CF Digital Asset Index Family Multi Asset Series Reconstitution Announcement
The Administrator announces that the Reconstitution of the CF Digital Asset Index Family Multi Asset Series will take place on June 1st, 2026.
CF Benchmarks
CORRECTION: Announcement of Consultation on Changes to the CME CF Bitcoin Volatility Index - Real Time Methodology
This item corrects 'Announcement of Consultation on Changes to the CME CF Bitcoin Volatility Index - Real Time Methodology', published on May 15th, 2026.
CF Benchmarks
Weekly Index Highlights, May, 18, 2026
Digital assets gave back some recent gains over the past week, with BTC -3.6%, ETH -5.7%, and SOL -9.3%. Meanwhile, our BVXS implied volatility index ticked up to 40.50 while realized vol. fell sharply to 30.92. BTC's session rate also stood out, +643 bps while most term tenors and USDT rates fell.
CF Benchmarks
Factor Friday - May 15, 2026
Defensive factors led this week. The market rallied at a slower pace (+2.33%), Downside Beta reversed hard to +2.14% from -1.17%, and Value held +1.78%. Size flipped negative after leading April. YTD, Downside Beta (+4.37%) remains the only factor solidly positive in 2026.
Mark Pilipczuk
Announcement of Consultation on Changes to the CME CF Bitcoin Volatility Index - Real Time Methodology
The Administrator is launching a consultation on proposed changes to the CME CF Bitcoin Volatility Index - Real Time Methodology.
CF Benchmarks
CFB Talks Digital Assets Episode 61: CPI Upends Rate Reckoning, CME BTC Vol. Futures Go Live in June, CLARITY Markup Moves Forward
The team talk through this week's hot CPI print; the CLARITY Act clearing the Senate, Kevin Warsh scraping through to become Fed Chair designate, and CME launching Bitcoin Volatility futures on June 1.
Sui Chung
Changes to the Token Market Price Benchmarks Series - Market Prices – 12 May 2026
The Administrator has confirmed changes to the Token Market Price Family for the period May 4th, 2026, to May 12th, 2026.
CF Benchmarks
Addition of New CF Options Settlement Rates and Updates to the CF Options Settlement Rates Methodology
The Administrator announces the addition of new CF Options Settlement Rates and changes to the CF Options Settlement Rates Methodology.
CF Benchmarks
Outcome of Consultation on Changes to the CME CF Real Time Index Methodology
The Administrator can now confirm it will implement all proposed changes to the CME CF Real Time Index Methodology.
CF Benchmarks
Outcome of Consultation on Changes to the CF Dogecoin-Dollar Spot Rate Methodology
The Administrator can now confirm it will implement all proposed changes to the CF Dogecoin-Dollar Spot Rate Methodology.
CF Benchmarks
CFB Talks Digital Assets Episode 60: Saylor's Pivot, NFP Heat and CLARITY Countdown: Crypto's Cross-Currents
A surprisingly strong NFP print, Michael Saylor's signal that Bitcoin sales aren't off the table at Strategy, Circle's 20% pop on stablecoin-rewards optimism, and a forensic walk-through of the recent ~$300 million Kelp DAO cross-chain exploit.
Sui Chung
Weekly Index Highlights, May, 11, 2026
High-beta large-cap digital assets mostly extended gains over the recent week, with LINK up 11.6%. Mega caps benefited less though, with BTC +1.9% and ETH actually dipping 0.9%. Still, volatility cooled: BVXS implied vol. index was -5.21, and front-end funding eased sharply: BTC SIRB fell 260 bps.
CF Benchmarks
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