The Administrator conducted a consultation concerning changes to the CME CF Real Time Indices 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 Real Time Indices Methodology.
Implementation Date
These changes will be implemented at approximately 11:00 London Time on June 29th, 2026. As such, from that point onwards, the CME CF Real Time Indices 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 Administrator has confirmed changes to the Token Market Price Family for the period 13 October 2026 to 20 October 2026

CF Benchmarks
Digital assets fell broadly over the past week as Bitcoin slipped to a moving average, with inflation prints and an equity sell-off in the background. Losses grew with distance from Bitcoin, hitting diversified and smaller-cap exposure hardest, while implied volatility rose.

Mark Pilipczuk
Size led the factor table for a third week at 0.59% as the Market rebounded 0.40% and 15 of 35 Broad Cap tokens closed higher. Momentum fell 1.58% in a rebound led by laggards, and Size's weekly print has narrowed from 8.86% to 0.59% in three weeks, even as its year-to-date lead holds at 22.81%.

Mark Pilipczuk
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