETHUSD_RR)
The Administrator shall propose changes relating to the below sections of the
Methodology only
· Section 5 - Contingency Calculation Rules
· A new Section 6 – Restatement & Republishing
· A new Section 7 – Market Failure Events
The proposed changes are provided below,
Sui Chung
Sui Chung
2 mins read
Ken Odeluga
Ken Odeluga
4 mins read
BRR Power: updated research backs the index againUltimately, demonstrating that the BRR continued to meet the most stringent standards of those qualities underpins the stated aim of the research in the first place: to validate the BRR as a superior reference price for providers of regulated Bitcoin financial products, chiefly ETFs.
Ken Odeluga
Ken Odeluga
5 mins read
Ken Odeluga
Ken Odeluga
3 mins read
Nasdaq Crypto Index - Reconstitution and Rebalance AnnouncementThe Calculation Agent announces that there will be no change to the constituents
of the Nasdaq Crypto Index (NCI) when the index is re-constituted on March 1st
2021. In accordance with the methodology the constituents and their respective
free float supplies observed at 23:59:59 UTC on February 22nd are:
The reconstitution and rebalance of the NCI will take place on March 1st 2021.
To view the both the NCI Real Time Index and NCI Daily Settlement Price click
here
[https://blog.cfbenchmarks.c
CF Benchmarks
CF Benchmarks
1 mins read
Ken Odeluga
Ken Odeluga
5 mins read
CF Benchmarks Announces Constituent Exchange Changes to Benchmarks of the CF Cryptocurrency Index FamilyThe Administrator announces that the following Constituent Exchange changes will
come into effect at 1630 London Time on February Friday February 26th
In accordance with the Administrators policies the process for approving these
changes have been overseen by the CF Cryptocurrency Index Family Oversight
Function
CF Benchmarks
CF Benchmarks
1 mins read
CF Benchmarks
CF Benchmarks
2 mins read
Results of Consultation for Demising the indices of the Ripple XRP Bitcoin pair and Confirmation of ImplementationThe Administrator conducted a consultation with index users and market
participants for the proposed demising of the CF Ripple XRP - Bitcoin Settlement
Price and CF Ripple XRP - Bitcoin Spot Rate , members of the CF Cryptocurrency
Index Family, between 1000 LDN January 30th and 1600 LDN February 5th.
There were no responses received to this consultation and nor were there any
queries regarding any aspects of the proposed change.
The Administrator can now confirm it will implement the proposed
CF Benchmarks
CF Benchmarks
1 mins read
Ken Odeluga
Ken Odeluga
5 mins read
CF Benchmarks appointed Calculation Agent for Nasdaq Crypto Index (NCI)Nasdaq, Inc. has launched the Nasdaq Crypto Index (NCI) with CF Benchmarks as
Calculation Agent. The NCI is a benchmark index that has been designed to
measure the performance of a significant portion of the digital asset market and
to provide a benchmark for institutional investment in this new and emerging
asset class. The Index is specifically designed to be dynamic in nature, broadly
representative of the market, and readily trackable by investors. The first
licensee of the index is digital
CF Benchmarks
CF Benchmarks
1 mins read
CF Benchmarks
CF Benchmarks
0 mins read
Ether Futures settling to CF Benchmarks' Ether Dollar Reference Rate start tradingEnd-to-end oversight will make CME Ether Futures the only fully regulated Ether market in the world. Consequently, participants can have complete confidence in its integrity, regulatory compliance, transparency and accuracy.
CF Benchmarks
CF Benchmarks
1 mins read
Consultation on demising the indices of the Ripple Bitcoin Pair now openThe consultation on the proposed demising of the CF Ripple-Bitcoin Settlement
Price and CF Ripple Bitcoin Spot Rate, members of the CF Cryptocurrency Index
Family, is now open
Proposed Date of Implementation
The Administrator proposes to demise both benchmarks at 1630 London time on
February 11th. This means that the CF Ripple-Bitcoin Settlement Price published
on February 11th 2021 will be the final value for this benchmark whilst the
final value for the CF Ripple Bitcoin Spot Rate shall be p
CF Benchmarks
CF Benchmarks
2 mins read
Announcement of a Consultation on the Cessation of the CF Ripple - Bitcoin Settlement Price and CF Ripple -Bitcoin Spot RateThe Administrator announces it will conduct a consultation on the cessation of
the CF Ripple - Bitcoin Spot Rate and CF Ripple Bitcoin Settlement Price. The
Administrator announces that it will initiate a consultation on the proposed
demising of the CF Ripple-Bitcoin Settlement Price and CF Ripple Bitcoin Spot
Rate, members of the CF Cryptocurrency Index Family.
