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CF Bitcoin Interest Rate Curve

BIRC

Last updated: Sun, 14 Apr 2024 15:00:00 GMT

About

The CF Bitcoin Interest Rate Curve is intended to measure the underlying economic reality of cryptocurrency borrowing and lending, whether outright or implied in traded instruments. This is accomplished by the use of transactional input data from Cryptocurrency Futures Exchanges, DeFi Lending Protocols and OTC Cryptocurrency Lenders. All published individual interest rates that, as a whole, constitute the interest rate curve represent transparent indicators and build on our experience to accelerate the professionalisation of cryptocurrency trading and associated borrowing and lending activity. Each point on the interest rate curve aims to be representative, replicable and efficient to facilitate the creation of financial products such as interest rate derivative contracts.

  • Calculates the fair interest rate for Bitcoin borrowing and lending based on market quotes and transactions
  • Published daily at 4:15pm London Time
  • Robust and transparent methodology designed to be manipulation resistant
  • Readily trackable by investors

The CF Bitcoin Interest Rate Curve was created in association with Chainlink and launched on October 1, 2022. All index values prior to October 1, 2022, are backtested.

Usage & Licensing

If you require access to historic data for this index to power a product or service or are interested in licensing the index for the creation of a financial product, investment fund or derivative instrument please contact [email protected]

Documentation

CF Interest Rate Curve Series

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