CF Benchmarks Newsletter - Issue 66
The launch of spot Ether ETFs in the U.S. remains locked-on.
Ken Odeluga
Exploring Bitcoin Basis Trades: How Price Singularity in ETFs and Futures is Bolstering Market Activity
Spot Bitcoin ETFs and CME futures contracts using the same price benchmark (BRRNY) enables precise arbitrage. This alignment facilitates efficient basis trades and streamlines ETF creation and redemption processes, enhancing market efficiency.
Gabriel Selby
CFB Talks Digital Assets Episode 27: June 2024 QARs - A Balancing Act between Industry Milestones and Macro Headwinds
2024 is already crystallised as one of the most consequential years ever for digital asset adoption, but unfortunately, the recent quarter saw asset prices mostly consolidating - at best...
Ken Odeluga
Suitability Analysis of the CME CF Solana-Dollar Reference Rate as a Basis for Regulated Financial Products
The likelihood that institutional participation in Solana will continue to increase underscores the need for price benchmarks that are demonstrably fit for the purpose of pricing this growing asset.
CF Benchmarks
Volatility, Deepening Institutional Participation in Crypto
Watch a recording of CF Benchmarks’ CEO, Sui Chung deliver his keynote presentation at DigiAssets by TradeTech in London, May 2024.
CF Benchmarks
Expansion of the CME CF Cryptocurrency Pricing Products Family to include Ether-Bitcoin Ratio Indices
The Administrator hereby announces the addition of a Cryptocurrency Reference Rate and Real-Time Index to the CME CF Cryptocurrency Pricing Products Family.
CF Benchmarks
CF Benchmarks Quarterly Attribution Reports - June 2024
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
CFB Talks Digital Assets Episode 26: Monochrome's Grayson McLeod on Australia's first direct access Bitcoin ETF
One of our earliest and longest-standing clients, Monochrome, just forged another major step for institutional digital asset adoption in Australia, by listing Monochrome Bitcoin ETF (ticker: IBTC), the first and only Aussie fund that invests directly in Bitcoin.
Ken Odeluga
Market Recap: Rally Broadens as SEC Approves Spot Ether ETFs
Our market recap report offers a brief summary of the blockchain economic categories and their recent price performance amid a broader market landscape.
Gabriel Selby
Amendment of Restatement & Republishing Materiality Threshold for CME CF Cryptocurrency Pricing Products
The Administrator announces that the Restatement & Republishing materiality threshold for all Reference Rates within the CME CF Cryptocurrency Pricing Products will be amended on June 11th, 2024.
CF Benchmarks
Amendment of the Potentially Erroneous Data Parameter for CME CF Cryptocurrency Pricing Products
The Administrator announces that the Potentially Erroneous Data Parameter for all CME CF Cryptocurrency Pricing Product indices will be amended on June 11th, 2024, at approximately 11:00 London Time.
CF Benchmarks
SEC cites CF Benchmarks in ETH ETF Pivot
This is an unprecedented acknowledgement of the veracity of our regulated benchmark methodology and the safeguards we’ve incorporated into it, to ensure the reliability, accuracy and market integrity of our pricing benchmarks.
Ken Odeluga