Addition of CF Cronos-Dollar Settlement Prices and Spot Rate to the CF Digital Asset Index Family
The Administrator announces the addition of CF Cronos-Dollar indices to the CF Digital Asset Index Family - Single Asset Series.
CF Benchmarks
Expansion of CME CF Cryptocurrency Pricing Products Family to include new Reference Rate Variants
The Administrator announces the addition of several Reference Rate Variants to the CME CF Cryptocurrency Pricing Products Family.
CF Benchmarks
Expansion of the CME CF Cryptocurrency Pricing Products Family to include Ondo Finance, SUI, Arbitrum, NEAR and Polkadot Reference Rates and Real-Time indices
The Administrator announces the addition of several Reference Rates and Real-Time indices to the CME CF Cryptocurrency Pricing Products Family.
CF Benchmarks
CORRECTION: CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
CORRECTION: CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
CF Benchmarks
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on June 2nd, 2025.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on June 2nd 2025.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on June 2nd 2025.
CF Benchmarks
Outcome of Consultation on Changes of the CF Digital Asset Index Family Multi Asset Series - Ground Rules
The Administrator can confirm it will implement all proposed changes of the CF Digital Asset Index Family Multi Asset Series - Ground Rules.
CF Benchmarks
Outcome of Consultation on Changes proposed for the CF Capitalization Series Methodology
The Administrator confirms it will implement all changes proposed for the CF Capitalization Series Methodology.
CF Benchmarks
CF APT Staking Reward Rate and Staked Return indices to be added to the CF Staking Series - CF Digital Asset Index Family
The Administrator announces the addition of the CF APT Staking Reward Rate (APT_SRR), CF APT Staked Return Index (APT_SRI), and CF APT Staked Return Index Blends, to the CF Staking Series - CF Digital Asset Index Family.
CF Benchmarks
Suspension of Bitstamp as a CF Constituent Exchange for two CF Digital Asset Index Family indices
The Administrator announces the suspension of Bitstamp as a CF Constituent Exchange for the CF UMA-Dollar Spot Rate (UMAUSD_RTI), and CF Injective-Dollar Spot Rate (INJUSD_RTI), effective May 19th, 2025.
CF Benchmarks
Announcement of a Consultation on Methodology Changes to the CF Capitalization Series Methodology
Announcement of a Consultation on Methodology Changes to the CF Capitalization Series Methodology
CF Benchmarks
Announcement of a Consultation on Methodology Changes to the CF Digital Asset Index Family Multi Asset Series - Ground Rules
Announcement of a Consultation on Methodology Changes to the CF Digital Asset Index Family Multi Asset Series - Ground Rules
CF Benchmarks
Addition of the CF Dogecoin-Dollar Settlement Price - New York Variant to the CF Digital Asset Index Family
The Administrator announces the addition of the CF Dogecoin-Dollar Settlement Price - New York Variant to the CF Digital Asset Index Family.
CF Benchmarks
Expansion of CF Digital Asset Index Family to include several new Settlement Prices and Spot Rates
The Administrator announces the addition of several Settlement Prices and Spot Rates to the CF Digital Asset Index Family - Single Asset Series.
CF Benchmarks
Expansion of CME CF Cryptocurrency Pricing Products Family to Include New Reference Rate Variants
The Administrator announces the addition of several Reference Rates to the CME CF Cryptocurrency Pricing Products Family.
CF Benchmarks
CORRECTION: Amendment of Restatement and Republishing Materiality Threshold for CF Volatility Series
The Administrator announces that the Restatement and Republishing materiality threshold for the CF Bitcoin Volatility Index Settlement Rate (BVXS) will be amended on April 7th, 2025.
CF Benchmarks
Amendment of Restatement and Republishing Materiality Threshold for the CF Digital Asset Index Family - CF Volatility Series
The Administrator announces that the Restatement and Republishing materiality threshold for the CF Bitcoin Volatility Index Settlement Rate (BVXS) will be amended on April 7th, 2025.
CF Benchmarks
Cessation of several Settlement Prices, Spot Rates, and Staked Return Index Blends
The Administrator announces cessation of publication of several Settlement Prices, Spot Rates, and Staked Return Index Blends.
