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CF ETH Staked Return Index Blends (60/40)

ESRIB60LDN_RR_TR

$3,150.8243-6.37%
Last updated: Thu, 14 Nov 2024 16:00:00 GMT
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About

The CF ETH Staked Return Index Blends presents a daily assessment that encapsulates the collective performance of a portfolio comprising both staked and non-staked Ether. This evaluation considers the performance of the underlying asset Ether and the compounded staking reward rate, and is characterized by a fixed-weighted portfolio structure. Emphasizing representativeness, replicability, and robustness, the index methodology is designed to offer investors a reliable and transparent measure of the blended returns associated with 60% staked and 40% non-staked Ether assets. The index is calculated and published once a day at 4:00pm London Time. The CF ETH Staked Return Index Blends (60%/40%) was incepted on November 20th 2023 with a value of 2040.79 (CME CF Ether Dollar Reference Rate on Inception Date). The index was launched on November 27th 2023, all values provided prior to inception date are backtested.

Bloomberg: ETHSTB60

Index Series

Usage & Licensing

The CF ETH Staked Return Index Blends (60/40)-Dollar Settlement Price (ESRIB60LDN_RR_TR) is an investible price benchmark with design features that promote replicability, manipulation resistance and index integrity. Its calculation is to the highest regulatory standards and is regulated by the UK FCA under UK BMR.

If you require access to real time or historic data for this index to power a product or service or are interested in licensing the index for the creation of a financial product, investment fund or derivative instrument please contact [email protected]

Documentation

CF Staking Series (3)
  • CF Staking Series Methodology
  • CF Constituent Staking Provider Criteria
  • CF Benchmark Statement - Staking Series