Website improvements
At CF Benchmarks, we're always trying to improve our infrastructure. One area we've been focusing recently is our website. Last year we spent some time revamping the site. We gave it more of a dashboard feel, improving the graphs and adding a bit more data content. Once that was deployed, the data looked great, but we felt we could do more to improve our news posts. Until recently, our news items were all simple text based posts that were difficult to write and publish. We wanted the abili
CF Benchmarks
Ether-Dollar Reference Rate posts 23.2% return in Feb'20 amidst record breaking volumes
* Best monthly return for ETH-USD Reference Rate since May'19 and second best month on record * Aggregate volumes in Feb'20 (534,707 ETH, $130.5M) smash all previous records - Dec'18 (457,417 ETH) and May'18 ($79M) * Feb 15th 2020 saw all-time record dollar volume of $15.9M, topping the previous high of $11M set on Nov 21st 2019 * Month high of $279.94 (Feb 19th) is highest since July 10th 2019 * Volumes recorded surged 127.8% vs Jan'20
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BRR falls 7.5% in Feb'20 on strongest monthly volumes since July'19
* Total aggregate volumes traded in Feb'20 increased by 27.1% vs Jan'20, reaching 44,538 BTC, despite a short month * Feb'20 (44,538 BTC, $434.9M) saw the strongest monthly volumes since July'19 (83,151 BTC, $883.1M) * Feb 11th 2020 saw 7,268 BTC/ $72.9M traded, the highest daily volumes recorded for the BRR since Nov 21st 2019 - 12,577 $95.3M * Coinbase gained over 5% in share vs. the previous month
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Bitcoin climbs 28.7% in Jan, amidst smoother trading volumes than Dec
* Aggregate volume captured by the BRR in Jan '20 15% lower than Dec '19 * Highest volume day in (Jan 14) saw 42% less volume than the highest volume day in previous month (Dec 9), pointing to smoother trading volumes in Jan * Bitstamp increased share of volume by 4 percentage, whilst Coinbase share fell 3.5 percentage points month to month * Average trade size in Jan'20 fell to 0.2598 BTC from 0.2879 BTC in Dec'19
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Consultation for Proposed Methodology Change to CF Ripple-Bitcoin Settlement Price Now Open
0900 LDN The consultation on proposed methodology parameter changes to the CF Ripple-Bitcoin Settlement Price previously announced by the Administrator is now open. This consultation will close at 1600 LDN on May 24th and should the consultation result in the Administrator not implementing any of the proposed changes or the implementation date being changed then this and any further shall be announced by the Administrator. . This consultation is open to all index users and interested market pa
CF Benchmarks
Announcement of Consultation Regarding Changes to Methodology Parameters of CF Ripple-Bitcoin Settlement Price
1400 LDN The Administrator announces that it will initiate a consultation on proposed changes to the methodology parameters of the CF Ripple-Bitcoin Settlement Price, a member of the CF Cryptocurrency Index Family. The proposed change is to amend both the observation window parameters and partition lengths that are utilised for the calculation of the index. The proposed change and implementation date Current Parameters Utilised * Observation Window (LDN): 1500 to 1600 LDN * Partition Len
CF Benchmarks
Consultation for Proposed Methodology Change to CF Ripple-Bitcoin Settlement Price Now Closed
The consultation for the proposed parameter change to the CF Ripple-Bitcoin Settlement Price that was opened on May 10th 2019 has now closed. The Administrator shall announce the findings of the consultation in due course.
CF Benchmarks
Results of Methodology Parameter Change Consultation for CF Ripple Bitcoin Settlement Price and Confirmation of Implementation
The Administrator conducted a consultation with index users and market participants for proposed index methodology parameter changes to the CF Ripple-Bitcoin Settlement Price, a member of the CF Cryptocurrency Index Family, between 0900 LDN May 10th and 1600 LDN May 24th. There were no responses received to this consultation and nor were there any queries regarding any aspects of the proposed change. The Administrator can now confirm it will implement the proposed change of amending the method
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CF Benchmarks Indices Update
At approximately 1630 UTC, a scheduled update to the CF Benchmarks system will begin. This should take no longer than 30 minutes. This update could result in the CME CF Real Time Indices and the CF Spot Rates being unavailable for a brief period. Other Crypto Facilities systems will be unaffected. This update will change the order size cap of the CF Bitcoin Cash-Dollar Spot Rate from 100 to 500 and the CF Ripple-Dollar Spot Rate from 100,000 to 400,000. This update will also change the leng
CF Benchmarks
Announcement of the Removal of Bitfinex as a Constituent Exchange to the CF Ripple-Bitcoin Settlement Price and CF Ripple-Bitcoin Spot Rate
The Administrator shall implement the removal of Bitfinex as a constituent exchange to the CF Ripple-Bitcoin Settlement Price and the CF Ripple-Bitcoin Spot Rate on July 2nd 2019 at around 1630 LDN time. This means from that time Bitfinex will no longer contribute to the CF Bitcoin-Ripple Spot Rate and also means that the calculation of the CF Ripple-Bitcoin Settlement Price for July 3rd 2019 onwards will not include any transactions from Bitfinex.
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Constituent Exchanges to CME CF Cryptocurrency Pricing Products Inaccessible for a Period on July 2nd 2019
The Administrator wishes to inform users of the CME CF Cryptocurrency Pricing Products that both the websites and API’s of some of the Constituent Exchanges from which the Administrator utilises orderbooks and transactions as input data to the calculation of the indices were inaccessible for a period today. This issue was caused by the widely used web security software provider Cloudflare suffering a network outage between 1344 and 1408 UTC. The Administrator confirms that all CME CF Cryptocurr
CF Benchmarks
Bitfinex Removed from CF Ripple-Bitcoin Settlement Price and CF Ripple-Bitcoin Spot Rate
The Administrator confirms that Bitfinex was removed from the CF Ripple Bitcoin Settlement Price and the CF Ripple Bitcoin Spot Rate at 1645 LDN today following the announcement made on June 18th 2019
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