Proposed Date of Implementation
The Administrator proposes to demise both benchmarks at 1630 London time on
February 11th. This means
CF Benchmarks
CF Benchmarks
2 mins read
Ken Odeluga
Ken Odeluga
3 mins read
Suspension of Coinbase from CF Ripple XRP-Dollar and CF Ripple XRP-Bitcoin IndicesFrom January 20th the Administrator has suspended Constituent Exchange Coinbase
from the below indices:
* CF Ripple XRP - Dollar Settlement Price
* CF Ripple XRP - Dollar Spot Rate
* CF Ripple XRP - Bitcoin Settlement Price
* CF Ripple XRP - Bitcoin Spot Rate
This is due to the suspension of all Ripple XRP markets operated by Coinbase.
This suspension is indefinite.
Should index users have any questions or queries please contact the
Administrator at [email protected]
CF Benchmarks
CF Benchmarks
0 mins read
CF Benchmarks Recap - Issue 15With a CFTC-regulated futures market operated by the CME Group now accounting for the highest BTC-USD open interest, among other elements of a more mature crypto market place than existed in 2017, brave forecasts of what might happen next based on BTC’s trajectory then, are void
Ken Odeluga
Ken Odeluga
4 mins read
UPDATED - CF Benchmarks Cryptocurrency Tax and Reporting CalendarOur unique cryptocurrency reporting tool now includes the ill imprtant index
values for December 31st 2020
How CF Benchmarks Cryptocurrency Price Indices can help you report the value of
cryptocurrency holdings and earnings to tax authorities, auditors and other
stakeholders that might scrutinise your valuations.
This is not and is not intended to be tax advice in any jurisdiction of the
world. You should consult your own tax, legal and accounting advisors for any
advice on tax matters.
The
CF Benchmarks
CF Benchmarks
5 mins read
CF Benchmarks Ultra Cap 5 - Constituent Changes and WeightsThe Administrator announces the final portfolio composition and index weights
for the CF Ultra Cap 5 Index.
Additions
* Chainlink (LINK)
Removals
* Bitcoin Cash (BCH)
Final Portfolio & Weights
* Bitcoin - 75.57%
* Ether - 15.94%
* Ripple XRP - 5.66%
* Litecoin 1.49%
* Chainlink 1.34%
Portfolio and weight changes will be come into effect at the Rebalance
Implementation Point - 1600 New York time on Friday, November 27th.
Should any index users have any questions or queries please do
CF Benchmarks
CF Benchmarks
1 mins read
CF Benchmarks Ultra Cap 5 - Constituent ReviewThe Administrator announces portfolio composition changes to the CF Ultra Cap 5
Index in light of the November 2020 constituent review carried out in accordance
with the CF Cryptocurrency Index Family - Multi Asset Ground Rules
Additions
* Chainlink (LINK)
Removals
* Bitcoin Cash (BCH)
Final Portfolio & Pricing Sources
* Bitcoin (CME CF BRTI)
* Chainlink (CF LINKUSD_RTI)
* Ether (CME CF ETHUSD_RTI)
* Litecoin (CF LTCUSD_RTI)
* Ripple XRP (CF XRPUSD_RTI)
The weights for each constitue
CF Benchmarks
CF Benchmarks
1 mins read
Ken Odeluga
Ken Odeluga
4 mins read
Not quite a crypto cliff-hangerThough a clear election end point may still be days away, as votes continue to be counted, wrangled over, and possibly even argued over in court, it’s clear that stocks and other risky assets—including crypto—are taking cues from clear probabilities and a handful of certainties in the bag so far.
