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Reference Rates
Reference Rates.
Cryptocurrency Reference rates for financial professionals seeking the broadest coverage.
A Complete Suite of Rates.
Our rules-based and independent rates aim to increase pricing transparency by providing a reliable and accurate benchmark. Reference Rates serve an essential function in the settlement of financial products, as they systematically aggregate pricing data from vetted exchanges using a robust methodology. Our roboust processes result in a price that best represents fair market value, ensuring accurate, trustworthy, and demonstrable settlement for a variety of financial instruments.
Each rate is calculated real-time (every 5 seconds), as well as being published as a daily fixing covering three different time zones: London (16:00 UTC), Singapore (08:00 UTC), New York (20:00 UTC).
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Liquidity Optimization
We understand the importance of liquidity, so we prioritize the inclusion of data from the most stable and liquid exchanges in our rates. Our methodology involves a thorough and rigorous selection process to identify suitable exchanges. -
Robust Aggregation Methodology
Volume-Weighted median combined with a TWAP to ensure an accurate, and fair price calculation. -
Comprehensive Coverage
Our rates cover the of the most traded digital assets, and we’re constantly developing more. -
Reviewed Quarterly
The composition of each rate is reviewed quarterly to ensure they always reflect current market conditions. -
FOREX Converted Rates
Kaiko rates can integrate TP ICAP FOREX conversions for trusted valuation in multiple currencies.
All Kaiko Rates
Documentation
Kaiko Digital Asset Rates Rulebook
This document outlines the Kaiko Digital Asset Rates methodology, including Reference Rates. Learn how our rates enhance pricing transparency and the criteria we use for selecting exchanges and trades in our calculations.
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We serve 200+ enterprise clients worldwide with trusted digital asset information, from large financial institutions to crypto-native enterprises. Learn how you can benefit from Kaiko Reference Rates today.