CF Benchmarks
CF benchmarks logo
Icon

CF ETH Staked Return Index Blends (20/80)

ESRIB20LDN_RR_TR

$3,074.29-1.33%
Last updated: Tue, 07 May 2024 15:00:00 GMT

About

The CF ETH Staked Return Index Blends presents a daily assessment that encapsulates the collective performance of a portfolio comprising both staked and non-staked Ether. This evaluation considers the performance of the underlying asset Ether and the compounded staking reward rate, and is characterized by a fixed-weighted portfolio structure. Emphasizing representativeness, replicability, and robustness, the index methodology is designed to offer investors a reliable and transparent measure of the blended returns associated with 20% staked and 80% non-staked Ether assets. The index is calculated and published once a day at 4:00pm London Time. The CF ETH Staked Return Index Blends (20%/80%) was incepted on November 20th 2023 with a value of 2040.79 (CME CF Ether Dollar Reference Rate on Inception Date). The index was launched on November 27th 2023, all values provided prior to inception date are backtested.

Usage & Licensing

The CF ETH Staked Return Index Blends (20/80)-Dollar Settlement Price (ESRIB20LDN_RR_TR) is an investible price benchmark with design features that promote replicability, manipulation resistance and index integrity. Its calculation is to the highest regulatory standards and is regulated by the UK FCA under EU BMR.

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

Documents
  • CF Staking Series Methodology
  • CF Constituent Staking Provider Criteria

Other family products

Other family products