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Jun 11, 2024

Volatility, Deepening Institutional Participation in Crypto

Volatility is a feature of all digital assets and it’s here to stay.

That’s why we’ve launched our CF Volatility Series - intended to serve as a transparent, representative and replicable indicator of the implied volatility embedded in digital asset options markets traded on the CME.

Click below to watch Sui Chung's keynote presentation at DigiAssets

Watch more videos from CF Benchmarks here!


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.


Weekly Index Highlights, January 26, 2026

Digital assets slid in the most recent week, with large caps decisively lower. BTC fell -4.7% with ETH -8.9%. Downside Beta led factor returns, +2.7%, while the Culture Sub-Category at -2.4% was least-bad in the CF DACS universe. USDT funding rose ~100 bps, while BTC's 1-week rate slipped to 1.17%.

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CF Benchmarks Newsletter Issue 99

The CLARITY Act car crash • Morgan Stanley's crypto ETF filings • Bitwise has had a busy few weeks • Nasdaq + CME deepen crypto partnership • Another IBIT feeder fund • And much more

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Addition of USD Coin-Dollar Settlement Prices to the CF Digital Asset Index Family

The Administrator announces the addition of USD Coin-Dollar Settlement Prices to the CF Digital Asset Index Family - Single Asset Series.

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