Truly Representative Regulated Price Benchmarks
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 data.
Utmost transparency that withstands the highest levels of scrutiny
All methodologies, governance processes and decisions are published and all aspects of CF benchmarks compliance with BMR is audited - see report here - meaning benchmark users can be assured their valuations will stand up to the highest levels of scrutiny from tax and regulatory authorities.
Comprehensive Range of Calculation Frequencies to Suit all Valuation Methods
- Real Time and once a day benchmarks that synchronize to US, Europe and APAC end of day means seamless integration with existing operations.
The valuation and reporting problems that CF Benchmarks solves
Ensure accurate valuation and reporting of your clients digital asset investments with regulated industry standard price benchmarks.
- Distributed Trading - the distributed nature of cryptocurrency trading means there is not a recognized single source for pricing of cryptocurrencies (such as a stock exchange closing price for equities).
- Price Volatility - the price volatility exhibited by cryptocurrencies can mean significant swings in short periods of time means that pricing that is accurate down to the second is imperative for accurate valuations at key reporting dates such as financial or tax year ends.
- Lack of Regulation - regulations are not consistent if in existence at all, this means that the available data (which is plentiful) may not be fully relied upon due to questions of integrity.
Learn more
Learn more about the CME CF Ether Dollar Reference Rate
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.
Why the London Market Close is the best time to strike NAV for new Aussie Crypto ETFsCF Benchmarks has leveraged its unique position as administrator of the most liquid, established and trusted, regulated Bitcoin benchmark, CME CF Bitcoin Reference Rate (BRR), to determine the optimal time to strike NAV for Aussie Bitcoin ETFs.
Ken Odeluga
Ken Odeluga
4 mins read
Ken Odeluga
Ken Odeluga
5 mins read
Ken Odeluga
Ken Odeluga
4 mins read