CF Benchmarks
ETC Group’s unique ‘Tri-NAV’ ETP is underpinned by CF Benchmarks’ regulated Bitcoin MethodologyETC Group Core Bitcoin ETP (BTC1). is underpinned by CF Benchmarks’ Bitcoin pricing methodology, deploying all three variants of our flagship CME CF Bitcoin Reference Rate (BRR) in one product simultaneously, for the first time.
Ken Odeluga
Ken Odeluga
2 mins read
Hong Kong's first spot Bitcoin and Ether ETFs are powered by regulated CF Benchmarks indicesCF Benchmarks is excited to confirm that all successful HK Bitcoin and Ether ETF applicants are those opting to strike net asset value (NAV) with variants of our flagship Bitcoin and Ether benchmarks respectively.
Ken Odeluga
Ken Odeluga
3 mins read
CF Benchmarks launches CF Bitcoin Volatility Index, first direct measure of CME Bitcoin implied volatilityResponding to the need for a singular, comprehensive gauge of volatility, based solely on the CME’s CFTC-regulated Bitcoin options market CF Benchmarks is launching the CF Bitcoin Volatility Index, the first comprehensive benchmark of CME Bitcoin Options implied volatility.
Ken Odeluga
Ken Odeluga
7 mins read
CF Benchmarks
CF Benchmarks
1 mins read
Ken Odeluga
Ken Odeluga
1 mins read
CF Benchmarks
CF Benchmarks
1 mins read
Ken Odeluga
Ken Odeluga
1 mins read
CFB Talks Digital Assets Episode 22: Lifting the lid on multibillion dollar crypto ETFs, with Bloomberg’s James SeyffartWith net inflows of more than $7 billion in just two months, spot Bitcoin ETFs are now the fastest growing funds of their kind in history.
But despite surging demand, could this still be a case of 'you ain't seen nothing yet?'
CF Benchmarks
CF Benchmarks
1 mins read
Suitability Analysis of the CME CF Ether-Dollar Reference Rate - New York Variant as a Basis for Regulated Financial ProductsThis paper seeks to understand whether the regulated CME CF Ether-Dollar Reference Rate – New York Variant (ETHUSD_NY) achieves the qualities required of a regulated Benchmark: that it is representative of the underlying market, resistant to manipulation, and replicable by market participants.
CF Benchmarks
CF Benchmarks
13 mins read
CFB Research Bytes Ep 01: Bitcoin, A Universal Store of Value for the Digital AgeCF Benchmarks' Lead Research Analyst, Gabe Selby, CFA, explores how Bitcoin functions as a decentralized digital asset, its potential as a portfolio diversifier, and the investment thesis for adding Bitcoin to portfolios.
CF Benchmarks
CF Benchmarks
1 mins read
How Does a Benchmark Benefit Bitcoin ETF Investors?In the case of ETFs, the primary purpose of a benchmark is to determine the cash value of the investments held by the ETF, so a Net Asset Value (NAV) can be calculated. This facilitates a number of processes that are crucial to the operation of an ETF and serve its investors.
CF Benchmarks
CF Benchmarks
3 mins read
Suitability Analysis of the CME CF Bitcoin Reference Rate - New York Variant as a Basis for Regulated Financial Products - February 2024 UpdateThis paper seeks to understand whether the CME CF Bitcoin Reference Rate – New York Variant (BRRNY), the benchmark for six U.S. spot Bitcoin ETFs that, on aggregate, hold AuM of $9.2bn at the time of writing, achieves the qualities required of a regulated benchmark.
CF Benchmarks
CF Benchmarks
13 mins read
Suitability Analysis of the CME CF Bitcoin Reference Rate - Asia Pacific Variant as a Basis for Regulated Financial ProductsThis paper seeks to understand whether the regulated CME CF Bitcoin Reference Rate – Asia Pacific Variant (BRRAP) achieves the qualities required of a benchmark: being representative of the underlying market, resistant to manipulation, and replicable by market participants.
CF Benchmarks
CF Benchmarks
12 mins read
CME CF Ether-Dollar Reference Rate - New York Variant: Explainer VideoThe CME CF Ether-Dollar Reference Rate - New York Variant (ETHUSD_NY) is a once a day benchmark index price for Ether that aggregates trade data from multiple Ether-USD markets operated by major cryptocurrency exchanges that conform to the CME CF Constituent Exchange Criteria.
