Outcome of Consultation on Changes to the CF ETH Staking Reward Rate Index Methodology
The Administrator can now confirm it will implement all proposed changes to the CF Staking Series Methodology.
CF Benchmarks
ChinaAMC lists Hong Kong’s first Solana ETF offering staking rewards, with CF Benchmarks-powered SOL pricing
The ETF is Hong Kong’s first Solana ETF to incorporate staking rewards, reflecting a maturing framework that allows on-chain yield to coexist with regulated fund oversight.
Ken Odeluga
Addition of CF Artificial Superintelligence Alliance-Dollar, and CF Injective-Dollar US Settlement Prices to the CF Digital Asset Index Family
The Administrator announce the addition of CF Artificial Superintelligence Alliance-Dollar, and CF Injective-Dollar US Settlement Prices to the CF Digital Asset Index Family.
CF Benchmarks
Suspension of Bitstamp and Gemini as Constituent Exchanges for CF Artificial Superintelligence Alliance-Dollar, and CF Injective-Dollar indices
Following a review of executed trades, the Administrator determined that neither Bitstamp nor Gemini met the average daily volume criteria for the purpose of launching the proposed US Settlement Prices for these USD pairs.
CF Benchmarks
Weekly Index Highlights, October 27, 2025
Digital assets rebounded week-on-week, led by XRP and SOL. Sector gains broadened across CF DACS cohorts, while staking indices diverged. Capitalization tiers advanced, volatility eased, and BTC/USDT curves normalized. Our CF Factor Data signaled Liquidity and Growth styles were mildly favored.
CF Benchmarks
Announcement of Consultation on Changes to the CF ETH Staking Reward Rate Index Methodology
Under the proposed change, the Administrator will publicly disclose the average commission fee quoted by the four Providers, and the Index will be calculated net of the average fee, rather than using each Provider’s individual fee.
CF Benchmarks
Weekly Index Highlights, October 20, 2025
Renewed weakness across markets saw digital assets fall sharply again in the past week, with Bitcoin, −5.6% and Ether, −3.4 %, leading broad declines. Bitcoin implied and realized volatility were both firmly higher, while BTC and USDT funding curves compressed.
CF Benchmarks
CF Benchmarks Newsletter Issue 93
This isn’t quite a panicked set-up, yet; as the trend in this 30-day window looks quite literally orderly, for now.
Ken Odeluga
Meet the Large Cap Index DTF
The Large Cap Index DTF ($LCAP) is the first fully collateralized, token tracking the CF Large Cap (Diversified Weight) – US Index.
CF Benchmarks
Revisiting the Bitcoin Basis: How Momentum & Sentiment Impact the Structural Drivers of Basis Activity
Bitcoin’s futures basis reflects shifts in price momentum and market sentiment. Shared benchmarks between spot ETFs and CME futures contracts have enabled efficient arbitrage and driven increased institutional participation.
Mark Pilipczuk
Momentum Outperforms Following New Highs
Key takeaways: Rotation Toward Risk Dominates Factor Returns Q3 2025 extended the digital asset market’s rebound. The CF Broad Cap Index advanced 16.1%, driven by renewed momentum in large-cap assets. Momentum led factor returns (+1.9%), highlighting the continued strength of trend-following strategies amid mixed market signals. In contrast, Size (–7.3%) and Growth (–4.7%) declined as smaller-cap and high-expansion tokens lagged. Value (–2.1%) and Liquidity (–0.6%) also softened, while Downs
Mark Pilipczuk
Weekly Index Highlights, October 13, 2025
Digital assets fell sharply week-on-week, with high‑beta large caps worse-off. Little relative immunity was visible across categories tracked by CF DACS, though Culture still underperformed. ETH staking improved. BVX implied volatility rose, while realized softened. Key BTC and USDT tenors firmed.
CF Benchmarks