Bitcoin Drives a Rebound as Breadth Narrows
The CF Free-Float Broad Cap Index rose 4.44% in July as Bitcoin and Ether supplied 5.07 points of a 4.44% return. Softer inflation and new Ethereum exchange-traded product access carried the large-capitalization core, while 18 of 32 constituents fell and free-float weighting produced the gain.
Mark Pilipczuk
Changes to the Token Market Price Benchmarks Series - Market Prices – 04 August 2026
Changes to the Token Market Price Benchmarks Series - Market Prices – 04 August 2026
CF Benchmarks
Cooler Inflation Sparks Rebound as Hike Risk Persists
A 3.5% CPI print, three hawkish FOMC dissents, and renewed Iran strikes drove a broad rebound across digital assets in July. Every CF Benchmarks index rose, fund flows turned positive at $409 million after eight weeks of outflows, and crypto diverged from tech as the Nasdaq fell 3.2%.
Mark Pilipczuk
Selective Rotation Drives Wider Sector Dispersion
Digital assets fell as a bloc while individual tokens pulled violently apart. Index moves stayed clustered even as constituent dispersion widened. Defensive factors failed to defend, stress sat in the long tail, and implied volatility gave up its event premium as funding dislocated at the front end.
Mark Pilipczuk
Factor Friday - July 31, 2026
July's rally has stalled, with the Market factor flat at +0.02% and its four-week gain down to +0.48% from +7.13%. Momentum led a second straight week at +1.96%, its first back-to-back run since late May, while Growth reversed to +1.74% and Value fell to the bottom at -1.93%.
Mark Pilipczuk
Changes to the Token Market Price Benchmarks Series - Market Prices – 28 July 2026
Changes to the Token Market Price Benchmarks Series - Market Prices – 28 July 2026
CF Benchmarks
Digital Assets Absorb Hawkish Repricing Ahead of the FOMC
Digital assets traded through a hawkish macro surprise this week but closed mostly higher, with breadth holding across major names and indices. Sector leadership traced to a single regulatory catalyst, not a broad rotation, and implied volatility stayed firmer than realized into the weekend.
Mark Pilipczuk
Factor Friday - July 24, 2026
Beta's four-week grind higher stalled this week as style leadership rotated again: Momentum took the top spot, last week's leader Value fell to the bottom, and Growth stayed July's weakest factor. Size remains the only style factor positive on the year; beta, not style selection, is setting returns.
Mark Pilipczuk
Changes to the Token Market Price Benchmarks Series - Market Prices – 21 July 2026
The Administrator has confirmed changes to the Token Market Price Family for the period 14 July 2026 to 21 July 2026.
CF Benchmarks
Softer CPI Reprices July Hike Risk & Lifts Digital Assets
Digital assets extended their recovery over the past week as cooler US inflation prints repriced Fed expectations; the bid was broad across the large cap indices, growth factor leadership returned, stablecoin funding repriced lower, and stress stayed isolated in names hit by token-specific news.
Mark Pilipczuk
Notice of the Demising of CF Dai-Dollar Settlement Price and Spot Rate
The Administrator announces that it will demise the CF Dai-Dollar Settlement Price (DAIUSD_RR) and CF Dai-Dollar Spot Rate (DAIUSD_RTI) which are members of the CF Digital Asset Index Family.
CF Benchmarks
Addition of the Tether Gold Settlement Price and Spot Rate to the CF Digital Asset Index Family
The Administrator announces the addition of the Tether Gold Settlement Price and Spot Rate to the CF Digital Asset Index Family - Single Asset Series.
CF Benchmarks
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