Full Index Name: CF Rolling CME Bitcoin Futures Index (Excess Return)
Ticker: CFCMBTCF_BTC
Full Index Name: CF Rolling CME Bitcoin Ether Basket Futures Index (Excess Return)
Ticker: CFCMEBEF_BE
Date: 29 January 2024
Status Update: Delayed Publication [INVESTIGATING]
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A hawkish Fed, a 4.2% CPI print, and fragile Iran diplomacy drove a broad, steep drawdown across digital assets in June. Every CF Benchmarks index fell, fund outflows hit a 2026 high near $4.1 billion, and investors stayed defensive as rate-cut hopes faded and the war premium lingered.

Mark Pilipczuk
Changes to the Token Market Price Benchmarks Series - Market Prices – 30 June 2026.

CF Benchmarks
Digital assets fell across the board last week as a hotter inflation print and steady ETF outflows met a risk-off market. The decline was uniform, with little to separate large caps; only a value tilt and two DeFi names held up as implied volatility rebuilt a premium.

Mark Pilipczuk
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