CF Benchmarks
CF Benchmarks
1 mins read
CF Benchmarks
CF Benchmarks
0 mins read
Ken Odeluga
Ken Odeluga
19 mins read
CF Benchmarks
CF Benchmarks
1 mins read
Jon Zeffert
Jon Zeffert
0 mins read
CFB Talks Digital Assets Ep 21: Q4’23 Attribution Episode; unpacking the most recent rebalance period with Ken and GabeIt’s time for another episode of CFB Talks Digital Assets and this time we’re featuring our latest Quarterly Attribution Report (QAR)! This QAR is written, as usual, by Lead Research Analyst, Gabe Selby, CFA.
CF Benchmarks
CF Benchmarks
1 mins read
CF Benchmarks
CF Benchmarks
1 mins read
CF Benchmarks
CF Benchmarks
1 mins read
CF Benchmarks
CF Benchmarks
1 mins read
Optimizing Capital Efficiency in Replicating the BRRNY for the Creation and Redemption of Shares for US Spot Bitcoin ETFsCME CF Constituent Exchange Liquidity During the Bitcoin Reference Rate - New York Variant Observation Window of 1500 to 1600 ET
Pending US Spot Bitcoin ETFs
The anticipation of spot bitcoin ETFs in the U.S. has continued to drive interest in bitcoin globally. Since BlackRock first filed an S-1 registration statement on June 15th, 2023 the CME CF Bitcoin Reference Rate - New York Variant (BRRNY) has traded up from $25,401.77 to $41,842.42 (1), an increase of almost 65%.
There has been much s
CF Benchmarks
CF Benchmarks
7 mins read
CFB Talks Digital Assets Episode 19: Spotlight on the CF Meta Lab GameFi Index, with Meta Lab product chief Yubao Flora LouOn the latest episode of CFB Talks Digital Assets, we’re fortunate to be joined by Yubao Flora Lou, Chief Product Officer of Meta Lab HK, the fast-growing digital assets unit of China's Harvest Global Investments.
Ken Odeluga
Ken Odeluga
1 mins read
CF Benchmarks launches the regulated CF ETH Staking Reward RateAs a regulated benchmark under the UK Benchmarks Regulation (BMR) framework, compatible with the EU BMR, the CF ETH Staking Reward Rate is designed to promote replicability, representativeness and manipulation resistance, for financial product providers engaging in non-custodial staking.
Ken Odeluga
Ken Odeluga
6 mins read
CF Benchmarks
CF Benchmarks
1 mins read
CF Benchmarks Launches Institutional-Standard GameFi Index, as Play-to-Earn Sector ShinesThe launch of the CF Meta Lab GameFi Index is the first step in the process of creating potential investment products, like funds, trusts and ETFs, that offer exposure to GameFi for investors in Hong Kong and the wider APAC region.
Ken Odeluga
Ken Odeluga
3 mins read
CF Rolling CME Futures Index Series: Explainer VideoIntroducing the CF Rolling CME Futures Index Series calculated and published by CF Benchmarks. Discover how each index mirrors the performance of digital asset futures contracts traded on the CME, the world's premier futures exchange - eliminating the necessity for direct cryptocurrency investments.
CF Benchmarks
CF Benchmarks
0 mins read
CF Benchmarks
CF Benchmarks
1 mins read
CF Bitcoin Interest Rate Curve: Marble 2023 PresentationSpeaking at Marble 2023, the 4th International Conference on Mathematical Research for the Blockchain Economy, CF Benchmarks Head of Product, Thomas Erdösi provided insights into the CF Bitcoin Interest Rate Curve to mathematicians, computer scientists and economists from both academia and industry.
CF Benchmarks
CF Benchmarks
1 mins read
Ken Odeluga
Ken Odeluga
1 mins read
CFB Talks Digital Assets Episode 17: How CF DACS brings 20/20 vision to crypto portfolio management, with Lead Quant Cristian IsacWatch to discover how CF DACS provides institutional investment managers with the requisite level of precision and accuracy of digital asset performance measurement for credible crypto market analysis and portfolio attribution.
