Mar 24, 2022
Results of Consultation for Proposed Methodology Parameter Changes to certain CF Cryptocurrency Settlement Prices and Confirmation of Implementation
The Administrator conducted a consultation with index users and market participants concerning proposed methodology parameter changes to the below benchmarks of the CF Digital Asset Index Family between 1000 LDN March 21st and 1000 LDN March 28th:
- CF Chainlink Dollar Settlement Price
- CF Stellar Lumens Dollar Settlement Price
- CF Tezos Dollar Settlement Price
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 changes proposed
Implementation Date. The Administrator has been conducting extensive testing of the changes to Its systems and processes that will be required to support these changes. To ensure that testing is comprehensive, and the implementation of the methodology changes does not cause any market disruption the Administrator shall implement the methodology changes on April 25th 2022 at 1100 London time meaning that the calculation of the CF Cryptocurrency Settlement Prices for April 25th 2022 onwards will be calculated utilising the revised methodology.
The CF Oversight Function has provided oversight of this benchmark consultation process.
Any queries regarding these changes can be sent to [email protected]
Any complaints to this process can be sent confidentially 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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Building on our initial research that culminated in publication of the research paper “A Factor Model for Digital Assets”, we are now making components of the underlying model and data sets available online, within a brand-new data product suite, CF Factor Intelligence.
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