CF Benchmarks
Addition of CF Aptos-Dollar Settlement Prices to the CF Digital Asset Index Family
The Administrator announces the addition of the CF Aptos-Dollar Settlement Price, and the CF Aptos-Dollar Settlement Price - New York Variant to the CF Digital Asset Index Family - Single Asset Series.
CF Benchmarks
Outcome of Consultation on Changes to the CF Rolling CME Bitcoin Ether Basket Futures Index Methodology
The Administrator conducted a consultation concerning proposed changes to sections of the CF Rolling CME Bitcoin Ether Basket Futures Index Methodology.
CF Benchmarks
CF Benchmarks launches CF Options Settlement Rate Series
The Administrator announces the addition of the CF Options Settlement Rates Series Sub-Family to the CF Digital Asset Index Family.
CF Benchmarks
Announcement of a Consultation on Methodology Changes to the CF Rolling CME Bitcoin Ether Basket Futures Index
The Administrator announces a consultation on proposed changes to the CF Rolling CME Bitcoin Ether Basket Futures Index (CFCMEBEF_BE), within the CF Digital Asset Index Family - Rolling CME Futures Indices.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Restatement of Rebalance Announcement
The Administrator announces that an Extraordinary Rebalance of the benchmarks below will take place on March 10th, 2025. This Extraordinary Rebalance will be conducted in accordance with the respective index methodologies and the CF Digital Asset Index Family - Multi Asset Ground Rules.
CF Benchmarks
Crypto.com to be added as Constituent Exchange for CME CF Cryptocurrency Pricing Products
The Administrator announces that Crypto.com will be added as a CME CF Constituent Exchange for CME CF Bitcoin-Dollar indices, CME CF Ether-Dollar indices and CME CF Ether-Bitcoin Ratio benchmarks, from March 31st, 2025.
CF Benchmarks
Outcome of Consultation on Changes to CF Rolling CME Futures Index Methodologies
The Administrator can now confirm it will implement the changes proposed to 'Section 4.2 – Example: Index Portfolio over Roll Period'; and 'Section 7.1 – General Parameters', for both index methodologies.
CF Benchmarks
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on March 3rd, 2025.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on March 3rd 2025.
CF Benchmarks
Announcement of a Consultation on Changes to CF Rolling CME Futures Index Methodologies
The Administrator announces a Consultation on proposed changes to the CF Rolling CME Bitcoin Futures Index and CF Rolling CME Ether Futures Index methodologies.
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on March 3, 2025.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on March 3, 2025.
CF Benchmarks
Announcing the addition of LMAX Digital as a Constituent Exchange for CME CF Solana-Dollar indices
The Administrator announces that it is adding LMAX Digital as a Constituent Exchange for CME CF Solana-Dollar indices.
CF Benchmarks
Expansion of CF Digital Asset Index Family to include new indices
The Administrator announces the addition of the following indices to the CF Digital Asset Index Family - Multi Asset - Classification Series.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Extraordinary Free Float Supplies Announcement
Constituents and free float supplies of the CF Broad Cap Index, and the CF Web 3.0 Smart Contract Platforms Index (all respective variants), following the Extraordinary Rebalance of January 10th, 2025, are published here.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series - Extraordinary Rebalance Announcement
The Administrator announces that an Extraordinary Rebalance of certain benchmarks within the CF Digital Asset Index Family Multi Asset Series will take place on January 10th, 2025.
CF Benchmarks
Changes to CF Meta Lab GameFi Indices
The Administrator announces changes to the index names, tickers and CF Product series of CF Meta Lab GameFi Indices.
CF Benchmarks
CF Meta Lab Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Meta Lab GameFi Index will take place on December 2nd, 2024.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on December 2nd, 2024.
CF Benchmarks
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on December 2nd, 2024.
CF Benchmarks
Expansion of CF Digital Asset Index Family to include Tether-Dollar, and USD Coin-Dollar Spot Rates
The Administrator announces the addition of two Spot Rates to the CF Digital Asset Index Family - Single Asset Series.
CF Benchmarks
Bullish Exchange to be added as a Constituent Exchange for CME CF Bitcoin-Dollar Indices
The Administrator announces the addition of Bullish Exchange as a CME CF Constituent Exchange for CME CF Bitcoin-Dollar Indices from December 30th, 2024.
