About
The CF Bitcoin NY TWAP is a once a day index price for Bitcoin denominated in USD that is published at 1600 New York time to synchronize with the traditional US market close.
The index is calculated and published 365 days a year utilising a Time Weighted Average Price method that is applied to transaction data from Bitcoin-USD markets operated by a major cryptocurrency exchanges that conform to the CF Constituent Exchange Criteria in accordance with US GAAP. The index is administered in accordance with IOSCO principles by CF Benchmarks.
Usage & Licensing
If you require access to real time or 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 Benchmark Statement - Single Asset Series
- CF Settlement Price Methodology Guide
- CF Spot Rate Methodology Guide
- CF Hard Fork Policy
- CF Bitcoin NY TWAP Methdology Guide
- CF Oversight Function Specifications
- CF Constituent Exchanges
- CF Oversight Function Meeting Minutes December 2022
- CF Oversight Function Meeting Minutes March 2022
- CF Oversight Function Meeting Minutes January 2022
- CF Oversight Function Meeting Minutes September 2021
- CF Oversight Function Meeting Minutes May 2021
- CF Oversight Function Meeting Minutes January 2021
- CF Oversight Function Meeting Minutes July 2020
- CF Oversight Function Meeting Minutes April 2020
- CF Oversight Function Meeting Minutes November 2019
- CF Oversight Function Meeting Minutes August 2019
- CF Oversight Function Meeting Minutes April 2019
- CF Oversight Function Meeting Minutes December 2018
Other family products
- NameSparklineVariants
AMP - USDAmp
APE - USDApe Coin
BAT - USDBasic Attention Token
COMP - USDCompound
DAI - USDDai
DOGE - USDDogecoin
ENJ - USDEnjin
EOS - USDEOS
ETC - USDEthereum Classic
GRT - USDThe Graph
ICP - USDInternet Computer
LPT - USDLivepeer
LRC - USDLoopring
MKR - USDMaker
OXT - USDOrchid
PAXG - USDPAX Gold
RARI - USDRarible
SAND - USDThe Sandbox
SUSHI - USDSushiSwap
XRP - USDXRP
YFI - USDYearn.finance
Other family products
- CME CF Single Asset Series
- CF Single Asset Series
- CF Rolling CME Futures Indices
- CF Classification Series
- CF Capitalization Series
- CF Interest Rate Curve Series
- Nasdaq Crypto Index Family
- WisdomTree CF Series
- Indices documentation
- CF Digital Asset Classification Structure (CF DACS)
- CF DACS Token Explorer
- Attribution Analysis