Ken Odeluga
Ken Odeluga
1 mins read
Expansion of CF Digital Asset Index Family to include CF Ultra Cap 5 - EUR Settlement Price, and CF Ultra Cap 5 - EUR Spot RateThe Administrator announces the addition of the CF Ultra Cap 5 - EUR - Settlement Price, and CF Ultra Cap 5 - EUR - Spot Rate, to the CF Digital Asset Index Family - Multi Asset - Capitalization Defined Series.
CF Benchmarks
CF Benchmarks
1 mins read
CORRECTION: Expansion of the CME CF Cryptocurrency Pricing Products Family to include Bitcoin and Ether Asia Pacific VariantsA previous version of this item misstated the date on which publication of the new CME CF Cryptocurrency Pricing Products Family indices would commence. The correct date is as appears below.
CF Benchmarks
CF Benchmarks
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CF Benchmarks
CF Benchmarks
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CF Benchmarks
CF Benchmarks
1 mins read
CORRECTION: Changes of Dissemination Precision for Certain Benchmark ValuesA previous version of this item misstated the date on which the Dissemination Precision changes would take effect. One of the assets affected by the Dissemination Precision changes was also misstated. The correct date and the correct list of assets are stated in this announcement.
CF Benchmarks
CF Benchmarks
2 mins read
Ken Odeluga
Ken Odeluga
1 mins read
Ken Odeluga
Ken Odeluga
1 mins read
CF Benchmarks
CF Benchmarks
3 mins read
Ken Odeluga
Ken Odeluga
2 mins read
CFB Talks Digital Assets Episode 13: The Outlook for Institutional Crypto Adoption - with Peter SternWatch our stimulating conversation to hear how Peter spearheads CFB’s relationships with some of the most preeminent financial institutions, including BlackRock, which launched BlackRock Bitcoin Private Trust last year.
Ken Odeluga
Ken Odeluga
1 mins read
Gabriel Selby
Gabriel Selby
2 mins read
Monthly Market Recap - June 2023This report aims to provide the reader with a quick overview of the blockchain economic categories influencing recent market performance, gain insights into institutional investors' capital allocation in digital assets, and understand how crypto is affected by the broader market landscape.
Key takeaways for the month:
* Markets are showing renewed optimism in response to several premier asset managers pursuing spot Bitcoin ETF approvals. This has triggered an aggressive upward retracement in
Gabriel Selby
Gabriel Selby
1 mins read
CF Benchmarks
CF Benchmarks
12 mins read
Ken Odeluga
Ken Odeluga
1 mins read
CF Benchmarks
CF Benchmarks
2 mins read
Monthly Market Recap - May 2023This report aims to provide the reader with a quick overview of the blockchain economic categories influencing recent market performance, gain insights into institutional investors' capital allocation in digital assets, and understand how crypto is affected by the broader market landscape.
Key takeaways for the month:
* During the past month, digital assets demonstrated a general downward trend, mirroring the prevailing macroeconomic uncertainties. The primary drivers of these uncertainties w
Gabriel Selby
Gabriel Selby
1 mins read
Suitability Analysis of the CME CF BRR as a Basis for Regulated Financial Products - May 2023CF Benchmarks ascertains the presence of fair and transparent market conditions and processes to identify and impede illegal, unfair or manipulative practices by conducting a thorough review of any exchange under consideration for inclusion as a Constituent Exchange.
CF Benchmarks
CF Benchmarks
12 mins read
CF Benchmarks
CF Benchmarks
1 mins read
Monthly Market Recap - April 2023This report is designed to provide the reader a quick overview of the blockchain economic categories that have been impacting recent crypto market performance, gain insights into where institutional investors are directing capital for digital assets, and comprehend how crypto is affected by and influences the broader market landscape.
Key takeaways for the month:
* The Ethereum network's latest "Shanghai" upgrade enabled validators to un-stake their tokens for the first time, resulting in a s
Gabriel Selby
Gabriel Selby
1 mins read
CF Benchmarks
CF Benchmarks
1 mins read
CF Benchmarks
CF Benchmarks
2 mins read
CFB Talks Digital Assets - Episode 10It's still a headache for European institutions to offer listed crypto exposure - and U.S. regs are even more painfully a work in progress. In the latest episode of CFB Talks Digital Assets, we discuss how CF Benchmarks’ CF Rolling CME Futures Index Series offers a solution.
