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.

All labels observed (3)

How this entity was disambiguated

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
linked to: Ethereum blockchain
brand CME CF Cryptocurrency Indices
calculationFrequency once per day
calculationMethod volume-weighted median price
calculationTime once daily at a fixed time in London
calculationTimeZone London time
linked to: Europe/London
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
USD
linked to: US dollar
regulatoryCharacteristic designed to meet benchmark governance standards
relatedIndexFamily CME CF Cryptocurrency Real-Time Indices
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 ETH
linked to: Ether

Ether
useCase benchmark for financial products
settlement of derivatives
valuation of Ether holdings
usedBy CME Ether futures
CME Ether options
linked to: CME Ether futures
usesInputData Ether spot trading volumes
Ether spot transaction prices

How these facts were elicited

Referenced by (6)

Full triples — surface form annotated when it differs from this entity's canonical label.

CME Ether futures priceReference CME CF Ether-Dollar Reference Rate
CME CF Ether-Dollar Reference Rate brand CME CF Cryptocurrency Indices
linked to: CME CF Ether-Dollar Reference Rate
CME CF Ether-Dollar Reference Rate relatedIndexFamily CME CF Cryptocurrency Reference Rates
linked to: CME CF Ether-Dollar Reference Rate
ETHUSD_RR fullName CME CF Ether-Dollar Reference Rate
ETHUSD_RR tickerSymbolFor CME CF Ether-Dollar Reference Rate
CME CF Cryptocurrency Real-Time Indices relatedProductFamily CME CF Cryptocurrency Reference Rates
linked to: CME CF Ether-Dollar Reference Rate