CME CF Cryptocurrency Benchmarks
The benchmark for institutional digital asset valuation.
CME CF Cryptocurrency Benchmarks provide regulated, high-integrity price discovery tailored for the digital asset ecosystem. Designed for institutional-grade replication, these benchmarks serve as the definitive source for NAV calculation and risk management, while ensuring the seamless settlement of our Cryptocurrency futures and options contracts.
Key features
Regulated and robust
Fully compliant with UK BMR and IOSCO Principles providing a trusted framework for institutional participation.
Production-ready formats
Optimized for direct integration via JSON and SBE (simple binary encoding) protocols.
Standardized pricing
High-fidelity pricing aggregated from constituent exchanges with the highest standards of integrity.
Globally synchronized
Aligned with the global trading day to provide seamless portfolio valuation and audit-ready workflows.
Ideal for
Asset managers and funds
Calculate daily NAV and perform accurate portfolio valuations using a regulated, independent price source.
Structured product issuers
Use high-integrity reference rates as the underlying for ETFs, ETNs and other digital asset products.
Systematic and algorithmic traders
Feed real-time indices into execution engines for automated trading and backtest strategies with deep historical data.
Risk and compliance officers
Conduct independent price verification (IPV) and fulfill regulatory reporting requirements with standardized data.
Data connection options
| Platform | Delivery Method | Data Format |
|---|---|---|
| WebSocket API | API | JSON |
| Globex Hub | Direct connection | SBE |
| Co-location | Direct connection | SBE |
| Google Pub/Sub | API | SBE, JSON |
| DataMine | API, SFTP, S3, Email | Varies |
| Distributors | Varies | Varies |
| Platform | Delivery Method | Data Format |
|---|---|---|
| Google Pub/Sub | API | SBE, JSON |
| Platform | Delivery Method | Data Format |
|---|---|---|
| DataMine | API, SFTP, S3, Email | Varies |
Get connected: Steps for licensing and access
Step 1
Define your requirements
Choose your connection option and determine your data use case. Review our policy education center for guidance.
Step 2
Complete Information License Agreement (ILA)
If you do not already have one, you will need to complete an Information License Agreement (ILA) or update an existing one to include licenses for this data.
Step 3
Access data
Once licensing is complete, you can begin accessing the data via your chosen connectivity option.
Contact a Data expert
Connect with a member of our team to get more information about our products and services.
