Amendment of Restatement & Republishing Materiality Threshold for CME CF Cryptocurrency Pricing Products

CF Benchmarks -

The Administrator announces that the Restatement & Republishing materiality threshold for all Reference Rates within the CME CF Cryptocurrency Pricing Products will be amended on June 11th, 2024.

The Restatement & Republishing materiality threshold will be amended from 0.20% to 0.10%. This change will be implemented at 11:00 London Time on June 11th, 2024.

Going forward, this means the Administrator will only Restate and Republish CME CF Cryptocurrency Reference Rates when the following conditions are met:

  1. Timeliness – where the Administrator can RESTATE and REPUBLISH a CME Cryptocurrency Reference Rate value before 23:59:59 of the given Calculation Day
  2. Materiality - where the RESTATED CME CF Cryptocurrency Reference Rate has an absolute variance greater than 0.10% for the respective CME CF Cryptocurrency Reference Rate of the given Calculation Day

In case of any questions or queries please do not hesitate to contact info@cfbenchmarks.com.

Any users wishing to file a complaint regarding this process can do so confidentially by writing to complaints@cfbenchmarks.com.