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]
The Administrator is currently working on resolving delayed publication of the Indices. If the Indices cannot be calculated for a given Calculation Day before 23:59:59 London Time, then both index values for this Calculation Day will be given by the corresponding index value on the previous Calculation Day.
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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.
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We're excited to sit down with Vice President of 21shares US, Federico Brokate, for a timely episode of CFB Talks Digital Assets.
Ken Odeluga
Digital assets rose, led by mega caps: Bitcoin +8.1%, ETH +8.6%, Solana +10%. CF Web 3.0 Smart Contract Platforms Index +7.2% and DeFi +5.7% showed renewed sentiment. Staking eased. BVX tracked higher Bitcoin implied and realized volatility, while BTC funding tightened slightly.
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