CME Bitcoin Weekly Commitment of Traders: Futures + Options Found on Page 1 of ExxaBlock & BitBoy Daily Crypto Report are two powerful charts…The Commitment Of Traders. We are going to go through this chart so our users of this report can gain the most value possible. This data is…

ExxaBlock Special Report After great success with CME Bitcoin Futures and subsequent Ethereum Futures — CME launched on Monday May 3rd CME Micro Futures at 1/50th of the size of the original contract. Similar to the S&P and the S&P Micro E-Mini, which has been a wildly successful. The CME is looking to provide access to bitcoin via portfolio diversification, capital efficiency, and transparent price discovery. We believe these contracts will allow more retail traders to enter the space, as the rising price of bitcoin pushes retail traders out of the original contract.

BTC/USD and ETH/USD Spot Benchmark Prices VWAP and TWAP In attempt to view the nuance in ExxaBlocks and BitBoy Daily Report you may notice a new red histogram on the BTC and ETH charts What we have added are: 7-Day Actively traded price level histogram — Black 24-Hour Actively traded price level histogram — Red More fine price levels…

Spot Benchmark Prices Chart with Trade Volume Histogram Found on Page 2 and 3 of ExxaBlock & BitBoy Daily Crypto Report is a powerful chart for BTC and ETH. …

Since November 2020, Bitcoin Futures trading risk on CME Globex has significantly increased due to non-responsiveness to price movement and volatility at other trading venues during CME Globex non-trading hours. Particularly non-high-frequency traders holding positions over the time period were exposed to such risk. A CME trading sessions end at…

Feb 08, 2021 — Special Report

Feb 08 2021 — Ethereum Futures Added

Update of Latency Measures — January 18, 2021 Contents Background Test and Measurement Market Data Server Locations US Market Data Servers Non-US Market Data Servers Appendices Cryptocurrency Exchanges Outlier Detection Methodology A.1 Z-score Method B.2 IQR Method API and Database Access List of Figures 2.1 Latency Test, Measurement, and Daily Report Generation: latencies between…

CME Futures “Weekend Gap” becomes more problematic over the last couple of months. Please check the price changes and their volatility in the following figure. The gap is the time period between 4:00 pm on Friday and 5:00 pm on Sunday CT. There is no trading on CME Globex during the period. After the big moves during the first weeks of January, Globex traders are not missing out on the large moves over the weekend.