CF Benchmarks
CORRECTION: CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
This item corrects misstated changes due to be made to constituents of the CF Blockchain Infrastructure Index and CF Meta Lab GameFi Index, when these indices are reconstituted on December 2nd, 2024.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on December 2nd, 2024.
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on December 2nd, 2024.
CF Benchmarks
Expansion of the CME CF Cryptocurrency Pricing Products Family to include CME CF Polkadot-Dollar Reference Rate - New York Variant
The Administrator announces the addition of the CME CF Polkadot-Dollar Reference Rate - New York Variant (DOTUSD_NY) to the CME CF Cryptocurrency Pricing Products Family.
CF Benchmarks
Suspension of Bitstamp as a Constituent Exchange for CME CF Cryptocurrency Pricing Products Family indices
The Administrator announces the suspension of Bitstamp as a CME CF Constituent Exchange for certain CME CF Cryptocurrency Pricing Products Family indices, from November 25th, 2024.
CF Benchmarks
Changes of Methodology for CF Classification Series and CF Meta Lab Series indices
The Administrator announces changes to the Index Methodology for all CF Classification Series indices, and CF Meta Lab Series indices.
CF Benchmarks
CF Benchmarks Launches the Regulated CF SOL Staking Reward Rate
The Administrator announces the launch of the regulated CF SOL Staking Reward Rate.
CF Benchmarks
CORRECTION: Changes to Input Data and Tickers for CME CF Polygon-Dollar indices
The Administrator announces input data and ticker changes for CME CF Polygon-Dollar Reference Rates, and CME CF Polygon-Dollar Real Time Indices.
CF Benchmarks
Changes to Input Data and Tickers for CME CF Polygon-Dollar indices
The Administrator announces input data and ticker changes for CME CF Polygon-Dollar Reference Rates, and CME CF Polygon-Dollar Real Time Indices.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Restatement of Free Float Supplies Announcement
In accordance with their respective index methodologies, constituents and free float supplies determined for the Extraordinary Rebalance are as published here.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Restatement of Rebalance Announcement
The Administrator announces that an Extraordinary Rebalance of certain benchmarks within the CF Digital Asset Index Family Multi Asset Series will take place on October 18th, 2024.
CF Benchmarks
Suspension of Gemini from CME CF Synthetix-Dollar indices
The Administrator announces the suspension of Gemini as a CME CF Constituent Exchange for CF Synthetix-Dollar indices.
CF Benchmarks
Updated Scheduling for Expansion of CME CF Cryptocurrency Pricing Products Family to include Solana, Chainlink, Polygon and Ripple New York Variants
The Administrator announces a change to the previously published commencement date for the addition of four cryptocurrency Reference Rates to the CME CF Cryptocurrency Pricing Products Family.
CF Benchmarks
CORRECTION: CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
CORRECTION: The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on September 3rd, 2024.
CF Benchmarks
CORRECTION: Nasdaq Crypto Index Family – Free Float Supplies Announcement
CORRECTION: The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on September 3rd, 2024.
CF Benchmarks
CORRECTION: CF Meta Lab Index Family – Free Float Supplies Announcement
CORRECTION: The reconstitution and rebalance of the CF Meta Lab GameFi Index will take place on September 3rd, 2024.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on September 3rd, 2024.
CF Benchmarks
CF Meta Lab Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Meta Lab GameFi Index will take place on September 3rd, 2024.
CF Benchmarks
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on September 3rd, 2024.
CF Benchmarks
Expansion of the CME CF Cryptocurrency Pricing Products Family to include Solana, Chainlink, Polygon and Ripple New York Variants
The Administrator announces the addition of four cryptocurrency Reference Rates to the CME CF Cryptocurrency Pricing Products Family
CF Benchmarks
CF Meta Lab Index Family Reconstitution Announcement
The Administrator announces that the reconstitution of the CF Meta Lab Index Family will take place on September 3rd, 2024.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on September 3rd, 2024.
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on September 3rd, 2024.
