Kaiko to provide reference rates for Cboe Digital’s futures settlement
High-quality data combined with expert governance to create clean and trustworthy prices.
BMR-Compliant Rates for Digital Assets
Our rules-based reference rates are designed for intraday and end-of-day valuation by financial professionals.
Each Reference Rate is calculated in 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).
Exchange Due Diligence
Strict vetting of data sources to include only the most trusted and liquid exchanges.
The composition of each rate is reviewed to reflect current market conditions.
Robust Aggregation Methodology
Volume-Weighted median combined with a TWAP to reflect a fair price.
Used to mitigate exchange turnover in the rate composition during rebalancing.
FOREX Converted Rates
Kaiko rates integrating TP ICAP FOREX conversions for trusted valuation in multiple currencies.