CF BenchmarksCF benchmarks logo
view london skyline from tower bridge

Documentation

Products & Methodologies

CME CF Cryptocurrency Pricing Products

CME CF Cryptocurrency Pricing Products

About

The CME CF Cryptocurrency Pricing Products are single-asset benchmarks and real-time indices intended to measure the underlying economic reality of the exchange of the base asset for the quote asset and vice versa.

This is accomplished by the use of transactional input data from Constituent Exchanges. The BRR and ETHUSD_RR from the benchmark family are used to settle the BTC-USD and ETH-USD futures and options contracts listed by CME Group and also serve as the NAV and Reference Price to ETFs and ETPs listed in Germany, Switzerland, Canada, France and Brazil.

Documentation
  • CME CF BRR Suitability analysis for the creation of regulated financial products
  • CME-CF Reference Rates Methodology
  • CME-CF Real Time Index Methodology
  • CME-CF Constituent Exchanges Criteria
  • CME-CF Constituent Exchanges
  • CME-CF Hard Fork Policy

Contact information

For more information about our indices and to explore licensing opportunities send us a message and we will come back to you as soon as possible.

Email
[email protected]
Email
[email protected]