CF Benchmarks
Notice of the Demising of CF Enjin-Dollar Settlement Price and Spot Rate
The Administrator announces that it will demise the CF Enjin-Dollar Settlement Price and CF Enjin-Dollar-Dollar Spot Rate, which are members of the CF Digital Asset Index Family.
CF Benchmarks
Suspension of Bitstamp as a Constituent Exchange for CF Digital Asset Index Family - Single Asset Series indices
From August 20th, 2024, the Administrator will suspend Bitstamp as a CF Constituent Exchange for the indices listed within this post.
CF Benchmarks
Expansion of CF Digital Asset Index Family to include CF Institutional Digital Asset Index Settlement Prices and Spot Rate
The Administrator announces the addition of CF Institutional Digital Asset Settlement Prices and Spot Rate to the CF Digital Asset Index Family.
CF Benchmarks
Expansion of the CME CF Cryptocurrency Pricing Products Family to include two new Digital Assets
The Administrator hereby announces the addition of two Cryptocurrency Reference Rates and Real-Time Indices to the CME CF Cryptocurrency Pricing Products Family.
CF Benchmarks
Cessation of Certain Settlement Prices and Spot Rates of the CF Cryptocurrency Index Family
The Administrator hereby announces the cessation of benchmarks for two Asset Pairs from the CF Digital Asset Index Family.
CF Benchmarks
Expansion of the CF Digital Asset Index Family to include CF Shiba Inu-Dollar Settlement Price and Spot Rate
The Administrator announces the addition of a new cryptocurrency Settlement Price and Spot Rate to the CF Digital Asset Index Family.
CF Benchmarks
Amendment of Restatement & Republishing Materiality Threshold for CME CF Cryptocurrency Pricing Products
The Administrator announces that the Restatement & Republishing materiality threshold for all Reference Rates within the CME CF Cryptocurrency Pricing Products will be amended on June 11th, 2024.
CF Benchmarks
Amendment of the Potentially Erroneous Data Parameter for CME CF Cryptocurrency Pricing Products
The Administrator announces that the Potentially Erroneous Data Parameter for all CME CF Cryptocurrency Pricing Product indices will be amended on June 11th, 2024, at approximately 11:00 London Time.
CF Benchmarks
CF Meta Lab Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Meta Lab GameFi Index will take place on June 3rd, 2024.
CF Benchmarks
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on June 3rd, 2024.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on June 3rd, 2024.
CF Benchmarks
Outcome of Consultation on Proposed Changes to the Index Methodology of certain Benchmarks within the CF Digital Asset Category
The Administrator can now confirm it will implement the proposed changes to the Index Aims and the Index Parameter Table for the following indices: CF Web 3.0 Smart Contract Platforms Index – London Variant, and CF Web 3.0 Smart Contract Platforms Index – Brazil Variant
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on June 3rd, 2024.
CF Benchmarks
CF Meta Lab Index Family Reconstitution Announcement
The Administrator announces that the reconstitution of the CF Meta Lab Index Family will take place on June 3rd, 2024.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on June 3rd, 2024.
CF Benchmarks
Announcement of Consultation on Changes to the Index Methodology of certain Benchmarks within the CF Digital Asset Category
The Administrator announces that it is launching a consultation on proposed changes to the Index Methodology of the CF Digital Asset Category.
CF Benchmarks
Outcome of Consultation on proposed changes to the CF Digital Asset Classification Structure (CF DACS) Methodology
The Administrator can now confirm it will implement all proposed changes to the CF DACS.
CF Benchmarks
Announcement of a Consultation on changes to the CF Digital Asset Classification Structure (CF DACS) Methodology
The Administrator announces that it is launching a consultation on proposed changes to the CF Digital Asset Classification Structure (CF DACS) Methodology.
CF Benchmarks
CF Meta Lab Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Meta Lab GameFi Index will take place on March 1st, 2024.
CF Benchmarks
Nasdaq Crypto Index Family Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on March 1st, 2024.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on March 1st, 2024.
CF Benchmarks
CF Meta Lab Index Family Reconstitution Announcement
The Administrator announces that no constituents will be added to the CF Meta Lab GameFi Index and no constituents will be removed when the index is reconstituted on March 1st, 2024.
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that no constituents will be added to the Nasdaq Crypto Index (NCI) and no constituents will be removed when the index is reconstituted on March 1st, 2024.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on March 1st, 2024.
