CF Benchmarks
CF Benchmarks
CF Benchmarks
1 mins read
Amendment of Restatement and Republishing Materiality Threshold for the CF Digital Asset Index Family - CF Volatility SeriesThe 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
CF Benchmarks
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CF Benchmarks
CF Benchmarks
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Announcement of a Consultation on Methodology Changes to the CF Rolling CME Bitcoin Ether Basket Futures IndexThe 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 Benchmarks
2 mins read
CF Digital Asset Index Family Multi Asset Series – Restatement of Rebalance AnnouncementThe 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
CF Benchmarks
1 mins read
Crypto.com to be added as Constituent Exchange for CME CF Cryptocurrency Pricing ProductsThe 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
CF Benchmarks
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CF Benchmarks
CF Benchmarks
1 mins read
CF Digital Asset Index Family Multi Asset Series – Extraordinary Free Float Supplies AnnouncementConstituents 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 Benchmarks
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CF Benchmarks
CF Benchmarks
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CF Benchmarks
CF Benchmarks
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Expansion of the CME CF Cryptocurrency Pricing Products Family to include CME CF Polkadot-Dollar Reference Rate - New York VariantThe 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
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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Updated Scheduling for Expansion of CME CF Cryptocurrency Pricing Products Family to include Solana, Chainlink, Polygon and Ripple New York VariantsThe 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
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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Outcome of Consultation on Proposed Changes to the Index Methodology of certain Benchmarks within the CF Digital Asset CategoryThe 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
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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CF Benchmarks
CF Benchmarks
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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
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
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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
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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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CF Benchmarks
CF Benchmarks
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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
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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
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
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 October 31st 2022, meaning that the last values to be published shall be for October 30th 2022.
CF Benchmarks
CF Benchmarks
1 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
Ken Odeluga
Ken Odeluga
5 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
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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
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
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
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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
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
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
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
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
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
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
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
CF Benchmarks
CF Benchmarks
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Consultation on demising the indices of the Ripple Bitcoin Pair now openThe consultation on the proposed demising of the CF Ripple-Bitcoin Settlement Price and CF Ripple Bitcoin Spot Rate, members of the CF Cryptocurrency Index Family, is now open
Proposed Date of Implementation
The Administrator proposes to demise both benchmarks at 1630 London time on February 11th. This means that the CF Ripple-Bitcoin Settlement Price published on February 11th 2021 will be the final value for this benchmark whilst the final value for the CF Ripple Bitcoin Spot Rate shall be p
CF Benchmarks
CF Benchmarks
2 mins read
Announcement of a Consultation on the Cessation of the CF Ripple - Bitcoin Settlement Price and CF Ripple -Bitcoin Spot RateThe Administrator announces it will conduct a consultation on the cessation of the CF Ripple - Bitcoin Spot Rate and CF Ripple Bitcoin Settlement Price. The Administrator announces that it will initiate a consultation on the proposed demising of the CF Ripple-Bitcoin Settlement Price and CF Ripple Bitcoin Spot Rate, members of the CF Cryptocurrency Index Family.
Proposed Date of Implementation
The Administrator proposes to demise both benchmarks at 1630 London time on February 11th. This means
CF Benchmarks
CF Benchmarks
2 mins read
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 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
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
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
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CF Benchmarks adds Gemini as Constituent Exchange to Reference Rate Underpinning CME Bitcoin Futures, Other IndicesPRESS RELEASE
LONDON, August 8th 2019 – CF Benchmarks, the leading cryptocurrency index provider formerly known as Crypto Facilities Indices, today announced it is adding the market data of Gemini Trust Company, LLC (Gemini), a cryptocurrency exchange and custodian, to its eight cryptocurrency indices. This includes the CME CF Bitcoin Reference Rate and CME CF Bitcoin Real Time Index, and the CME CF Ether-Dollar Reference Rate and CME CF Ether-Dollar Real Time Index, among other cryptocurrency
CF Benchmarks
CF Benchmarks
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Gemini to be included as a Constituent Exchange to the CME CF and CF Index FamiliesThe Administrator announces it will include Gemini as a constituent exchange to a number of indices on August 30, 2019.
From around 1630 London time the following indices include orders from Gemini as input data:
* CME CF Bitcoin Real Time Index
* CME CF Ether-Dollar Real Time Index
* CF Bitcoin Cash-Dollar Spot Rate
* CF Litecoin-Dollar Spot Rate
Beginning August 31, 2019 the following indices will include transactions from Gemini as input data:
* CME CF Bitcoin Reference Rate
* CME C
CF Benchmarks
CF Benchmarks
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Announcement of Changes to the Order Size Cap Parameter for CME CF Real Time IndicesThe Administrator announces that the Order Size Cap Parameter utilised in the calculation of the CME CF Real Time Indices (RTI) will be dynamically calculated on December 2nd 2019. This will replace the static caps that are currently utilised.
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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