Cessation of Certain Settlement Prices and Spot Rates of the CF Cryptocurrency Index Family
To promote an orderly transition and minimise any market impact, the benchmarks will continue to be published until provision ceases from 11:00 London time on October 31st 2022, meaning that the last values to be published shall be for October 30th 2022.
CF Benchmarks
Expansion of the CME CF Cryptocurrency Pricing Products Family to include 3 new Digital Assets
The Administrator hereby announces the addition of the below 3 cryptocurrency reference rates and real-time indices to the CME CF Cryptocurrency Pricing Products Family: * Avalanche (AVAX) * Filecoin (FIL) * Tezos (XTZ) Each reference rate will publish the U.S. dollar price of each digital asset once a day at 16:00 London time. Each respective real-time index price will be published once per second, 24 hours a day, 365 days per year. Publication of these reference rates and real-time indic
CF Benchmarks
CF Benchmarks Recap - Issue 50
Recent selloffs have profoundly increased the volatility in the fiat-forex markets, with volatility now ranging from approximately 75% to over 100% that of bitcoin's.
Ken Odeluga
We need to talk about crypto oracles
An attacker would have to put such an exponentially high amount of capital at risk to move a CF Benchmarks MNGO RTI as to make the economics of the manipulation absurd.
Ken Odeluga
Why CME CF BRR and Coindesk XBX are far from "nearly identical"
During the course of the analysis as to the rights and wrongs of the SEC's decision, an assertion has been made that we believe needs to be corrected. Namely that the Coindesk XBX and the CME CF BRR are "nearly identical". They are not.
Sui Chung
Why there won’t be a regulated ETH Proof of Work Benchmark
In accordance with CF Benchmarks’ Hard Fork Policy, ETHW’s hard fork is not material.
Ken Odeluga
CF Benchmarks launches CF Bitcoin Interest Rate Curve
The CF Bitcoin Interest Rate Curve (CF BIRC), the first index of its kind published by CF Benchmarks, measures the underlying economic reality of Bitcoin borrowing and lending, whether on an outright basis or an implied basis in tradeable instruments.
Ken Odeluga
CF Benchmarks passes independent Deloitte audit for second time
Achieving this independent kitemark for the second time is further objective corroboration of CF Benchmarks’ transparency, the soundness of our operational processes, as well as the integrity of our Benchmark Methodology.
CF Benchmarks
Ether Options settling to CME CF ETHUSD_RR launched by CME
Ether options began trading on CME yesterday led by a block trade between Genesis and Cumberland. As the Ethereum merge approaches the opportunity for investors to hedge price risk for Ether (ETH) through CFTC regulated, centrally cleared options contracts will be invaluable. The launch of Ether options further extends the suite of instruments that investors and product providers can utilise to create differing pay-off structures, an invaluable tool as investors seek to integrate digital assets
CF Benchmarks
Pre-Merge Dynamics Rippling Through Markets
The world's most popular programmable blockchain is set for a major upgrade this week: the Ethereum blockchain will switch over its process for executing transactions and mining to a Proof-of-Stake (PoS) consensus mechanism. This change may seem to be superficial at first glance, but it has so far had a profound impact on crypto markets. Firstly, we have seen ETH dominate its competitors since the Ethereum Foundation publicly announced their planned 'Merge' timeline in mid-July. So-called ETH K
Gabriel Selby
Quarterly Attribution Analysis: CF Web 3.0 Smart Contract Platforms Index
The CF Web 3.0 Smart Contract Platforms Index has fallen -20.7% over the course of our most recent rebalancing period
CF Benchmarks
Quarterly Attribution Analysis: CF Cryptocurrency Ultra Cap 5
CF Ultra Cap 5 Index has fallen –30.0% over the course of our most recent rebalancing period. Markets have remained vulnerable to increases in central bank policy rates that has led to a tightening of financial conditions
CF Benchmarks