CF Benchmarks
Service Notification Update: CF Rolling CME Bitcoin Futures and CF Rolling CME Bitcoin Ether Basket Futures Index Publication Delay - (RESOLVED)
Service Notification Update: CF Rolling CME Bitcoin Futures and CF Rolling CME Bitcoin Ether Basket Futures Index Publication Delay - (RESOLVED)
CF Benchmarks
Service Notification: CF Rolling CME Bitcoin Futures and CF Rolling CME Bitcoin Ether Basket Futures Index Publication Delay
Service Notification: CF Rolling CME Ether Futures and CF Rolling CME Bitcoin Ether Basket Futures Index Publication Delay
CF Benchmarks
Calculation Failure for CF Rolling CME Bitcoin Ether Basket Futures Index on Tuesday, December 26th, 2023
The Administrator reports the occurrence of a Calculation Failure for the CF Rolling CME Bitcoin Ether Basket Futures Index (Excess Return) (CFCMEBEF_BE) on Tuesday, December 26th, 2023.
CF Benchmarks
CF Benchmarks launches the regulated CF ETH Staking Reward Rate
As 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
CF Meta Lab Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Meta Lab GameFi Index will take place on December 1st, 2023.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on December 1st, 2023.
CF Benchmarks
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on December 1st, 2023.
CF Benchmarks
CF Meta Lab Index Family Reconstitution Announcement
The Administrator announces that the reconstitution of the CF Meta Lab Index Family will take place on December 1st, 2023.
CF Benchmarks
Nasdaq Crypto Index Family Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on December 1st, 2023.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on December 1st, 2023.
CF Benchmarks
CF Benchmarks Announces changes to CF Capitalization Series and CF Classification Series Methodologies
The Administrator announces that changes to the CF Capitalization Series and CF Classification Series indices will come into effect on Thursday November 16th, 2023.
CF Benchmarks
CF Benchmarks Launches Institutional-Standard GameFi Index, as Play-to-Earn Sector Shines
The 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
CF Rolling CME Futures Index Series expands, with launch of Bitcoin Ether Basket
The CF Rolling CME Bitcoin Ether Basket Futures Index enables institutional investors to access both bitcoin and ether exposure simultaneously, with an entirely hands-off strategy
Ken Odeluga
Announcing the addition of Coinbase as a Constituent Exchange of CF The Sandbox-Dollar Indices
The Administrator announces the addition of Coinbase as a Constituent Exchange of CF The Sandbox-Dollar Indices
CF Benchmarks
Outcome of Consultation on proposed changes to the CF Rarible-Dollar Settlement Price Calculation Methodology
The Administrator can now confirm it will implement all proposed changes to the RARIUSD_RR calculation methodology.
CF Benchmarks
Announcement of Consultation on Changes to the CF Rarible-Dollar Settlement Price Calculation Methodology
The Administrator announces a consultation on proposed changes to the CF Rarible-Dollar Settlement Price (RARIUSD_RR) calculation methodology.
CF Benchmarks
Suspension of Gemini from CF Enjin-Dollar Indices
The Administrator announces the suspension of Gemini as a CF Constituent Exchange for CF Enjin-Dollar Indices from September 15th, 2023.
CF Benchmarks
Expansion of CF Digital Asset Index Family to include CF Ultra Cap 5 - EUR Settlement Price, and CF Ultra Cap 5 - EUR Spot Rate
The 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
CORRECTION: Expansion of the CME CF Cryptocurrency Pricing Products Family to include Bitcoin and Ether Asia Pacific Variants
A 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
No Relevant Transactions for CF Rarible-Dollar Settlement Price on Monday September 4th, 2023
The Administrator reports the occurrence of a Settlement Price calculation failure for the CF Rarible-Dollar Settlement Price (RARIUSD_RR) on Monday, September 4th, 2023.
CF Benchmarks
Expansion of the CME CF Cryptocurrency Pricing Products Family to include Bitcoin and Ether Asia Pacific Variants
The Administrator hereby announces the addition of 2 cryptocurrency reference rates to the CME CF Cryptocurrency Pricing Products Family.
