These are typically derived from the mid-point between the "purchase" and "sell" transactional rates from world currency markets. They aren't transactional rates. Learn more Nowcasts of core PCE inflation are largely determined by past core PCE inflation, but they will also be influenced by the availability of CPI data: https://financefeeds.com/bitcoin-bff-contract-deemed-a-huge-success-by-cme-group/