Ken Odeluga
Ken Odeluga
3 mins read
Ken Odeluga
Ken Odeluga
3 mins read
CF Benchmarks
CF Benchmarks
3 mins read
CF Benchmarks
CF Benchmarks
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CF Benchmarks
CF Benchmarks
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CF Benchmarks
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CF Benchmarks
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CF Benchmarks
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CF Benchmarks
CF Benchmarks
8 mins read
Implementation Change to the Potentially Erroneous Data Parameter for all CME CF Real Time IndicesThe Administrator announces a change to the implementation of the Potentially
Erroneous Data Parameter as described in section 5.3 of the CME CF Real Time
Indices Methodology Guide
[https://docs-cfbenchmarks.s3.amazonaws.com/CME+CF+Real+Time+Indices+Methodology.pdf]
that will become effective September 14th c. 1630 London time.
Exclusion of a constituent exchange orderbook from the calculation continues to
be triggered by it exhibiting a mid-price that is deviated from the other valid
exchange
CF Benchmarks
CF Benchmarks
1 mins read
Implementation Change to the Potentially Erroneous Data Parameter for all CF Spot RatesThe Administrator announces a change to the implementation of the Potentially
Erroneous Data Parameter as described in section 5.3 of the CF Spot Rate
Methodology Guide
[https://docs-cfbenchmarks.s3.amazonaws.com/CME+CF+Real+Time+Indices+Methodology.pdf]
that will become effective September 14th c. 1630 London time.
Exclusion of a constituent exchange orderbook from the calculation continues to
be triggered by it exhibiting a mid-price that is deviated from the other valid
exchanges by a perce
CF Benchmarks
CF Benchmarks
1 mins read
Press release: CF Benchmarks to Provide Crypto Price Indexes for BlockFi Lending Products"With FCA-regulated cryptocurrency indexes behind our products, our clients can be confident knowing they’re getting the most trusted information to best inform their investment strategies and decisions no matter what time of day it is,” said Zac Prince, CEO of BlockFi.
CF Benchmarks
CF Benchmarks
2 mins read
CF Benchmarks
CF Benchmarks
3 mins read
Press release: CF Benchmarks pioneers world’s first crypto market benchmark indexThe “CF Benchmarks Ultra Cap 5” Cryptocurrency Index is the first true beta
benchmark for crypto, covering about 75% of the entire crypto market
LONDON, 19 August 2020 -- CF Benchmarks, the leading cryptocurrency index
provider, has launched an index that accurately reflects the circulating supply
of each comprising crypto (or index constituent). The CF Benchmarks Ultra Cap 5
is fully rules-based and free float market capitalisation weighted. The index
represents more than 75% of the entire cry
CF Benchmarks
CF Benchmarks
2 mins read
Introducing the CF Cryptocurrency Ultra Cap 5 IndexThe CF Cryptocurrency Ultra Cap 5 Index accurately reveals which coins are
driving the crypto market
There’s no mistaking that the crypto world is evolving at a dizzying pace. ‘
Total Value Locked [https://defipulse.com/]’ in DeFi (decentralized finance)
recently passed $4bn for the first time. High profile investors like Paul Tudor
Jones and hedge fund Renaissance Technologies have piled in of late. Ether
futures volumes notched new daily highs in early August after Bitcoin’s
turbo-charged acc
CF Benchmarks
CF Benchmarks
4 mins read
Ether posts strong returns of 11.9% in May and 2020 gains hit 82.5% * 2020 gains continue for Ether through May but Ether-Dollar Reference Rate
shows the second largest crypto is still in negative territory (-9.3%) over
the past 12-months
* Returns since ETH hit its 2020 low ($113.62 March 16) stand at over 108%
* Volumes trended lower but were still well ahead of the lull seen in January
CF Benchmarks
CF Benchmarks
0 mins read
Bitcoin Returns 7.7% in May and 32.6% for 2020 * May saw the BRR almost touch $10,000, hitting a month high of $9,952 on May
8, on that day the BRR showed Bitcoin returned a staggering 96.6% from its
2020 low ($5082.7 March 16)
* The annual return stood at 13.2% with YTD returns even better at 32.6%, but
from its 2020 low ($5062.68, March 16) the BRR shows Bitcoin returning a
staggering
* Volumes remained strong and May 21 saw a volume surge as Bitcoin pared back
some of its gains
CF Benchmarks
CF Benchmarks
1 mins read
CF Benchmarks Launches Indices for Tezos, Stellar Lumens and EOSCF Benchmarks will begin publishing benchmark indices for Tezos (XTZ), Stellar
Lumens (XLM) and EOS (EOS) to USD from today.
