Kaiko partners with D2X to provide reference rates for futures settlement


Reference Rates.

Single-asset cryptocurrency reference rates for financial professionals seeking the broadest coverage.

Download Rulebook


A Complete Suite of Clean Rates

Our rules-based and independent rates are designed to bring greater transparency to pricing.

Each Reference 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).

  • Liquidity Optimization
    We include data from the most stable and liquid combination of exchanges.

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

  • Comprehensive Coverage
    Clean data for all of the most traded digital assets.

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

  • FOREX Converted Rates
    Kaiko rates integrating TP ICAP FOREX conversions for trusted valuation in multiple currencies.

All Kaiko Rates

Documentation

Kaiko Digital Asset Rates Rulebook

Methodology and details on the construction of all rates.

Download


Ready to Get Started?

We serve 200+ enterprise clients worldwide, from financial institutions to crypto-native enterprises. Learn how you can benefit from Kaiko today.

Contact Us