The Administrator hereby announces the addition of two Cryptocurrency Reference Rates and Real-Time Indices to the CME CF Cryptocurrency Pricing Products Family:

Each reference rate will publish the U.S. dollar price of the digital asset once a day at 16:00 London time. Each respective real-time index price will be published once a second, 24 hours a day, 365 days per year.
Publication of these reference rates and real-time indices will commence on July 29th, 2024.
For licensing enquiries please contact [email protected]
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.
Note: Some of the underlying instruments cited within this material may be restricted to certain customer categories in certain jurisdictions.
CFB Oracle delivers the CME CF Real Time Indices onchain with a CF Benchmarks signature on every value. We measure the liquidity behind the BRTI, the screens that defend it, and how administrator signing differs from Chainlink and Pyth.

Mark Pilipczuk
Digital assets traded mixed over the week, ending flat after a midweek rally faded with equities. Breadth improved as smaller and diversified baskets steadied while the largest names lagged, implied volatility held as realized eased, and futures basis compressed across the curve.

Mark Pilipczuk
Size led CF Benchmarks' factor table for a fourth week at 0.75% as the Market fell 1.88% and only 4 of 35 Broad Cap tokens closed higher. Liquidity turned negative at -1.03% as more liquid assets held up better, and Size's year-to-date lead extended to 23.74%.

Mark Pilipczuk
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