CF Benchmarks
CORRECTION: Changes of Dissemination Precision for Certain Benchmark Values
A 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
Changes of Dissemination Precision for Certain Benchmark Values
The Administrator announces that it will increase the Dissemination Precision of certain benchmark values.
CF Benchmarks
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on September 1st, 2023.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on September 1st, 2023.
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on September 1st, 2023.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on September 1st, 2023.
CF Benchmarks
Changes of Dissemination Precision for Certain Benchmark Values
The Administrator announces that it will increase the Dissemination Precision of certain benchmark values.
CF Benchmarks
Coinbase to be added as a Constituent Exchange to CF Ripple-Dollar Settlement Price and Spot Rate
The Administrator announces that it will include Coinbase as a Constituent Exchange of the CF Ripple-Dollar Settlement Price and the CF Ripple-Dollar Spot Rate
CF Benchmarks
Outcome of Consultation on proposed changes to the CF Digital Asset Classification Structure (CF DACS) Methodology
There were no responses to this consultation, nor any queries regarding any aspect of the proposed changes.
CF Benchmarks
Announcement of a Consultation on changes to the CF Digital Asset Classification Structure (CF DACS) Methodology
The Administrator announces that it is launching a consultation on proposed changes to the CF Digital Asset Classification Structure (CF DACS) Methodology.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on June 1st, 2023.
CF Benchmarks
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on June 1st, 2023.
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on June 1st, 2023.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on June 1st, 2023.
CF Benchmarks
Outcome of Consultation on proposed changes to the CF Digital Asset Category Index Methodology
The Administrator can now confirm it will implement the proposed changes to Index Aims and the Index Parameter Table.
CF Benchmarks
Notice of the Demising of CF OMG Network-Dollar Settlement Price and Spot Rate and Implementation Date
The Administrator announces that it will demise the CF OMG Network-Dollar Settlement Price and CF OMG Network-Dollar Spot Rate.
CF Benchmarks
Outcome of Consultation on proposed changes to the CF Digital Asset Classification Structure (CF DACS) Methodology
The Administrator conducted a consultation concerning proposed changes to certain Sections of the CF Digital Asset Classification Structure (CF DACS) Methodology.
CF Benchmarks
Announcement of a Consultation on Changes to the Methodology for Certain Benchmarks within the CF Digital Asset Category Index
The Administrator announces that it is launching a consultation on proposed changes of the CF Digital Asset Category Index Methodology.
CF Benchmarks
Announcement of a Consultation on changes to the CF Digital Asset Classification Structure (CF DACS) Methodology
The Administrator announces that it is launching a consultation on proposed changes to the CF Digital Asset Classification Structure (CF DACS) Methodology.
CF Benchmarks
Suspension of Coinbase from CF OMG Network OMG-Dollar Indices
From 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
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on March 1st, 2023.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on March 1st, 2023.
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on March 1st, 2023.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on March 1st, 2023.
CF Benchmarks
Cessation of Certain Settlement Prices and Spot Rates of the CF Cryptocurrency Index Family
The Administrator hereby announces the cessation of the below benchmarks from the CF Cryptocurrency Index Family:
CF Benchmarks
Expansion of the CME CF Cryptocurrency Pricing Products Family to include 3 new Digital Assets
The Administrator hereby announces the addition of 3 cryptocurrency reference rates and real-time indices to the CME CF Cryptocurrency Pricing Products Family
CF Benchmarks
Cessation of Certain Settlement Prices and Spot Rates of the CF Cryptocurrency Index Family
To 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
Expansion of the CME CF Cryptocurrency Pricing Products Family to include three additional digital assets
The 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
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on December 1st, 2022
CF Benchmarks
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on December 1st, 2022.
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on December 1st, 2022.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on December 1st, 2022.
CF Benchmarks
CF Benchmarks announces the addition of LMAX Digital and Gemini as Constituent Exchanges of certain CME CF Cryptocurrency Family indices
The Administrator announces that the following Constituent Exchange changes will come into effect at 10:00 London Time on Tuesday November 22nd, 2022.
CF Benchmarks
Cessation of Certain Settlement Prices and Spot Rates of the CF Cryptocurrency Index Family
To 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 Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on September 1st, 2022.
