Factor Friday - September 11, 2026
Size fell from last place to second this week, gaining 2.32% as Downside Beta gave back its lead to just 0.05% and the Market fell 4.98%, its sharpest drop in months. Value held the top spot for a second week, and Size remains the year's only factor with a positive return, up 8.13% YTD.
Mark Pilipczuk
Changes to the Token Market Price Benchmarks Series - Market Prices – 08 September 2026
The Administrator has confirmed changes to the Token Market Price Family for the period 01 September 2026 to 08 September 2026.
CF Benchmarks
Hot Payrolls Print Slows the Digital Asset Rally
Digital assets closed broadly higher despite a hot payrolls print reviving Fed rate-hike bets. Volatility drifted modestly higher, an infrastructure token stood out well beyond the rest of the market, and attention now turns to the coming inflation print for the Fed's next move.
Mark Pilipczuk
Factor Friday - September 4, 2026
Downside Beta moved from last place to first this week, gaining 3.2% as Size gave back its lead to -0.9% and the Market cooled to +1.2% after an 11.2% run. The swing narrowed the factor spread to 4.3 points from 15.8 the week before, a rotation toward defense inside an otherwise positive market.
Mark Pilipczuk
The Debasement Trade Lifts Nearly Every Corner of the Market
The CF Free-Float Broad Cap Index rose 28.84% in August as the debasement trade carried Bitcoin toward $80,000 and lifted nearly every corner of the digital asset market with it.
Mark Pilipczuk
Changes to the Token Market Price Benchmarks Series - Market Prices – 01 September 2026
The Administrator has confirmed changes to the Token Market Price Family for the period 25 August 2026 to 01 September 2026.
CF Benchmarks
Debasement Trade Drives August Rally as Warsh Turns Hawkish
Digital assets rallied broadly in August on a debasement trade. Bitcoin ETF inflows hit $3.4 billion, the year's strongest, even as Chair Warsh's hawkish Jackson Hole keynote left the door open for a hike.
Mark Pilipczuk
CME CF Crypto Market Index: Constructing the Institutional Measure of the Digital Asset Market
Institutional grade means replicable, representative and resistant to manipulation. The CME CF Crypto Market Index methodology applies requirements for market access, custody, liquidity, codebase distinctiveness and durable economic role, then holds the twelve highest ranked assets that qualify.
Gabriel Selby
Bitcoin Holds the Line After Warsh's Hawkish Speech
Digital assets held onto most of a prior extraordinary rally despite a hawkish Fed policy shock late in the week. Dispersion ran beneath the surface: a rotation toward quality factors, a funding curve cracking at the front end, and an isolated token move within the DACS categories.
Mark Pilipczuk
Factor Friday - August 28, 2026
Digital assets extended last week's rally, though the pace of gains eased. Leadership broadened down the market cap curve for the first time in weeks, while value-oriented and defensive positioning both lagged the advance.
Mark Pilipczuk
Addition of CF Ondo Finance Options Settlement Rate to the CF Options Settlement Rate Series
The Administrator announces the addition of the CF Ondo Finance Options Settlement Rate to the CF Digital Asset Index Family - CF Options Settlement Rate Series.
CF Benchmarks
CF Institutional Digital Asset Index – Postponement of the Q3 2026 Reconstitution and Rebalance
The Q3 2026 Reconstitution and Rebalance of the CF Institutional Digital Asset Index will be postponed from its scheduled implementation date of September 1st, 2026.
CF Benchmarks
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