Jul 20, 2021
CME CF Cryptocurrency Reference Rates Methodology Change
Further to the previous announcement the Administrator wishes to remind index users that the methodology for the CME CF Cryptocurrency Reference Rates will be changed on July 30th 2021 at 1630 London time, meaning that the calculation of the CME CF Cryptocurrency Reference Rates for July 31st 2021 onwards will be calculated utilising the revised methodology.
The confirmed changes are provided below, changes have been underlined and replacement text is shown in mark-up.
Proposed Date of Implementation
The CME CF Oversight Committee has provided oversight of this benchmark consultation process.
Any queries regarding these changes can be sent to [email protected]