CME CF Ether-Dollar Reference Rate
E74506
The CME CF Ether-Dollar Reference Rate is a benchmark index that provides a once-a-day U.S. dollar price for Ether based on trading activity across major cryptocurrency exchanges.
Observed surface forms (2)
| Surface form | Occurrences |
|---|---|
| CME CF Cryptocurrency Indices | 1 |
| CME CF Cryptocurrency Reference Rates | 1 |
Statements (46)
| Predicate | Object |
|---|---|
| instanceOf |
benchmark reference rate
ⓘ
cryptocurrency price index ⓘ financial index ⓘ |
| administrator | CF Benchmarks ⓘ |
| assetClass | cryptocurrency ⓘ |
| assetType | Ethereum native token ⓘ |
| associatedExchange | Chicago Mercantile Exchange ⓘ |
| baseCurrency | Ether ⓘ |
| benchmarkType | reference rate ⓘ |
| blockchain |
Ethereum blockchain
ⓘ
surface form:
Ethereum
|
| brand |
CME CF Ether-Dollar Reference Rate
self-linksurface differs
ⓘ
surface form:
CME CF Cryptocurrency Indices
|
| calculationFrequency | once per day ⓘ |
| calculationMethod | volume-weighted median price ⓘ |
| calculationTime | once daily at a fixed time in London ⓘ |
| calculationTimeZone |
Europe/London
ⓘ
surface form:
London time
|
| category | digital asset benchmark ⓘ |
| dataIntegrityFeature | methodology to exclude anomalous trades ⓘ |
| dataSourceType | constituent cryptocurrency exchanges ⓘ |
| denomination | U.S. dollars ⓘ |
| designedFor |
derivatives exchanges
ⓘ
institutional investors ⓘ |
| geographicScope | global Ether markets ⓘ |
| marketCoverage | major Ether spot markets ⓘ |
| pricingSourceType | spot market transactions ⓘ |
| publisher |
CF Benchmarks
ⓘ
CME Group ⓘ |
| purpose | to provide a once-a-day U.S. dollar price for Ether ⓘ |
| quoteCurrency |
US dollar
ⓘ
US dollar ⓘ
surface form:
USD
|
| regulatoryCharacteristic | designed to meet benchmark governance standards ⓘ |
| relatedIndexFamily |
CME CF Cryptocurrency Real-Time Indices
ⓘ
CME CF Ether-Dollar Reference Rate self-linksurface differs ⓘ
surface form:
CME CF Cryptocurrency Reference Rates
|
| riskManagementUse | reference for margining and risk models ⓘ |
| sponsor | CME Group ⓘ |
| statedObjective | to provide a representative Ether price in U.S. dollars ⓘ |
| symbolPair | ETH/USD ⓘ |
| tickerStyleName | ETHUSD_RR ⓘ |
| underlyingAsset |
Ether
ⓘ
surface form:
ETH
Ether ⓘ |
| useCase |
benchmark for financial products
ⓘ
settlement of derivatives ⓘ valuation of Ether holdings ⓘ |
| usedBy |
CME Ether futures
ⓘ
CME Ether futures ⓘ
surface form:
CME Ether options
|
| usesInputData |
Ether spot trading volumes
ⓘ
Ether spot transaction prices ⓘ |
Referenced by (3)
Full triples — surface form annotated when it differs from this entity's canonical label.
CME CF Ether-Dollar Reference Rate
→
brand
→
CME CF Ether-Dollar Reference Rate
self-linksurface differs
ⓘ
this entity surface form:
CME CF Cryptocurrency Indices
CME CF Ether-Dollar Reference Rate
→
relatedIndexFamily
→
CME CF Ether-Dollar Reference Rate
self-linksurface differs
ⓘ
this entity surface form:
CME CF Cryptocurrency Reference Rates