The Administrator conducted a consultation concerning changes to the CME CF Bitcoin Volatility Index - Settlement 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 - Settlement methodology.
These changes will be implemented at approximately 11:00 London Time on April 20th, 2026. As such, from that day onwards, the CME CF Bitcoin Volatility Index – Settlement will be calculated using the new parameters proposed for Section 7 (Parameters) of the Methodology Guide, 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 Administrator can now confirm it will implement all proposed changes to the CME CF Bitcoin Volatility Index - Settlement methodology.

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