Suitability Analysis of the CME CF Bitcoin Reference Rate – New York Variant as a Basis for Regulated Financial Products - March 2025 Update
A benchmark must be representative of the underlying market, resistant to manipulation, and replicable by market participants. This paper seeks to understand how well these qualities are being achieved by the regulated CME CF Bitcoin Reference Rate – New York Variant (BRRNY).
CF Benchmarks
CF Benchmarks Quarterly Attribution Reports - March 2025
Thoroughly dissect and comprehend the performance of our flagship portfolio indices at the constituent, category, sub-category, and segment levels during the course of each portfolio rebalance period.
Gabriel Selby
Weekly Index Highlights, March 10, 2025
Last week’s market downturn hit all CF DACS categories. BCH (+7.26%) was the sole gainer, while FTM (-29.54%) and WIF (-35.71%) led losses. Infrastructure tokens fell 16.06%. ETH & SOL staking yields dipped to 2.75% and 7.07%. BVXS dropped to 56.64 and a negative skew signaled rising hedging demand.
CF Benchmarks
CF Benchmarks Newsletter - Issue 77
The much anticipated rethink of crypto market and asset oversight appears to be well underway, though geopolitical uncertainty means optimism on the outlook for the asset class hasn't been enough to support prices.
Ken Odeluga
CF Digital Asset Index Family Multi Asset Series – Restatement of Rebalance Announcement
The Administrator announces that an Extraordinary Rebalance of the benchmarks below will take place on March 10th, 2025. This Extraordinary Rebalance will be conducted in accordance with the respective index methodologies and the CF Digital Asset Index Family - Multi Asset Ground Rules.
CF Benchmarks
Crypto.com to be added as Constituent Exchange for CME CF Cryptocurrency Pricing Products
The Administrator announces that Crypto.com will be added as a CME CF Constituent Exchange for CME CF Bitcoin-Dollar indices, CME CF Ether-Dollar indices and CME CF Ether-Bitcoin Ratio benchmarks, from March 31st, 2025.
CF Benchmarks
CF Benchmarks launches CF Category indices, for focused exposure to blockchain economic drivers
CF Benchmarks is excited to announce the launch of CF Category indices, the latest additions to our CF Classification Series of thematic portfolio indices, which track the performance of specific blockchain categories within the CF Digital Asset Classification Structure (CF DACS).
Ken Odeluga
Digital Assets Decline Despite Regulatory Thaw
Our market recap offers a concise overview of key blockchain categories and their recent price action within the broader market context, providing valuable insights for investors and industry practitioners.
Gabriel Selby
Weekly Index Highlights, March 3, 2025
TIA led gains, up 21.06%, while LDO and the CF Digital Culture Index lagged. Infrastructure tokens declined, with the Blockchain Infrastructure Index down 4.59%. ETH and SOL staking yields rose. BVXS signaled higher volatility, and BIRC's SIRB increase showed greater demand for short-term borrowing.
CF Benchmarks
CFB Talks Digital Assets Episode 39: Bitcoin and Ether made EZPZ with Franklin's Roger Bayston and David Mann
Following Franklin Templeton's recent launch of Franklin Crypto ETF, ticker EZPZ, the asset management giant now has three digital asset ETPs in its roster.
Ken Odeluga
CME Group announces Solana Futures powered by our CME CF Solana-Dollar Reference Rate
We are excited to confirm that the leading derivatives marketplace's first SOL-based product will be the latest to settle to a regulated CF Benchmarks Reference Rate.
CF Benchmarks
Outcome of Consultation on Changes to CF Rolling CME Futures Index Methodologies
The Administrator can now confirm it will implement the changes proposed to 'Section 4.2 – Example: Index Portfolio over Roll Period'; and 'Section 7.1 – General Parameters', for both index methodologies.
CF Benchmarks