Ken Odeluga
Ken Odeluga
1 mins read
Monthly Market Recap - March 2023This report is designed to provide the reader a quick overview of the blockchain economic categories that have been impacting recent crypto market performance, gain insights into where institutional investors are directing capital for digital assets, and comprehend how crypto is affected by and influences the broader market landscape.
Key takeaways for the month:
* Major bank failures have increased concerns about financial stability, leading to a decrease in market-based interest rate expect
Gabriel Selby
Gabriel Selby
1 mins read
Suspension of Coinbase from CF OMG Network OMG-Dollar IndicesFrom March 29th the Administrator has suspended Constituent Exchange Coinbase from the below indices:
* CF OMG Network-Dollar Settlement Price
* CF OMG Network-Dollar Spot Rate
This is due to the suspension of all OMG Network 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
Monthly Market Recap - February 2023This report has been designed to help you see at a glance which blockchain economic categories have been driving recent crypto market performance, get a sense of where institutional investors are allocating capital earmarked for digital assets, and understand how crypto fits into, impacts and is influenced by the broader market picture.
Please click here to read the full report. Lastly, be sure to subscribe to our latest news and research to stay on top of the crypto market!
Gabriel Selby
Gabriel Selby
0 mins read
CF Benchmarks
CF Benchmarks
0 mins read
Monthly Market Recap - January 2023This report has been designed to help you see at a glance which blockchain economic categories have been driving recent crypto market performance, get a sense of where institutional investors are allocating capital earmarked for digital assets, and understand how crypto fits into, impacts and is influenced by the broader market picture.
Please click here to read the full report. Lastly, be sure to subscribe to our latest news and research to stay on top of the crypto market!
Gabriel Selby
Gabriel Selby
0 mins read
CFB Talks Digital Assets - Episode 5A reminder of how much of a - genuinely - positive year it's been for blockchain technology, institutional and broader crypto adoption is well overdue, and one of the experts best-placed to deliver it is Marcelo Sampaio, co-founder and CEO of Hashdex. Recorded December 13th, 2022
Ken Odeluga
Ken Odeluga
1 mins read
Ken Odeluga
Ken Odeluga
1 mins read
CF Benchmarks
CF Benchmarks
1 mins read
Cessation of Certain Settlement Prices and Spot Rates of the CF Cryptocurrency Index FamilyTo promote an orderly transition and minimise any market impact, the benchmarks will continue to be published until provision ceases from 11:00 London time on December 19th 2022, meaning that the last values to be published will be for December 18th 2022.
CF Benchmarks
CF Benchmarks
1 mins read
Quarterly Attribution Analysis
CF Benchmarks Quarterly Attribution ReportAnother exogenous shock has led crypto markets lower over the last rebalancing period as one of the world’s largest exchanges surprisingly filed for bankruptcy. All of our flagship portfolio indices finished in negative territory with pricing volatility surging in the month of November.
Gabriel Selby
Gabriel Selby
16 mins read
Quarterly Attribution Analysis
Quarterly Attribution Report: CF Diversified Large Cap IndexThe CF Diversified Large Cap Index - is a liquid, investible benchmark portfolio index designed to track the performance of large-cap digital assets. The index seeks to capture 95% of the total market capitalization of the investible digital asset universe as its constituents. Index constituents are weighted using the diversified market capitalization which is determined by the free-float market capitalization adjusted by the application of the harmonic series' terms. This has the benefit of dis
Gabriel Selby
Gabriel Selby
5 mins read
Gabriel Selby
Gabriel Selby
5 mins read
Gabriel Selby
Gabriel Selby
5 mins read
Gabriel Selby
Gabriel Selby
4 mins read
Gabriel Selby
Gabriel Selby
5 mins read
Quarterly Attribution Analysis
Quarterly Attribution Analysis: CF Web 3.0 Smart Contract Platforms IndexThe higher weighting of Solana (SOL), coupled with weak performance, led to a pronounced drag on our Smart Contract Platforms Index. The total negative contribution of SOL for the rebalance period was almost 40% of the index’s total -31.8% decline.
Gabriel Selby
Gabriel Selby
5 mins read
CF Benchmarks Monthly Market RecapHere's the November edition of a monthly compilation of digital asset market data, analysis and insights by CF Benchmarks' Lead Research Analyst Gabe Selby.
This report has been designed to help you see at a glance which blockchain economic categories have been driving recent crypto market performance, get a sense of where institutional investors are allocating capital earmarked for digital assets, and understand how crypto fits into, impacts and is influenced by the broader market picture.
