Apr 11, 2024
CFB Index Bytes Ep 02: CF Bitcoin Volatility Indices
Join CFB’s Head of Product, Thomas Erdösi, along with Head Research, Gabe Selby for the second in our video series, CFB Index Bytes for an illuminating discussion on the launch of our CF Bitcoin Volatility Indices.
The CF Volatility Series is intended to serve as a transparent, representative and replicable indicator of the implied volatility embedded in digital asset options markets traded on the CME. These forward looking indices are designed to measure how volatile Bitcoin will be over a 30-day time horizon.
CF Benchmarks Ltd is authorised and regulated by the UK Financial Conduct Authority as a registered benchmark administrator.
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For more information, please visit:
https://www.cfbenchmarks.com/documentation/products/volatility-series
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.
Size and Growth Lag in Market-Wide Selloff
CF Benchmarks’ Quarterly Factor Report breaks down digital asset performance through a systematic factor lens, highlighting the key drivers of risk and return to help investors better understand market behavior across different regimes.
Gabriel Selby
Weekly Index Highlights, January 12, 2026
Crypto cooled but stayed positive in the most recent week, with Bitcoin and Ether dipping slightly. Infrastructure was best performing CF DACS Sub-Category, +4.2%. Meanwhile our CME CF Bitcoin Volatility Index eased -8.12% even as realized ticked up. Among Factors, Value and Size notched slim gains.
CF Benchmarks
CORRECTION: Expansion of the CME CF Cryptocurrency Pricing Products Family to include the CME CF Uniswap-Dollar Reference Rate - New York Variant
The Administrator will announce the date to which the launch of this index will be rescheduled in due course.
CF Benchmarks