Each asset will be represented by both a once a day Settlement Price and a per
second Spot Rate, published 365 days a year. Transaction and Order Book data for
these indices will be drawn from Coinbase and Kraken. The new indices will
become the latest members of the CF Cryptocurrency Index Family - full index
methodology and governance documents can be found here
[https
CF Benchmarks
CF Benchmarks
1 mins read
ETH returns 61% in April, the best monthly return since May 2019 (64%), recovering most of its March losses * ETH remains 24.4% off its 2020 high yet still shows an impressive 60.6% YTD
return
* Aggregate volumes in April (713,389) trail March (934,680) but were still
significantly ahead of January (247,500) and February (534,707)
* April 23rd saw volumes of 120,812 ETH traded, only slightly behind "Black
Thursday" - March 13th (123,248)
CF Benchmarks
CF Benchmarks
0 mins read
Bitcoin recovers most of its March losses, but remains 14.4% below its 2020 high * BRR shows Bitcoin recovers most of its March losses, on April 30th BRR was
$8848.5 sitting just 3.1% below the March high of $9127.1 set on March 7th.
* YTD returns at April 30th are a healthy 22.8% but Bitcoin is still 14.4%
below its 2020 high of $10,336.0 set on February
* Aggregate BRR volume of 74,656 XBT for April was significantly lower than
March's record volumes (103,765 XBT) but still a long way ahead of volumes
seen in Jan (35,034 XBT) and Feb (44,538 XBT)
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Website improvementsAt CF Benchmarks, we're always trying to improve our infrastructure. One area
we've been focusing recently is our website.
Last year we spent some time revamping the site. We gave it more of a dashboard
feel, improving the graphs and adding a bit more data content. Once that was
deployed, the data looked great, but we felt we could do more to improve our
news posts.
Until recently, our news items were all simple text based posts that were
difficult to write and publish. We wanted the abili
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BRR sees record volumes as Bitcoin falls 24.6% in March * BRR sees record monthly volumes of 103,765 XBT traded in March, more than
double February
* Over 14,000 XBT were traded on March 13th - Black Friday
* Bitcoin ends the month 24.6% lower, after recovering towards the second half,
losses stood at 41% on March 16th
* Rolling 24hr volatility of the CME CF Bitcoin Real Time Index reached 70% on
March 13th 0305 UTC
https://twitter.com/CFBenchmarks/status/1238477558401904640
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BRR falls 7.5% in Feb'20 on strongest monthly volumes since July'19 * Total aggregate volumes traded in Feb'20 increased by 27.1% vs Jan'20,
reaching 44,538 BTC, despite a short month
* Feb'20 (44,538 BTC, $434.9M) saw the strongest monthly volumes since July'19
(83,151 BTC, $883.1M)
* Feb 11th 2020 saw 7,268 BTC/ $72.9M traded, the highest daily volumes
recorded for the BRR since Nov 21st 2019 - 12,577 $95.3M
* Coinbase gained over 5% in share vs. the previous month
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Ether-Dollar Reference Rate posts 23.2% return in Feb'20 amidst record breaking volumes * Best monthly return for ETH-USD Reference Rate since May'19 and second best
month on record
* Aggregate volumes in Feb'20 (534,707 ETH, $130.5M) smash all previous records
- Dec'18 (457,417 ETH) and May'18 ($79M)
* Feb 15th 2020 saw all-time record dollar volume of $15.9M, topping the
previous high of $11M set on Nov 21st 2019
* Month high of $279.94 (Feb 19th) is highest since July 10th 2019
* Volumes recorded surged 127.8% vs Jan'20
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Bitcoin climbs 28.7% in Jan, amidst smoother trading volumes than DecCME CF Bitcoin Reference Rate January 2020 * Aggregate volume captured by the
BRR in Jan '20 15% lower than Dec '19
* Highest volume day in (Jan 14) saw
42% less volume than the highest volume day in previous month (Dec 9),
pointing to smoother trading volumes in Jan
* Bitstamp increased share of volume
by 4 percentage, whilst Coinbase share fell 3.5 percentage points month to
month
* Average trade size in Jan'20 fell
to 0.2598 BTC from 0.2879 BTC in Dec'19
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Announcement of Changes to the Order Size Cap Parameter for CME CF Real Time IndicesThe Administrator announces that the Order Size Cap Parameter utilised in the calculation of the CME CF Real Time Indices (RTI) will be dynamically calculated on December 2nd 2019. This will replace the static caps that are currently utilised.
