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Feb 25, 2020

Results of Methodology Parameter Change Consultation for CF Ripple Bitcoin Settlement Price and Confirmation of Implementation

The Administrator conducted a consultation with index users and market participants for proposed index methodology parameter changes to the CF Ripple-Bitcoin Settlement Price, a member of the CF Cryptocurrency Index Family, between 0900 LDN May 10th and 1600 LDN May 24th.

There were no responses received to this consultation and nor were there any queries regarding any aspects of the proposed change.

The Administrator can now confirm it will implement the proposed change of amending the methodology parameters from the current parameters utilised to the proposed parameters:

Current Parameters Utilised

Observation Window (LDN): 1500 to 1600 LDN

Partition Length: 5 mins

New Parameters

New Observation Window: 1430 to 1600 LDN

New Partition Length: 10 mins

Implementation Date

This change will be implemented at 1630 LDN June 5th, 2019, meaning that the CF Ripple Bitcoin Settlement Price for June 6th, 2019 will be calculated utilising the new parameters.

The CF Cryptocurrency Index Family Oversight Function has provided oversight of this methodology change consultation process.