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Oct 09, 2023

Outcome of Consultation on proposed changes to the CF Rarible-Dollar Settlement Price Calculation Methodology

The Administrator conducted a consultation on proposed changes to the CF Rarible-Dollar Settlement Price (RARIUSD_RR) calculation methodology. Those changes are outlined below:

Parameter

Parameter Values

Proposed New Parameter Values

Observation Window

3:00 pm to 4:00 pm London Time

2:30 pm to 4:00 pm London Time

TWAP Period Length (𝜏)

60 minutes

90 minutes

Partition Length (𝜏̂)

5 minutes

10 minutes

Number of Partitions (𝐾)

12

9

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

The Administrator can now confirm it will implement all proposed changes to the RARIUSD_RR calculation methodology.

Implementation Date

These changes will be implemented at approximately 11:00 London time on October 10th, 2023. The Settlement Price for October 10th and for all subsequent dates will be calculated in accordance with the new Settlement Price Parameters.

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

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

Should any user wish to file a complaint regarding this process, this can be done confidentially by writing to [email protected].