Outcome of Consultation on Changes to CF Rolling CME Futures Index Methodologies

The Administrator conducted a consultation concerning proposed changes to specified sections of the methodologies for the following indices:

• CF Rolling CME Bitcoin Futures Index (CFCMBTCF_BTC) within the CF Rolling CME Bitcoin Futures Index Methodology:
  • Section 4.2 – Example: Index Portfolio over Roll Period
  • Section 7.1 – General Parameters
• CF Rolling CME Ether Futures Index (CFCMETHF_ETH) within the CF Rolling CME Ether Futures Index Methodology:
  • Section 4.2 – Example: Index Portfolio over Roll Period
  • Section 7.1 – General Parameters

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 4.2 – Example: Index Portfolio over Roll Period'; and 'Section 7.1 – General Parameters', for both index methodologies.

Implementation Date

These changes will be implemented at approximately 11:00 London Time on March 18th, 2025. Both indices 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].