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Kaiko Indices Resources
Kaiko Indices Resources.
Rulebooks
Reference Rates Rulebook
The detailed methodology behind the construction of all our mono-asset rates with supporting information.
Multi-Asset Indices Rulebook
The detailed methodology behind the construction of all our Multi-Asset Indices including Blue-Chip, Sector, Thematic, and Market index families.
Multi-Asset Indices Rulebook: Factor
The detailed methodology behind the construction of our factor indices with supporting information.
Kaiko Bitwise Staked Indices
The detailed methodology behind our staked indices built with Bitwise.
Kaiko Safello Staked Indices
The detailed methodology behind our staked index built with Safello.
Kaiko Valour – CDF Index
The methodology behind our constant duration index, built for Valour to offer an underlying price feed for leveraged financial instruments.
CBOE Rates Rulebook
The methodology behind our CBOE Kaiko Rates used for settlement of CBOE’s margin digital asset futures.
D2X Rates Rulebook
The methodology behind our D2X Kaiko Rates.
Formerly Vinter Rulebooks
Our full range of Formerly Vinter rulebooks outlining the methodologies behind Vinter indices, with supporting information.
Factsheets
Benchmark Factsheets
We have a dedicated page for our Benchmark factsheets.
Legal & Regulatory Documents
CBOE CFTC Filing
Our CFTC filing for CBOE Kaiko Rates.
Benchmark Statement (Reference Rates)
Our regulatory statement for our Benchmarks.
Benchmark Statement (Multi-Asset Indices)
Our regulatory statement for our Benchmarks.
Kaiko Indices Licence Agreement
Our standard agreement terms.
Announcements
Notice of Bitwise Staked Index Launch
Creation of new Kaiko Bitwise Staked Index.
Notice of Safello Family Creation
The creation of the new Kaiko Safello family.
BOLD1 Methodology Update
Material methodology update – Bytetree BOLD1 Inverse Volatility index.
CBOE Rates Extra Rebalancing
Extraordinary rebalancing announcement CBOE Kaiko Bitcoin and Ether rates.
Kaiko Multi-Asset Indices Methodology Change
An announcement about material changes to the methodology for Kaiko Multi-Asset Indices.
Q3 2025 Rebalancing
An update to the list of exchanges (data sources) used in Kaiko Benchmark Reference Rates.
Q2 2025 Rebalancing
An update to the list of exchanges (data sources) used in Kaiko Benchmark Reference Rates.
STAKE – Notice of Intended Cessation
Regulatory filing regarding STAKE cessation.
DDV30 – Notice of Intended Cessation
Regulatory filing regarding DDV30 cessation.
Virtune – Notice of Intended Cessation
Regulatory filing regarding Virtune benchmarks.
VCFWB3 – Extraordinary Rebalancing
Impact Assessment for VCFWB3 transition from EOS to VAULTA.