Amendment to the Potentially Erroneous Data Parameter for the CME CF Cryptocurrency Pricing Products
The Administrator announces that the Potentially Erroneous Data Parameter for all indices within the CME CF Cryptocurrency Pricing Products will be amended on February 10th 2020 at approximately 1630 London time.
The future parameter levels for each index are summarised in the table below:
| Relevant Pair | Reference Rate | Real Time Index |
|---|---|---|
| XBT-USD | 10% | 10% |
| ETH-USD | 10% | 10% |