Feb 19, 2025
Announcement of a Consultation on Changes to CF Rolling CME Futures Index Methodologies
The Administrator announces a Consultation on proposed changes to the index methodologies of the indices below:
- CF Rolling CME Bitcoin Futures Index (CFCMBTCF_BTC) within the CF Digital Asset Index Family - Rolling CME Futures Indices. This index is currently calculated in accordance with the CF Rolling CME Bitcoin Futures Index Methodology.
- CF Rolling CME Ether Futures Index (CFCMETHF_ETH) within the CF Digital Asset Index Family - Rolling CME Futures Indices. This index is currently calculated in accordance with the CF Rolling CME Ether Futures Index Methodology.
The Administrator proposes changes relating only to Sections 4.2 and 7.1 of both methodologies as outlined below:
7.1 General Parameters
The proposed methodology changes mean that product providers replicating or utilizing the CF Rolling CME Bitcoin Futures Index and/or the CF Rolling CME Ether Futures Index may need to factor the changes into their processes and products when transacting in instruments linked to these indices. The financial value of contracts, instruments and funds that directly reference or are settled using these indices may be impacted by the proposed changes.
Implementation Timelines
The Administrator proposes to implement the proposed changes to the CF Rolling CME Bitcoin Futures Index and CF Rolling CME Ether Futures Index methodologies at approximately 11:00 London Time on March 18th, 2025; meaning that both indices will begin to reflect the changes described above from that date forward.
Consultation Process
The Consultation will begin on February 19th, 2025, and end on February 26th, 2025, at 16:00 London Time. Any responses will be treated confidentially, in accordance with the Administrator’s policies and procedures, and will be overseen by the CF Oversight Function, in accordance with the Administrator’s Consultation Process and Procedures.
In case of questions or queries, please do not hesitate to contact [email protected].
Any user wishing to file a complaint regarding this Consultation 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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