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CF Benchmarks
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Gemini to be included as a Constituent Exchange to the CME CF and CF Index FamiliesThe Administrator announces it will include Gemini as a constituent exchange to
a number of indices on August 30, 2019.
From around 1630 London time the following indices include orders from Gemini as
input data:
* CME CF Bitcoin Real Time Index
* CME CF Ether-Dollar Real Time Index
* CF Bitcoin Cash-Dollar Spot Rate
* CF Litecoin-Dollar Spot Rate
Beginning August 31, 2019 the following indices will include transactions from
Gemini as input data:
* CME CF Bitcoin Reference Rate
* CME C
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CF Benchmarks adds Gemini as Constituent Exchange to Reference Rate Underpinning CME Bitcoin Futures, Other IndicesPRESS RELEASE
LONDON, August 8th 2019 – CF Benchmarks, the leading cryptocurrency index
provider formerly known as Crypto Facilities Indices, today announced it is
adding the market data of Gemini Trust Company, LLC (Gemini), a cryptocurrency
exchange and custodian, to its eight cryptocurrency indices. This includes the
CME CF Bitcoin Reference Rate and CME CF Bitcoin Real Time Index, and the CME CF
Ether-Dollar Reference Rate and CME CF Ether-Dollar Real Time Index, among other
cryptocurrency
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CF Benchmarks
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Gemini to be added as a Constituent Exchange to the CME CF Cryptocurrency Pricing ProductsThe Administrator announces it will include Gemini as a constituent exchange to
the CME CF Cryptocurrency Pricing Products on August 30 2019.
* At around 1630 London time the CME CF Bitcoin Real Time Index (BRTI) and CME
CF Ether-Dollar Real Time Index will include orders from Gemini as input data
* Beginning August 31, 2019 the CME CF Bitcoin Reference Rate (BRR) and CME CF
Ether-Dollar Reference Rate will include transactions from Gemini as input
data.
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Gemini to be added as a Constituent Exchange to the CF Cryptocurrency Index FamilyThe Administrator announces it will include Gemini as a constituent exchange to
the CF Cryptocurrency Index Family on August 30 2019.
* At around 1630 London time the CF Bitcoin Cash-Dollar Spot Rate and CF
Litecon-Dollar Spot Rate will include orders from Gemini as input data
* Beginning August 31, 2019 the CF Bitcoin Cash Settlement Price CF
Litecoin-Dollar Settlement Price will include transactions from Gemini as
input data.
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CF Benchmarks
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itBit to be included as a Constituent Exchange to the CME CF Ether-Dollar Reference Rate and CME CF Ether-Dollar Real Time IndexThe Administrator announces it will include itBit as a constituent exchange to
the CME CF Ether-Dollar Reference Rate and the CME CF Ether-Dollar Real Time
Index on July 15 2019.
* At around 1630 London time the CME CF Ether-Dollar Real Time Index include
orders from itBit as input data
* Beginning July 16, 2019 the CME CF Ether-Dollar Reference Rate will include
transactions from itBit as input data.
