CF Bitcoin Interest Rate Curve Index
Index Description
The CF Bitcoin Interest Rate Curve is a measure of the underlying economic reality of bitcoin borrowing and lending, whether outright or implied in traded instruments. This is accomplished by the use of transactional input data from crypto Futures Exchanges, DeFi Lending Protocols and OTC Crypto Lenders. All published individual interest rates that constitute the interest rate curve represent transparent indicators and build on our experience to accelerate the professionalisation of crypto trading and associated borrowing and lending activity. Each point on the interest rate curve aims to be representative, replicable and efficient to facilitate the creation of financial products such as interest rate derivative contracts.
Interest Rate Curve
Index Facts
| Asset | Bitcoin (BTC) |
|---|---|
| Denomination | Bitcoin (BTC) |
| Calculation Frequency | Daily |
| Publication Time | 4:15PM BST |
| Lanch Date | 1st August 2022 |
| First Value | 1st August 2022 |
Calculation Overview
Contributing Sources
| CME | Term Futures |
|---|---|
| Bitmex | PERPS, Term Futures |
| Binance | PERPS, Term Futures |
| OKX | PERPS, Term Futures |
| ByBit | PERPS |
| AAVE | DeFi |
| Compound | DeFi |
| CeFi Platforms | OTC |
Disclaimer: The information contained within is for educational and informational purposes ONLY. It is not intended nor should it be considered an invitation or inducement to buy or sell any of the underlying instruments cited including but not limited to cryptoassets, financial instruments or any instruments that reference any index provided by CF Benchmarks Ltd. This communication is not intended to persuade or incite you to buy or sell security or securities noted within. Any commentary provided is the opinion of the author and should not be considered a personalised recommendation. Please contact your financial adviser or professional before making an investment decision.