Full Index Name: CF Rolling CME Bitcoin Futures Index (Excess Return)
Ticker: CFCMBTCF_BTC
Date Resolved: 29 January 2024 at 22:43:45 London Time
Full Index Name: CF Rolling CME Bitcoin Ether Basket Futures Index (Excess Return)
Ticker: CFCMEBEF_BE
Date Resolved: 29 January 2024 at at 22:51:29 London Time
Status Update: Resolved. The Administrator has resolved delayed publication of both Indices. Published on 29-January-2024 before 23:59:59 London Time.
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Downside Beta led CF Benchmarks' factor table at 1.66% as the Market fell 6.17%, its largest weekly loss since June. Liquidity gained 1.51% for a second week and leads over four weeks at 4.46%, while Size, down 0.50% on the week, still leads year to date at 22.14%.

Mark Pilipczuk
The CME CF Crypto Market Index fell 9.32% in October, the smallest decline in the family, as Bitcoin supplied 57% of it while falling less than the index. Altcoins led the selling before the Binance theft and Bitcoin after it, so the CF Services Category Index fell furthest (-19.71%).

Mark Pilipczuk
Digital assets fell in October as the Fed held rates with two dissents in favor of a hike and the $6.3 billion Binance theft pushed Broad Cap below its 100-day average. All eight CF indices declined, DeFi fell 23.5%, and funds recorded their first outflow since June.

Mark Pilipczuk
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