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Cboe Kaiko Rates

High-quality data combined with expert governance to create clean and trustworthy prices for futures settlement.

Rates Rulebook – CFTC Filing


BMR-Compliant Rates for Futures Settlement

The Cboe Kaiko Rates are hourly and designed to act as an underlying for settlement of Cboe Digital‘s margin digital asset futures. Each rate takes into account one hour of executed trade data from a curated list of centralized exchanges.

  • Exchange Due Diligence
    Strict vetting of data sources to include only the most liquid and trusted exchanges.

  • Robust Aggregation Methodology
    Volume-Weighted median combined with a TWAP to reflect a fair price.

  • Reviewed Quarterly
    The composition of each rate is reviewed to reflect current market conditions.

  • Built for Derivatives
    Systematic approach to mitigate market manipulation.

Documentation

Cboe Kaiko Rates Rulebook

Methodology and details on the construction of all rates.

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All Kaiko Rates

Trusted Data since 2014

  • Big Four Audited

    We are SOC-2 type 2 certified and compliant under EU BMR regulation.

  • Expert Administration

    Rules-based and thoroughly vetted, with quarterly rebalancing.

  • Comprehensive Solutions

    From data collection to methodology construction, we are experts in our field.

  • Trusted and Transparent

    Our independent data services power use cases across the investment lifecycle.

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