
Amendment of the Potentially Erroneous Data Parameter for CME CF Near Protocol-Dollar Indices

CF Benchmarks
The Administrator is announcing changes to the Token Market Price Benchmarks - Methodology Guide.

CF Benchmarks
The Administrator has confirmed changes to the Token Market Price Family (TMP2) for the period: April 29th, 2026 to May 26th, 2026

CF Benchmarks
The market this week was defined by dispersion over direction. With the market still mired in its 2026 drawdown, returns hinged on factor selection. Growth-oriented, adoption-driven names led while illiquid names underperformed.

Mark Pilipczuk
The Administrator has confirmed changes to the Token Market Price Family for the period May 18th, 2026, to May 26th, 2026.

CF Benchmarks
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on June 1st, 2026.

CF Benchmarks
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on June 1st, 2026.

CF Benchmarks
Digital assets traded mixed over the past week, with AVAX +1.5%, SOL +1.3%, and XRP -2.1%. Meanwhile, BVXS implied vol. fell to 37.31 as realized vol. compressed faster to 21.92. The CF Broad Cap Index (Free Float Market Cap Weight) eased 0.24%, leaving it 17.3% lower YTD.

CF Benchmarks
The market pulled back hard at -5.65%, the worst weekly drop of 2026. Growth and Value were the only positive factors, with fundamentals leading during the drawdown. Downside Beta fell, deviating from its pattern of resilience in earlier drawdowns.

Mark Pilipczuk
The Administrator can now confirm it will implement all proposed changes to the CME CF Bitcoin Volatility Index - Real Time methodology.

CF Benchmarks
Two recent moves by the Depository Trust & Clearing Corporation (DTCC) have compelling implications for the evolution of tokenized equities broadly, and potentially for xStocks.

Ken Odeluga
CF Benchmarks' Thomas Erdösi and Cristian Isac walk through the factor model underpinning CF Factor Intelligence — seven systematic drivers of crypto returns, built with academic rigor and validated with Springer Nature.

CF Benchmarks
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