The Administrator conducted a consultation concerning changes to the CME CF Bitcoin Volatility Index - Real Time methodology.
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 all proposed changes to the CME CF Bitcoin Volatility Index - Real Time methodology.
Implementation Date
These changes will be implemented at approximately 10:00 London Time on May 26th, 2026. As such, from that day onwards, the CME CF Bitcoin Volatility Index – Real Time will be calculated using the new proposed methodology, as outlined in the consultation announcement.
This consultation process was supervised by the CF Cryptocurrency Index Family Oversight Function.
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].
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.
The reconstitution and rebalance of the Nasdaq Crypto Index Family will take place on September 1st, 2026.

CF Benchmarks
The reconstitution and rebalance of the CF Digital Asset Index Family Multi Asset Series will take place on September 1st, 2026.

CF Benchmarks
Digital assets rallied in unison as Treasury buybacks revived the debasement trade. Broad ETF demand and short covering amplified the move, while policy news mattered most for regulatory-sensitive corners of the market. Implied volatility lagged the repricing.

Mark Pilipczuk
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