Asset Managers

BlackRock’s Bitcoin Private Trust points to Public Crypto Good

Regardless of the short-term market and industry reaction, this watershed news will almost certainly turn out to be a critical juncture for the development of the institutional digital asset space that CF Benchmarks addresses.

newsletter

CF Benchmarks Recap - Issue 49

Crypto rides surreal risk asset rally • New: CF Rolling CME Bitcoin Futures Index • CME expands CFB-powered BTICs.

Asset Allocators

How CF DACS helps crack the Diversified Large Cap code

The Non-Programmable subcategory (largely Bitcoin) in CF Diversified Large Cap is around 35% lower than in NCI, implying significantly lower exposure to BTC, whilst implied representation of the subcategory remains substantial at around 45%

Asset Allocators

CF Benchmarks launches CF Rolling CME Bitcoin Futures Index

The index is able to negate the effects of roll yield significantly, providing strong replication of the physical bitcoin price and mitigating any operational risks in the replication process.

newsletter

CF Benchmarks Recap - Issue 48

CFB client launches and pipelines counterpoint any ‘crypto winter’: Hashdex’s new META11 references Digital Culture Composite Index, Monochrome’s BRR-supported Bitcoin ETF is in its final stretch, and more CFB indices arrive on CME

Bitcoin ETF

Global Crypto ETP Market: State of Play

For those new to this sector, it’s also important to note that a significant proportion of crypto ETP providers have opted to utilise CF Benchmarks’ tried and trusted (and FCA-regulated) Benchmark Methodology to underpin reference and NAV calculation prices

BRR

Why the London Market Close is the best time to strike NAV for new Aussie Crypto ETFs

CF 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.

CF Digital Asset Classification Structure

How to see Crypto Portfolio Return Drivers in 3D, with DACS

Attributing notional digital asset portfolio returns to DACS Categories and Subcategories provides information and insights into the economic reality engendered by holdings at a higher-resolution than is possible from an examination of the assets and their weights alone.

newsletter

CF Benchmarks Recap - Issue 47

★ Hashdex plants flag on Web 3.0 with CF Benchmarks-driven ETF ★ LMAX Digital becomes CF Benchmarks Constituent Exchange ★ CF Digital Culture Index makes ‘fun’ protocols investible

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CF Digital Culture Index benchmarks protocols of fun

Institutional participants seeking to capture alpha from material present and promising future opportunities in the Metaverse, NFTs, video games and digitalised music consumption, can now do so via a secure, replicable, methodology devised by a regulated Benchmark Administrator

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A Compliant Bridge to the Web3 Future: CF Benchmarks Q&A with DIA

With the bridging of DIA’s Web3 tech infrastructure and CF Benchmarks’ deep experience in regulated price feeds, developers gain the advantage of a more secure, compliant and resilient price feed

newsletter

CF Benchmarks Recap - Issue 46

Learn how to use the most important tool yet for understanding and investing in the digital asset universe - fast

Announcement

CF Benchmarks launches Settlement Prices and Spot Rate indices for SUSHI, CHZ, ENJ, LPT

With institutional demand for Web3 and Metaverse-related tokens continuing to grow, the need for regulated, secure and reliable pricing of such assets is, in turn, becoming ever more critical.

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CF Digital Asset Classification Structure: The Compact Primer

The guide splits the presentation into two main sections, then divides those sections into a handful of bite-sized parts.

newsletter

CF Benchmarks Recap - Issue 45

CF Benchmarks has launched CF Digital Asset Classification Structure. It’s a taxonomy similar to those designed for traditional assets, but carefully adapted for the digital asset universe.

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Introducing the CF Digital Asset Classification Structure

CF DACS is intended to assist investors to better understand the blockchain economy, and thereby to support the portfolio construction and analysis process

newsletter

CF Benchmarks Recap - Issue 44

Monochrome Asset Management is a key contender to list Australia’s first crypto ETP, more so, after partnering with CF Benchmarks

Structured products

B2C2’s Bitcoin NDF set to be institutional first choice

It’s the integration of the CME CF BRR as reference price that distinguishes the Bitcoin NDF deal executed by B2C2 from any such deals that would be executed without the BRR as reference price.

newsletter

CF Benchmarks Recap - Issue 43

The latest BTC capital markets innovation is also the first time our regulated CME CF Bitcoin Reference Rate (BRR) has been deployed in a structured product transaction

Announcement

CF Benchmarks launches Settlement Prices and Spot Rate indices for AMP, CRV, GRT, MKR, SNX, YFI

CF Benchmarks is continuing to broaden its range of regulated benchmarks for the leading platform tokens, ensuring that the highest standards of price accuracy and governance are in place as institutional volumes approach critical mass.

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ASIC greenlights crypto ETFs with CF Benchmarks-based “good practices”

The key to ASIC’s more sure-footed approach is proposals on exchange traded crypto products that point to the adoption of the essence of CF Benchmarks policies and guidelines

newsletter

CF Benchmarks Recap - Issue 42

Following the blowout launch of ProShares Bitcoin Strategy ETF, the pace of follow-on news has predictably been rapid. We summarise some of the most salient developments from our perspective inside.

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ProShares’ Bitcoin ETF launch volumes crush expectations

With around $1bn in day-one volume, BITO approached the turnover dollar value of some of the most popular ETF launches ever

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Incoming: U.S. Bitcoin ETF

News reports suggesting that an SEC approval could be imminent came swiftly after key Bitcoin futures ETF applicant ProShares filed an N1-A Registration Statement (AKA an ‘amended prospectus’) for its Bitcoin Strategy ETF.

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CF Benchmarks Recap - Issue 41

Evolve ETFs headlines institutional reorientation to the asset class again, this time with Evolve Cryptocurrencies ETF.