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that the reconstitution of the Nasdaq Crypto Index Family will take place on September 1st, 2022.
CF Benchmarks
Nasdaq Crypto Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on September 1st, 2022.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on September 1st, 2022.
CF Benchmarks
Announcement of Suspension of Bitstamp as a Constituent Exchange to the CF Axie Infinity - Dollar Settlement Price and Spot Rate
The 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
Nasdaq Crypto Index Family - Free Float Supply Announcement - corrected
The reconstitution and rebalance of the Nasdaq Crypto Index, Nasdaq Crypto Index Europe and Nasdaq Bitcoin/Ethereum Index will take place on June 1st, 2022.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series Rebalance - corrected
The Administrator announces that the Rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on June 1st, 2022.
CF Benchmarks
Nasdaq Crypto Index - Reconstitution Announcement
The Calculation Agent announces that one new constituent will be added to the Nasdaq Crypto Index (NCI) when the index is reconstituted on June 1st, 2022
CF Benchmarks
Global Crypto ETP Market: State of Play
For those new to this sector, it’s also important to note that a significant proportion of crypto ETP providers have opted to utilise CF Benchmarks’ tried and trusted (and FCA-regulated) Benchmark Methodology to underpin reference and NAV calculation prices
Ken Odeluga
Results of Consultation and Confirmation of Cessation of Benchmarks
The 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
Consultation on Cessation of the CF Bitcoin Cash - Dollar Settlement Price & Spot Rate ands Litecoin - Dollar Settlement Price and Spot Rate is now Closed
The 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
Consultation on Cessation of the CF Bitcoin Cash - Dollar Settlement Price & Spot Rate ands Litecoin - Dollar Settlement Price and Spot Rate is now Open
The 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
Consultation on Parameter Changes to Certain CF Settlement Prices now Closed
The 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
Cessation of Certain Settlement Prices and Spot Rates of the CF Cryptocurrency Index Family
The 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
Cessation of the CF Bitcoin US Settlement Price and CF Ether-Dollar US Settlement Price
The 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
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
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
CF Benchmarks
Consultation on Methodology Parameter Changes to certain CF Settlement Prices now Open
The 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
Announcement of Methodology Change Consultation for Benchmarks within the CF Digital Asset Index Family
The 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
Nasdaq Crypto Index - Rebalance and Reconstitution Announcement
The Calculation Agent announces that there will be 2 new constituents of the Nasdaq Crypto Index (NCI) when the index is re-constituted on March 1st, 2022
CF Benchmarks
Nasdaq Crypto Index - Rebalance Announcement
The Calculation Agent announces that there will be no new constituents of the Nasdaq Crypto Index (NCI) when the index is rebalanced on December 1st, 2021.
CF Benchmarks
Changes to the CF Ultra Cap 5 Methodology and CF Cryptocurrency Index Family - Multi Asset Ground Rules
The 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
Nasdaq Crypto Index - Rebalance Announcement
The Calculation Agent announces that there will be no new constituents of the Nasdaq Crypto Index (NCI) when the index is rebalanced on September 1st, 2021.
CF Benchmarks
CF Benchmarks Ultra Cap 5 Reconstitution - Constituent Changes and Weights
Additions * 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
Results of Consultation for Proposed Methodology Changes to the CF Cryptocurrency Settlement Prices and Confirmation of Implementation
The 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
CME CF Cryptocurrency Reference Rates Methodology Change
Further 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
Results of Consultation for Proposed Methodology Changes to the CME CF Cryptocurrency Reference Rates and Confirmation of Implementation
The 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
Nasdaq Crypto Index - Reconstitution and Rebalance Announcement
The 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
Consultation on Methodology Changes to CF Cryptocurrency Settlement Prices Now Open
The 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
CME CF Cryptocurrency Reference Rate Methodology Change Consultation Closed
The 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
Update to CF Cryptocurrency Index Family - Multi Asset Series Ground Rules
The 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
The consultation on changes to the methodology of the CME CF Cryptocurrency Reference Rates is now open
The 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
Announcing a Consultation on Changes to the CME CF Reference Rates Methodology
The 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
Nasdaq Crypto Index - Reconstitution and Rebalance Announcement
The 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 Announces Constituent Exchange Changes to Benchmarks of the CF Cryptocurrency Index Family
The 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
Results of Consultation for Demising the indices of the Ripple XRP Bitcoin pair and Confirmation of Implementation
The 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
Consultation on demising the Benchmarks of the Ripple XRP - Bitcoin pair now closed
The consultation regarding the demising of the Benchmarks of the Ripple XRP - Bitcoin Pair is now closed. The Administrator will inform the market and index users its actions in due course.
