CF Benchmarks Recap - Issue 26
Crypto attention is already shifting to the next opportunity – a potential direct listing of Coinbase’s best-established rival, Kraken, in 2022
Ken Odeluga
CF Benchmarks Recap - Issue 25
The SEC has been presented with options to demonstrate where it stands on a Bitcoin ETF.
Ken Odeluga
CF Benchmarks Recap - Issue 24
Like Evolve’s Bitcoin ETF, trading in Canada, the Brazilian fund will track the CME CF Bitcoin Reference Rate (BRR).
Ken Odeluga
CF Benchmarks Recap - Issue 23
WisdomTree filed an application to offer WisdomTree Bitcoin Trust using the CF Bitcoin Settlement Price (US Close) as its daily valuation index.
Ken Odeluga
The ‘Bitcoin Effect’ on the traditional 60/40 portfolio
Allocations to Bitcoin represented by the regulated Bitcoin Reference Rate have a very similar effect on a 60/40 portfolio as the one evident from previously published research
Ken Odeluga
CF Benchmarks Recap - Issue 22
There’s really no other way to interpret Evolve ETFs’s filing of a preliminary prospectus for the world’s first Ether ETF, powered by the CME CF Ether Reference Rate, than as a vote of confidence.
Ken Odeluga
CF Benchmarks Recap - Issue 21
The market may well have witnessed its biggest single-session drop ever—since the last one a few weeks ago—though institutional crypto convergence continued apace.
Ken Odeluga
Nasdaq Crypto Index - Reconstitution and Rebalance Announcement
The Calculation Agent announces that there will be no change to the constituents of the Nasdaq Crypto Index (NCI) when the index is re-constituted on March 1st 2021. In accordance with the methodology the constituents and their respective free float supplies observed at 23:59:59 UTC on February 22nd are: The reconstitution and rebalance of the NCI will take place on March 1st 2021. To view the both the NCI Real Time Index and NCI Daily Settlement Price click here For further details on the N
CF Benchmarks
ETHUSD_RTI weathers the Ether storm
From a benchmark perspective, the most important point to make is that the Ether market as represented by CF Benchmarks' Ether instruments, ETHUSD_RR and ETHUSD_RTI, has remained stable and orderly throughout the turbulence.
Ken Odeluga
The CME CF Ether-Dollar Reference Rate: Integrity Defined
The clustering towards correlation coefficients of 1.00 demonstrate a strong price correlation between Constituent Exchanges. In turn, the strong price correlation is evidence of a lack of manipulation within Constituent Exchange prices
Ken Odeluga
CF Benchmarks Recap - Issue 20
A more pressing question than ‘where next for BTC’s price?’ was whether the OSC’s resoluteness would encourage the SEC off the fence
Ken Odeluga
CF Benchmarks Announces Constituent Exchange Changes to Benchmarks of the CF Cryptocurrency Index Family
The Administrator announces that the following Constituent Exchange changes will come into effect at 1630 London Time on February Friday February 26th In accordance with the Administrators policies the process for approving these changes have been overseen by the CF Cryptocurrency Index Family Oversight Function
CF Benchmarks