CF Benchmarks launches CF Options Settlement Rate Series

CF Benchmarks -

The Administrator announces the addition of the CF Options Settlement Rates Series Sub-Family to the CF Digital Asset Index Family.

The following indices will be launched as part of the CF Options Settlement Rates Series:

  • CF Bitcoin Options Settlement Rate (BTCOPTRR)
  • CF Ether Options Settlement Rate (ETHOPTRR)
  • CF Solana Options Settlement Rate (SOLOPTRR)

CF Options Settlement Rates are calculated by collecting all relevant Real Time Index (RTI) data points during the TWAP Period, with each entry including both the timestamp and the corresponding index value. The sum of the recorded RTI values is divided by the total number of RTI to produce the final time-weighted Settlement Rate. Settlement Rates are published once per day, every day, at approximately 8:01:00 a.m UTC

The design and implementation of the CF Options Settlement Rates lends itself to be used as a daily rate to allow for the orderly settlement of options contracts and other derivative instruments.

Publication of the Settlement Rates will commence on March 31st, 2025.

For licensing opportunities please contact licensing@cfbenchmarks.com.