Announcement of a Consultation on Methodology Changes to the CF Rolling CME Bitcoin Ether Basket Futures Index

The Administrator announces a consultation on proposed changes to the CF Rolling CME Bitcoin Ether Basket Futures Index (CFCMEBEF_BE), within the CF Digital Asset Index Family - Rolling CME Futures Indices. This index is currently calculated in accordance with the CF Rolling CME Bitcoin Ether Basket Futures Index Methodology.

The Administrator proposes changes relating only to the Sections 3.1 and 4.2 of the methodology.

The proposed methodology changes mean that product providers that replicate or utilize the CF Rolling CME Bitcoin Ether Basket Futures Index may need to factor these changes into their processes and products when transacting in instruments that are 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 Ether Basket Futures Index methodology at approximately 11:00 London Time on March 28th, 2025; meaning that the index will begin to utilize the new Roll Days outlined above from that date forward.

Consultation Process

The consultation will begin on March 21st, 2025, and end on March 28th, 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].