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]