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Feb 28, 2026

Changes to the Potentially Erroneous Data Provisions in the CF Volatility Series Methodology

The Administrator announces changes to the potentially erroneous data provisions of the CF Volatility Series methodology. The changes relate to: Section 5.3 Potentially Erroneous Data. The announcement applies to the following indices:

CME CF Bitcoin Volatility Index - Settlement Methodology

CME CF Bitcoin Volatility Index - Real Time Methodology

Implementation Timeline

The Administrator will implement these changes to the methodology at approximately 11:00 London Time on March 9th, 2026.

In line with the Administrator’s policies and procedures, these changes do not require a consultation.

In case of any 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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