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CF Rolling CME Bitcoin Ether Basket Futures Index


Last updated: Fri, 08 Dec 2023 21:00:00 GMT


The CF Rolling CME Bitcoin Ether Basket Futures Index (Excess Return) is calculated once a day and published at 15:20 US Central Time. The Index tracks the performance of a basket consisting of 1) the CF Rolling CME Bitcoin Futures Index and 2) the CF Rolling CME Ether Futures Index. The basket constituents are weighted by their respective free float market capitalisations and rebalanced quarterly.

  • Tracks the performance of holding a basket of CME Bitcoin Futures and CME Ether Futures and rolling every month
  • Robust and transparent methodology designed to minimise roll cost
  • Readily trackable by investors

The CF Rolling CME Ether Futures Index launched on October 10, 2023. The index has a base value of 1000 as of October 9, 2023. All index values prior to October 9, 2023, are backtested.

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]


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