Gabriel Selby
Gabriel Selby
3 mins read
Expansion of the CME CF Cryptocurrency Pricing Products Family to include three additional digital assetsThe Administrator hereby announces the addition of the below 3 cryptocurrency reference rates and real-time indices to the CME CF Cryptocurrency Pricing Products Family:
* Aave (AAVE)
* Curve (CRV)
* Synthetix (SNX)
Each reference rate will publish the U.S. dollar price of each digital asset once a day at 16:00 London time. Each respective real-time index price will be published once per second, 24 hours a day, 365 days per year.
Publication of these reference rates and real-time indices w
Sui Chung
Sui Chung
1 mins read
The CFB index behind BlackRock’s Bitcoin Private TrustThe availability of a choice of bitcoin indices published by CF Benchmarks, a tried and tested (and regulated) cryptocurrency Benchmark Administrator, undoubtedly helped give BlackRock the confidence to begin offering spot bitcoin exposure to institutional clients.
Ken Odeluga
Ken Odeluga
6 mins read
CF Benchmarks
CF Benchmarks
1 mins read
Ken Odeluga
Ken Odeluga
6 mins read
Cessation of Certain Settlement Prices and Spot Rates of the CF Cryptocurrency Index FamilyTo promote an orderly transition and minimise any market impact, the benchmarks will continue to be published until provision ceases from 11:00 London time on October 31st 2022, meaning that the last values to be published shall be for October 30th 2022.
CF Benchmarks
CF Benchmarks
1 mins read
Expansion of the CME CF Cryptocurrency Pricing Products Family to include 3 new Digital AssetsThe Administrator hereby announces the addition of the below 3 cryptocurrency reference rates and real-time indices to the CME CF Cryptocurrency Pricing Products Family:
* Avalanche (AVAX)
* Filecoin (FIL)
* Tezos (XTZ)
Each reference rate will publish the U.S. dollar price of each digital asset once a day at 16:00 London time. Each respective real-time index price will be published once per second, 24 hours a day, 365 days per year.
Publication of these reference rates and real-time indic
CF Benchmarks
CF Benchmarks
1 mins read
Sui Chung
Sui Chung
4 mins read
CF Benchmarks launches CF Bitcoin Interest Rate CurveThe CF Bitcoin Interest Rate Curve (CF BIRC), the first index of its kind published by CF Benchmarks, measures the underlying economic reality of Bitcoin borrowing and lending, whether on an outright basis or an implied basis in tradeable instruments.
Ken Odeluga
Ken Odeluga
3 mins read
CF Benchmarks
CF Benchmarks
2 mins read
Ether Options settling to CME CF ETHUSD_RR launched by CMEEther options began trading on CME yesterday led by a block trade between Genesis and Cumberland. As the Ethereum merge approaches the opportunity for investors to hedge price risk for Ether (ETH) through CFTC regulated, centrally cleared options contracts will be invaluable.
The launch of Ether options further extends the suite of instruments that investors and product providers can utilise to create differing pay-off structures, an invaluable tool as investors seek to integrate digital assets
CF Benchmarks
CF Benchmarks
1 mins read
Pre-Merge Dynamics Rippling Through MarketsThe world's most popular programmable blockchain is set for a major upgrade this week: the Ethereum blockchain will switch over its process for executing transactions and mining to a Proof-of-Stake (PoS) consensus mechanism. This change may seem to be superficial at first glance, but it has so far had a profound impact on crypto markets.
Firstly, we have seen ETH dominate its competitors since the Ethereum Foundation publicly announced their planned 'Merge' timeline in mid-July. So-called ETH K
Gabriel Selby
Gabriel Selby
2 mins read
CF Benchmarks
CF Benchmarks
5 mins read
CF Benchmarks
CF Benchmarks
5 mins read
CF Benchmarks
CF Benchmarks
5 mins read
CF Benchmarks
CF Benchmarks
5 mins read
CF Benchmarks
CF Benchmarks
4 mins read
Ken Odeluga
Ken Odeluga
5 mins read
CFB Portfolio Indices - Ethereum MergeThe Ethereum Merge fork event that will transition Ethereum from Proof-of-Work (PoW) to Proof-of-Stake (PoS) consensus, is set to take place in the coming days.
