Nov 18, 2024
Expansion of the CME CF Cryptocurrency Pricing Products Family to include CME CF Polkadot-Dollar Reference Rate - New York Variant
The 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.
The Reference Rate will publish the U.S. dollar price of Polkadot once a day, at 16:00 New York Time.
The CME CF Polkadot-Dollar Reference Rate - New York Variant will be subject to CME CF Reference Rates Methodology rules.
Publication of the Reference Rate will commence on December 9th, 2024.
For licensing enquiries 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.
Meet the Large Cap Index DTF
The Large Cap Index DTF ($LCAP) is the first fully collateralized, token tracking the CF Large Cap (Diversified Weight) – US Index.
CF Benchmarks
Revisiting the Bitcoin Basis: How Momentum & Sentiment Impact the Structural Drivers of Basis Activity
Bitcoin’s futures basis reflects shifts in price momentum and market sentiment. Shared benchmarks between spot ETFs and CME futures contracts have enabled efficient arbitrage and driven increased institutional participation.
Mark Pilipczuk
Momentum Outperforms Following New Highs
Key takeaways: Rotation Toward Risk Dominates Factor Returns Q3 2025 extended the digital asset market’s rebound. The CF Broad Cap Index advanced 16.1%, driven by renewed momentum in large-cap assets. Momentum led factor returns (+1.9%), highlighting the continued strength of trend-following strategies amid mixed market signals. In contrast, Size (–7.3%) and Growth (–4.7%) declined as smaller-cap and high-expansion tokens lagged. Value (–2.1%) and Liquidity (–0.6%) also softened, while Downs
Mark Pilipczuk