CME CF Cryptocurrency Indices

Responding to the need for enhanced pricing information on rapidly growing cryptocurrencies, CME Group and Crypto Facilities (CF) have created standardized reference rates and spot price indexes on bitcoin and ether. Additionally, you can hedge bitcoin exposure with a futures contract developed by CME the leading and largest derivatives marketplace.

The rates build on our experience creating benchmarks to help accelerate the professionalization of the top two global cryptocurrency offerings active today in terms of volume. The reference rate and real-time index for each cryptocurrency are standardized and based on robust methodology, with expert oversight to bring confidence to bitcoin and ether trading.

Several exchanges and trading platforms will provide pricing data, including Bitstamp, GDAX, itBit and Kraken.

View the Rates

Now Available

CME CF Bitcoin

Historical Prices:

BRR
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CME CF Ether-Dollar

Reference Rate

ETH_RR_USD -

Real-Time Index

ETH_RTI_USD -

Historical Prices:

ETH_RR_USD
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CME CF Reference Rates

The CME CF cryptocurrency reference rates aggregate the executed trade flow at global cryptocurrency spot exchanges during a specific calculation window into a once-a-day reference rate of the U.S. dollar price against the relevant cryptocurrency. The calculation methodology is designed to be resilient and replicable in the underlying spot markets.

CME Group and Crypto Facilities created the reference rates to be transparent and meet industry best practices for financial benchmarks.

CME CF Cryptocurrency Real-Time Index

The CME CF cryptocurrency real-time indices aggregate the order book at global cryptocurrency spot exchanges to calculate a fair, instantaneous U.S. dollar price against the relevant cryptocurrency. The process is geared toward low latency and timeliness and is based on forward-looking input data.

The real-time index is suitable for marking portfolios, executing intra-day transactions and risk management.

An independent committee has been put in charge of reviewing and overseeing the methodology and the scope of cryptocurrency policies, procedures and complaints.

 Core Oversight Team Members

Gavin Lee
CME Group

Payal Lakhani
CME Group

Andreas M. Antonopoulos
Independent Expert

William J. Knottenbelt
Imperial College London

Max Boonen
B2C2

Dr. Timo S. Schlaefer
Crypto Facilities Ltd.

Michael Moro
Genesis Global Trading

What the Market is Saying

 "An independent, transparent bitcoin reference rate will further professionalize the asset class. We are excited to be a participating exchange." Nejc Kodric, CEO — Bitstamp

 "We are excited to work with the CME and Crypto Facilities on what we expect will be a leading Bitcoin index." Kevin Wang, VP Product — itBit

 "This is an exciting initiative and brings the asset class to a new level. As a market-leading digital asset exchange, Kraken is proud to contribute to the reference rates." Jesse Powell, CEO — Kraken

 "GDAX is proud to provide CME with price data for their newest index. As the largest U.S. based bitcoin exchange, GDAX believes this is an important step for the development of future financial products." — GDAX

 "Digital currency has long-needed participation from a company such as CME Group to elevate the asset class to a new level. We are thrilled to be a member of the oversight committee." Michael Moro, CEO —Genesis Global Trading