CF Benchmarks
CF benchmarks logo

CF Bitcoin NY TWAP


Last updated: Sat, 18 May 2024 20:00:00 GMT


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]


CF Single Asset Series
  • 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

Other family products

Other family products