CF Benchmarks
Consultation on demising the indices of the Ripple Bitcoin Pair now open
The 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
Announcement of a Consultation on the Cessation of the CF Ripple - Bitcoin Settlement Price and CF Ripple -Bitcoin Spot Rate
The 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
Suspension of Coinbase from CF Ripple XRP-Dollar and CF Ripple XRP-Bitcoin Indices
From 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 Ultra Cap 5 - Constituent Changes and Weights
The 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 Ultra Cap 5 - Constituent Review
The 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
Implementation Change to the Potentially Erroneous Data Parameter for all CF Spot Rates
The 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
Implementation Change to the Potentially Erroneous Data Parameter for all CME CF Real Time Indices
The 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
Consultation for Proposed Methodology Change to CF Ripple-Bitcoin Settlement Price Now Open
0900 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
Announcement of Consultation Regarding Changes to Methodology Parameters of CF Ripple-Bitcoin Settlement Price
1400 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
Consultation for Proposed Methodology Change to CF Ripple-Bitcoin Settlement Price Now Closed
The 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
Results of Methodology Parameter Change Consultation for CF Ripple Bitcoin Settlement Price and Confirmation of Implementation
The 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 Indices Update
At 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
Announcement of the Removal of Bitfinex as a Constituent Exchange to the CF Ripple-Bitcoin Settlement Price and CF Ripple-Bitcoin Spot Rate
The 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
Constituent Exchanges to CME CF Cryptocurrency Pricing Products Inaccessible for a Period on July 2nd 2019
The 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
Bitfinex Removed from CF Ripple-Bitcoin Settlement Price and CF Ripple-Bitcoin Spot Rate
The Administrator confirms that Bitfinex was removed from the CF Ripple Bitcoin Settlement Price and the CF Ripple Bitcoin Spot Rate at 1645 LDN today following the announcement made on June 18th 2019
CF Benchmarks
Constituent Exchanges to CF Cryptocurrency Index Family Inaccessible for a Period on July 2nd 2019
The 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
itBit to be included as a Constituent Exchange to the CME CF Ether-Dollar Reference Rate and CME CF Ether-Dollar Real Time Index
The 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
Gemini to be added as a Constituent Exchange to the CME CF Cryptocurrency Pricing Products
The 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
Gemini to be added as a Constituent Exchange to the CF Cryptocurrency Index Family
The 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 adds Gemini as Constituent Exchange to Reference Rate Underpinning CME Bitcoin Futures, Other Indices
PRESS 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
Gemini to be included as a Constituent Exchange to the CME CF and CF Index Families
The 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
Announcing the Addition of Coinbase as a Constituent Exchange to Further Indices
The Administrator announces it will include Coinbase as a constituent exchange to a number of indices on October 28, 2019.
CF Benchmarks
Announcement of Changes to the Order Size Cap Parameter for CME CF Real Time Indices
The 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
Announcement of Changes to the Order Size Cap Parameter for CF Spot Rates
The Administrator announces that the Order Size Cap Parameter utilised in the calculation of the CF Spot Rates will be dynamically calculated on December 2nd 2019. This will replace the static caps that are currently utilised.
CF Benchmarks
Amendment to the Potentially Erroneous Data Parameter for the CME CF Cryptocurrency Pricing Products
The Administrator announces that the Potentially Erroneous Data Parameter for all indices within the CME CF Cryptocurrency Pricing Products will be amended on February 10th 2020.
CF Benchmarks
Amendment to the Potentially Erroneous Data Parameter for the CF Cryptocurrency Index Family
The Administrator announces that the Potentially Erroneous Data Parameter for all indices within the CF Cryptocurrency Index Family will be amended on February 10th 2020.
CF Benchmarks