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Jul 09, 2024

CFB Talks Digital Assets Episode 28: Why our CF Bitcoin Volatility Index is the Missing Link for Institutional Crypto Risk Management and Trading

With Bitcoin’s realised volatility still regularly touching 50%, this year's multibillion dollar launch of US spot Bitcoin ETFs underlines institutions’ need for more efficient ways to manage that risk.

This makes our new CF Bitcoin Volatility Index (BVXS) – the only direct measure of CME Group BTC implied volatility – a timely addition to our roster of regulated benchmarks.

But how does BVXS work, exactly?

Our Head of Product, Thomas Erdösi joined Ken Odeluga and Gabe Selby, CFA, on the CFB Talks Digital Assets podcast, for a step by step guide – on the index, and crypto volatility in general.

Just a few of many highlights:

  • What CBOE VIX’s history tells us about how institutions may deploy BVXS
  • A peek at the only true CME Bitcoin Volatility Surface you’ll encounter in the wild...
  • Use cases: from streamlined and granular tail-risk hedging, to pure sentiment gauges, hashtag ETPs and more
  • Why BVXS is a major inflection point — for the CME CF Bitcoin Liquidity Complex, and institutional BTC participation overall

Click below to catch this episode on your favourite platform!

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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.


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