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.
The Administrator hereby announces the addition of the below 2 cryptocurrency reference rates to the CME CF Cryptocurrency Pricing Products Family:
Each reference rate will publish the U.S. dollar price of each digital asset once a day at 16:00 Hong Kong time and will be subject to CME CF Reference Rates Methodology rules.
Publication of these reference rates will commence on September 11th, 2023.
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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.
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.

Mark Pilipczuk
The crypto market remained in a guarded mood in the recent week. BTC was +2.1% and ETH +1.7%, but breadth was thin as only two of seven majors finished higher. Still, capitalization indices gained between 0.5% and 1.7%, while our BVXS implied vol. index fell, and BTC front-end rates fell sharply.

CF Benchmarks
The market posted its strongest week of 2026 at +7.1%. However, factor breadth was notably thin. Size was the only non-market factor to finish positive at +1.3%, while growth and value lagged, suggesting the rally was driven by directional flows rather than fundamentals.

Mark Pilipczuk
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