CF Rolling CME Ether Futures

The CF Rolling CME Ether Futures Index (Excess Return) is calculated once a day and published at 15:15 US Central Time. Responding to the need for investors to replicate the performance of Commodities and Futures Trading Commission (CFTC) regulated Ether Futures contracts traded on the CME, the index has been developed to measure the returns that a passive strategy of holding CME Ether Futures contracts would generate. The index is a means of replicating the USD returns of holding physical Ethereum through Ether-USD futures contracts that allow investors to seek USD price exposure to Ethereum; both long and short, where price discovery is facilitated by the GLOBEX central limit order book system and transactions are centrally cleared. All this activity is conducted under the regulatory oversight of the US CFTC.

• Tracks the performance of holding CME Ether Futures and rolling every month
• Robust and transparent methodology designed to minimise roll cost
• Readily trackable by investors

The CF Rolling CME Ether Futures Index launched on March 28, 2023. The index has a base value of 1000 as of March 28, 2023. All index values prior to March 28, 2023 are backtested. The index is denominated in USD.

Bloomberg: CFCMETHF