Digital Asset Allocation made easy
CF Benchmarks helps pensions, sovereign wealth funds, insurance companies and other institutional investors navigate the digital asset class and make more informed investment decisions through comprehensive frameworks, tools and price benchmarks to construct, manage and assess their portfolios
Navigate the Blockchain Economy and Understand Exposures of Digital Assets
The Digital Asset universe is constituted of a diverse range of Assets with differing characteristics, use cases and applications. The lack of a coherent classification system by which to segment this universe, understand its constitution and map exposures of digital assets to real world use cases and differing economic activities severely limited any quantitative analysis of the asset class. The CF Digital Asset Classification Structure (CF DACS) gives investors a simple, comprehensive and evergreen framework by which to attribute performance to real world activities and adoption.
Benchmark Digital Asset Pricing
Regulated price benchmarks for all liquid digital assets where underlying transaction data is sourced from multiple reputable crypto exchanges that conform to strict criteria that cover market surveillance, AMLKYC and legal compliance to deliver high integrity price benchmarks that can stand up to the most stringent scrutiny.
Benchmark Portfolio Index Families
Regulated portfolio benchmarks that measure the price performance of specific digital asset exposures including; capitalization ranges, economic sectors and blockchain ecosystem categories utilising portfolio construction techniques that drive comprehensive exposure and weighting techniques that mitigate liquidity, operational and concentration risks.
Readily available data through major data vendors
CF Benchmarks provides key index analytics on its website in real time to give index users an up to date picture of price action dynamics and volume flows.
CME CF BRR is published and disseminated through major vendor platforms
- Bloomberg: BRR GO
- Refinitiv: .BRR
- CME MDP and DataMine
Highlighted products
CME CF Bitcoin Reference Rate (BRR)
The CME CF Bitcoin Reference Rate (BRR) is a once a day benchmark index price for Bitcoin that aggregates trade data from multiple Bitcoin-USD markets operated by major cryptocurrency exchanges that conform to the CME CF Constituent Exchange Criteria.
CME CF Ether-Dollar Reference Rate
The CME CF Ether-Dollar Reference Rate (ETHUSD_RR) is a once a day benchmark index price for Ether that aggregates trade data from multiple Ether-USD markets operated by major cryptocurrency exchanges that conform to the CME CF Constituent Exchange Criteria
CF Bitcoin Interest Rate (BIRC)
The CF Bitcoin Interest Rate Curve is intended to measure the underlying economic reality of cryptocurrency borrowing and lending, whether outright or implied in traded instruments.
CF Broad Cap Index
The CF Diversified Broad Cap Index is a liquid investible benchmark portfolio index designed to track the performance of diversified exposure to a broad portfolio of the digital asset class.
CF Rolling CME Bitcoin Futures Index
The index is a means of replicating the USD returns of holding physical Bitcoins through Bitcoin-USD futures contracts that allow investors to seek USD price exposure to Bitcoin.
CF Digital Asset Classification Structure (CF DACS)
The CF DACS classifies coins and tokens based on the services that the associated software protocol delivers to end users, grouping assets by the role they play in delivering services to end users.
