Announcement of a Consultation on Methodology Changes to the CF Digital Asset Index Family Multi Asset Series - Ground Rules

Announcement of a Consultation on Methodology Changes to the CF Digital Asset Index Family Multi Asset Series - Ground Rules

The Administrator announces the launch of a consultation on proposed changes to the CF Digital Asset Index Family Multi Asset Series - Ground Rules that impacts the benchmarks within CF Digital Asset Index Family – Multi Asset Index Series.

The Administrator proposes changes relating only to the Sections 2 of the CF Digital Asset Index Family Multi Asset Series - Ground Rules.

2 The Investible Universe

The proposed changes mean that product providers that utilise indices reliant on the CF Digital Asset Index Family Multi Asset Series - Ground Rules may need to factor these changes into their processes and products when replicating the indices in the Multi Asset Series as this will affect index reconstitution process.

Implementation Timelines

The Administrator proposes to implement the proposed changes to the CF Digital Asset Index Family Multi Asset Series - Ground Rules for the upcoming quarterly reconstitution, including all associated rebalance operations leading up to June 2^nd, 2025, meaning that the Investible Universe process will be affected by these changes.

Consultation Process

The consultation will begin on May 02^nd, 2025, and end on May 16^th, 2025, at 1600 London Time. All 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 CF Benchmarks' Consultation Process and Procedures.

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

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