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Constituent Exchanges to CF Cryptocurrency Index Family Inaccessible for a Period on July 2nd 2019The Administrator wishes to inform users of the CF Cryptocurrency Index Family
that both the websites and API’s of some of the Constituent Exchanges from which
the Administrator utilises orderbooks and transactions as input data to the
calculation of the indices were inaccessible for a period today. This issue was
caused by the widely used web security software provider Cloudflare suffering a
network outage between 1344 and 1408 UTC.
The Administrator confirms that all members of the CF Cryptoc
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Constituent Exchanges to CME CF Cryptocurrency Pricing Products Inaccessible for a Period on July 2nd 2019The Administrator wishes to inform users of the CME CF Cryptocurrency Pricing
Products that both the websites and API’s of some of the Constituent Exchanges
from which the Administrator utilises orderbooks and transactions as input data
to the calculation of the indices were inaccessible for a period today. This
issue was caused by the widely used web security software provider Cloudflare
suffering a network outage between 1344 and 1408 UTC.
The Administrator confirms that all CME CF Cryptocurr
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Announcement of the Removal of Bitfinex as a Constituent Exchange to the CF Ripple-Bitcoin Settlement Price and CF Ripple-Bitcoin Spot RateThe Administrator shall implement the removal of Bitfinex as a constituent
exchange to the CF Ripple-Bitcoin Settlement Price and the CF Ripple-Bitcoin
Spot Rate on July 2nd 2019 at around 1630 LDN time. This means from that time
Bitfinex will no longer contribute to the CF Bitcoin-Ripple Spot Rate and also
means that the calculation of the CF Ripple-Bitcoin Settlement Price for July
3rd 2019 onwards will not include any transactions from Bitfinex.
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CF Benchmarks Indices UpdateAt approximately 1630 UTC, a scheduled update to the CF Benchmarks system will
begin. This should take no longer than 30 minutes. This update could result in
the CME CF Real Time Indices and the CF Spot Rates being unavailable for a brief
period. Other Crypto Facilities systems will be unaffected.
This update will change the order size cap of the CF Bitcoin Cash-Dollar Spot
Rate from 100 to 500 and the CF Ripple-Dollar Spot Rate from 100,000 to 400,000.
This update will also change the leng
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Results of Methodology Parameter Change Consultation for CF Ripple Bitcoin Settlement Price and Confirmation of ImplementationThe Administrator conducted a consultation with index users and market
participants for proposed index methodology parameter changes to the CF
Ripple-Bitcoin Settlement Price, a member of the CF Cryptocurrency Index Family,
between 0900 LDN May 10th and 1600 LDN May 24th.
There were no responses received to this consultation and nor were there any
queries regarding any aspects of the proposed change.
The Administrator can now confirm it will implement the proposed change of
amending the method
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Consultation for Proposed Methodology Change to CF Ripple-Bitcoin Settlement Price Now ClosedThe consultation for the proposed parameter change to the CF Ripple-Bitcoin
Settlement Price that was opened on May 10th 2019 has now closed.
The Administrator shall announce the findings of the consultation in due course.
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CF Benchmarks
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Consultation for Proposed Methodology Change to CF Ripple-Bitcoin Settlement Price Now Open0900 LDN
The consultation on proposed methodology parameter changes to the CF
Ripple-Bitcoin Settlement Price previously announced by the Administrator is now
open.
This consultation will close at 1600 LDN on May 24th and should the consultation
result in the Administrator not implementing any of the proposed changes or the
implementation date being changed then this and any further shall be announced
by the Administrator. . This consultation is open to all index users and
interested market pa
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CF Benchmarks
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Announcement of Consultation Regarding Changes to Methodology Parameters of CF Ripple-Bitcoin Settlement Price1400 LDN
The Administrator announces that it will initiate a consultation on proposed
changes to the methodology parameters of the CF Ripple-Bitcoin Settlement Price,
a member of the CF Cryptocurrency Index Family. The proposed change is to amend
both the observation window parameters and partition lengths that are utilised
for the calculation of the index.
The proposed change and implementation date
Current Parameters Utilised
* Observation Window (LDN): 1500 to 1600 LDN
* Partition Length:
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