Harness the liquidity complexes surrounding CF Benchmarks indices that allow banks to deliver crypto exposure to clients through derivatives and structured products whilst being able to hedge those exposures with fully capital markets regulated products, eschewing the need to hold physical crypto.
Accessible Liquidity and Perfect Hedging
Harness the industry standard benchmark for digital assets and leverage its liquidity complex to deliver comprehensive solution for clients.
Centrally cleared futures and options settling to the CME CF BRR allow for physical Bitcoin to be bought and sold in unlimited quantities at BRR by OTC dealers creating abundant liquidity for regulated instruments that reference the BRR.
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
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.