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CF USDT Interest Rate Curve

USDT

Last updated: Mon, 09 Dec 2024 16:00:00 GMT
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About

The CF USDT Interest Rate Curve provides a comprehensive benchmark for stablecoin borrowing and lending rates across varying term lengths, with a methodology that captures both immediate and short-term market conditions. Constructed daily using the USD interest rate curve as a baseline, it integrates overnight/session USDT rates derived from decentralized lending pools to determine a spread between USD and USDT overnight rates. This spread is applied across other tenors to build a full interest rate curve for USDT. Each rate point on the curve is representative, transparent, and designed to professionalize the stablecoin lending landscape. The CF USDT Interest Rate Curve enables the creation of financial products like interest rate derivatives, supporting the growing needs of professional cryptocurrency markets.

  • Published daily at 4:00 pm London Time, reflecting current market conditions.
  • Robust methodology ensures transparency and resistance to manipulation, with data inputs from the most liquid lending markets like Compound and Aave.
  • Investor-accessible and trackable, offering a reliable tool for decision-making in stablecoin borrowing and lending.

The CF USDT Interest Rate Curve, developed in association with Chainlink, offers a transparent and consistent indicator for USDT interest rates, aligning with CF Benchmarks' commitment to enhancing the cryptocurrency financial infrastructure.

Index Series

Usage & Licensing

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]

Documentation

CF Interest Rate Curve Series
  • CF Bitcoin Interest Rate Methodology