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Apr 09, 2026

Announcement of Consultation on Changes to the CME CF Bitcoin Volatility Index - Settlement Methodology

The Administrator is launching a consultation on proposed changes to the CME CF Bitcoin Volatility Index - Settlement (BVXS) Methodology.

The Administrator proposes changes to Section 7 (Parameters) as outlined in the table below.

The proposed methodology changes mean that product providers that replicate or utilize the CME CF Bitcoin Volatility Index - Settlement Methodology may need to factor the changes into their processes and products when transacting in instruments that are linked to the index. The financial value of contracts, instruments and funds that directly reference or are settled using this index may be impacted by the proposed changes.

Implementation Timeline

The Administrator proposes to implement the changes to the CME CF Bitcoin Volatility Index - Settlement Methodology at 11:00 London Time on April 20th, 2026.

Consultation Process

The consultation will begin on April 9th, 2026, and end on April 16th, 2026, at 16:00 London Time. All responses will be treated confidentially in accordance with the Administrator’s policies and procedures. The consultation will be overseen by the CF Oversight Function, in accordance with UK BMR.

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].


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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