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

The Administrator conducted a consultation concerning proposed changes to the following sections of the CF Rolling CME Bitcoin Ether Basket Futures Index Methodology:

• Section 3.1 Index Parameter Table
• Section 4.2 Index Calculation

There were no responses to this consultation, nor any queries regarding any aspect of the proposed changes.

Accordingly, the Administrator can now confirm it will implement the changes proposed to 'Section 3.1 Index Parameter Table' and 'Section 4.2 Index Calculation'.

Implementation Date

These changes will be implemented at approximately 11:00 London Time on March 28th, 2025. The index will begin to reflect the changes detailed above from that date forward.

The CF Cryptocurrency Index Family Oversight Function oversaw this consultation process.

Questions or queries should be directed to [email protected]. 

Any user wishing to file a complaint regarding this process, can do so confidentially by writing to [email protected].