Feb 26, 2025
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].
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.
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