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Jun 01, 2026

Amendment of the Index Spacing Parameter from Static to Dynamic for the CF Spot Rates

The Administrator announces the amendment of the Index Spacing Parameter from Static to Dynamic across all CF Spot Rates.

This change replaces the current fixed, static value with a dynamically computed value derived from the consolidated order book at each observation.

Currently, Spacing (s) is fixed for each individual CF Spot Rate, meaning the price-volume (PV) curve is constructed using the same price increments regardless of market conditions. The updated Spacing parameter will be derived dynamically at each Calculation Time and Section 6.2 of the CF Spot Rate Methodology Guide will be updated to reflect this change.

Implementation Timelines
At approximately 11:00 London Time, on June 08th, 2026, the Spacing (s) across all CF Spot Rates will be amended to Dynamic.

In case of any questions or queries please do not hesitate to contact [email protected].

Any users wishing to file a complaint regarding this process can do so confidentially by writing to [email protected].


The information contained within is for educational and informational purposes ONLY. It is not intended nor should it be considered an invitation or inducement to buy or sell any of the underlying instruments cited including but not limited to cryptoassets, financial instruments or any instruments that reference any index provided by CF Benchmarks Ltd. This communication is not intended to persuade or incite you to buy or sell security or securities noted within. Any commentary provided is the opinion of the author and should not be considered a personalised recommendation. Please contact your financial adviser or professional before making an investment decision.


Note: Some of the underlying instruments cited within this material may be restricted to certain customer categories in certain jurisdictions.


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