CF Benchmarks Quarterly Attribution Reports - March 2024
Thoroughly dissect and comprehend the performance of our flagship portfolio indices at the constituent, category, sub-category and segment levels.
Gabriel Selby
Market Recap: ETF Demand Surge Broadens Market Rally
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
Suitability Analysis of the CME CF Ether-Dollar Reference Rate - New York Variant as a Basis for Regulated Financial Products
This paper seeks to understand whether the regulated CME CF Ether-Dollar Reference Rate – New York Variant (ETHUSD_NY) achieves the qualities required of a regulated Benchmark: that it is representative of the underlying market, resistant to manipulation, and replicable by market participants.
CF Benchmarks
CFB Research Bytes Ep 01: Bitcoin, A Universal Store of Value for the Digital Age
CF Benchmarks' Lead Research Analyst, Gabe Selby, CFA, explores how Bitcoin functions as a decentralized digital asset, its potential as a portfolio diversifier, and the investment thesis for adding Bitcoin to portfolios.
CF Benchmarks
CF Benchmarks Publication Notice
Please disregard the email sent earlier today, titled 'CF Meta Lab Index Family – Free Float Supplies Announcement - MARCH 2024 DRAFT'. It was sent in error.
CF Benchmarks
CF Meta Lab Index Family – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Meta Lab GameFi Index will take place on March 1st, 2024.
CF Benchmarks
Nasdaq Crypto Index Family Free Float Supplies Announcement
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on March 1st, 2024.
CF Benchmarks
CF Digital Asset Index Family Multi Asset Series – Free Float Supplies Announcement
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on March 1st, 2024.
CF Benchmarks
How Does a Benchmark Benefit Bitcoin ETF Investors?
In the case of ETFs, the primary purpose of a benchmark is to determine the cash value of the investments held by the ETF, so a Net Asset Value (NAV) can be calculated. This facilitates a number of processes that are crucial to the operation of an ETF and serve its investors.
CF Benchmarks
Suitability Analysis of the CME CF Bitcoin Reference Rate - New York Variant as a Basis for Regulated Financial Products - February 2024 Update
This paper seeks to understand whether the CME CF Bitcoin Reference Rate – New York Variant (BRRNY), the benchmark for six U.S. spot Bitcoin ETFs that, on aggregate, hold AuM of $9.2bn at the time of writing, achieves the qualities required of a regulated benchmark.
CF Benchmarks
CF Meta Lab Index Family Reconstitution Announcement
The Administrator announces that no constituents will be added to the CF Meta Lab GameFi Index and no constituents will be removed when the index is reconstituted on March 1st, 2024.
CF Benchmarks
Nasdaq Crypto Index Family - Reconstitution Announcement
The Calculation Agent announces that no constituents will be added to the Nasdaq Crypto Index (NCI) and no constituents will be removed when the index is reconstituted on March 1st, 2024.
CF Benchmarks