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Dec 27, 2023

Calculation Failure for CF Rolling CME Bitcoin Ether Basket Futures Index on Tuesday, December 26th, 2023

The Administrator reports the occurrence of a Calculation Failure for the CF Rolling CME Bitcoin Ether Basket Futures Index (Excess Return) (CFCMEBEF_BE) on Tuesday, December 26th, 2023, due to a delay in the calculation and dissemination of the CF Rolling CME Ether Futures Index Price on that Calculation Day.

In accordance with the CF Rolling CME Bitcoin Ether Basket Futures Index (Excess Return) Methodology Guide (Section 5.2, page 10, 'Calculation Failure'), the CF Rolling CME Bitcoin Ether Basket Futures Index (Excess Return) Price for that Calculation Day is given by the Index Price for the previous Calculation Day (Friday, December 22nd, 2023).

The occurrence of any Index Price Calculation Failure is reported to the CF Oversight Function.

Questions or queries regarding this process and decision should be directed to [email protected].

Complaints regarding this process and decision may be made 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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