The majority of Constituent Exchanges have confirmed that the Ethereum PoS chain will retain the ETH ticker after the Merge, with no anticipated disruptions to trading at or around the time of the Merge. Therefore, there will be no change to the underlying markets observed by the CME CF Ether- Dollar Reference Rate, which is a constitue
CF Benchmarks
CF Benchmarks
1 mins read
Ken Odeluga
Ken Odeluga
4 mins read
CF Benchmarks
CF Benchmarks
2 mins read
Ken Odeluga
Ken Odeluga
5 mins read
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
1 mins read
CF Benchmarks
CF Benchmarks
3 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
Ken Odeluga
Ken Odeluga
5 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 imple
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, 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 (MATIC)
* Solana (SOL)
* Stellar L
CF Benchmarks
CF Benchmarks
2 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 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 any questions or queries please do not hesitate to contact [email protected]
Should any users wish to file a complaint
Sui Chung
Sui Chung
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
CFL
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 la
CF Benchmarks
CF Benchmarks
1 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
Announcement of a Consultation on the Cessation of the CF Bitcoin Cash - Dollar Settlement Price & Spot Rate and CF Litecoin – Dollar Settlement Price & Spot RateThe 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
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
3 mins read
Ken Odeluga
Ken Odeluga
4 mins read
Ken Odeluga
Ken Odeluga
4 mins read
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
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 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 confirm it will implement the changes proposed
Implementation Date
The Administrator has been conducting extensive testing
Sui Chung
Sui Chung
1 mins read
CME CF Cryptocurrency Reference Rates Methodology ChangeFurther to the previous announcement 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 shown in mark-up.
Proposed Date of Impleme
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 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 confirm it will implement the changes proposed
Implementation Date
The Administrator has been conducting extensive testin
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:
Asset
Ticker
Free Float Supply
Bitcoin Cash
BCH
12760087.04
Bitcoin
BTC
14878243.37
Ethereum
ETH
106448409.10
Filecoin
FIL
81655129.94
Chainlink
LINK
359950448.31
Litecoi
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
For further details on the N
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
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
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
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.
Th
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 pleas
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 con
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
3 mins read
CF Benchmarks
CF Benchmarks
3 mins read
CF Benchmarks
CF Benchmarks
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CF Benchmarks
CF Benchmarks
5 mins read
CF Benchmarks
CF Benchmarks
4 mins read
CF Benchmarks
CF Benchmarks
8 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 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 percentage that exceeds the Potentially Erroneous Data Parameter. However, from this time on
CF Benchmarks
CF Benchmarks
1 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 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 percentage that exceeds the Potentially Erroneous Data Parameter. However, from
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 cr
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’ 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 acceleration a few months ea
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.
"We a
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)
CF Benchmarks
CF Benchmarks
1 mins read
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
CF Benchmarks
CF Benchmarks
0 mins read
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
CF Benchmarks
CF Benchmarks
1 mins read
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
CF Benchmarks
CF Benchmarks
1 mins read
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
CF Benchmarks
CF Benchmarks
1 mins read
Bitcoin climbs 28.7% in Jan, amidst smoother trading volumes than Dec * 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
CF Benchmarks
CF Benchmarks
1 mins read
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
CF Benchmarks
CF Benchmarks
2 mins read
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 Len
CF Benchmarks
CF Benchmarks
2 mins read
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.
CF Benchmarks
CF Benchmarks
0 mins read
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
CF Benchmarks
CF Benchmarks
1 mins read
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
CF Benchmarks
CF Benchmarks
0 mins read
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.
CF Benchmarks
CF Benchmarks
0 mins read
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
CF Benchmarks
CF Benchmarks
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CF Benchmarks
CF Benchmarks
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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
CF Benchmarks
CF Benchmarks
0 mins read
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.
CF Benchmarks
CF Benchmarks
0 mins read
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.
CF Benchmarks
CF Benchmarks
0 mins read
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.
CF Benchmarks
CF Benchmarks
0 mins read
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
CF Benchmarks
CF Benchmarks
2 mins read
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
CF Benchmarks
CF Benchmarks
0 mins read
CF Benchmarks
CF Benchmarks
2 mins read
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.
CF Benchmarks
CF Benchmarks
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CF Benchmarks
CF Benchmarks
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CF Benchmarks
CF Benchmarks
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CF Benchmarks
CF Benchmarks
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