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.
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.
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]