Mar 28, 2025
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.
The following indices will be launched as part of the CF Options Settlement Rates Series:
- CF Bitcoin Options Settlement Rate (BTCOPTRR)
- CF Ether Options Settlement Rate (ETHOPTRR)
- CF Solana Options Settlement Rate (SOLOPTRR)
CF Options Settlement Rates are calculated by collecting all relevant Real Time Index (RTI) data points during the TWAP Period, with each entry including both the timestamp and the corresponding index value. The sum of the recorded RTI values is divided by the total number of RTI to produce the final time-weighted Settlement Rate. Settlement Rates are published once per day, every day, at approximately 8:01:00 a.m UTC
The design and implementation of the CF Options Settlement Rates lends itself to be used as a daily rate to allow for the orderly settlement of options contracts and other derivative instruments.
Publication of the Settlement Rates will commence on March 31st, 2025.
For licensing opportunities please contact [email protected].
The information contained within is for educational and informational purposes ONLY. It is not intended nor should it be considered an invitation or inducement to buy or sell any of the underlying instruments cited including but not limited to cryptoassets, financial instruments or any instruments that reference any index provided by CF Benchmarks Ltd. This communication is not intended to persuade or incite you to buy or sell security or securities noted within. Any commentary provided is the opinion of the author and should not be considered a personalised recommendation. Please contact your financial adviser or professional before making an investment decision.
Note: Some of the underlying instruments cited within this material may be restricted to certain customer categories in certain jurisdictions.
Factor Friday - March 13, 2026
The factor rotation enters its second week as growth tops the weekly standings for the first time this year and value holds positive territory YTD. With downside beta fading from its early-year dominance, the market is beginning to reward on-chain activity over pure defensiveness.
Mark Pilipczuk
BlackRock’s iShares Staked Ethereum Trust ETF sees Solid Debut, with ETH priced by CF Benchmarks
By embedding ETHUSD_NY within ETHB, BlackRock is expanding its Ether ETF format to include staking, while retaining a benchmark architecture already embedded throughout its digital asset product suite.
CF Benchmarks
CF Benchmarks Quarterly Attribution Reports - March 2026
Thoroughly dissect and comprehend the performance of our flagship portfolio indices at the constituent, category, sub-category, and segment levels during the course of each portfolio rebalance period.
Gabriel Selby