Announcement of a Consultation on Methodology Changes to the CF Capitalization Series Methodology
Announcement of a Consultation on Methodology Changes to the CF Capitalization Series Methodology
The Administrator announces that it is launching a consultation on proposed changes to the CF Capitalization Series Methodology that is within the CF Digital Asset Index Family - Multi Asset - Capitalization Defined Series and these indices in scope are currently calculated in accordance with the CF Capitalization Series Methodology utilising the below Settlement Price Variants Parameters.
The Administrator proposes changes relating only to the Sections 4.2 of the CF Capitalization Series Methodology.
4.2 Settlement Price Variants Parameters
The proposed methodology changes mean that product providers that replicate or utilize the CF Capitalization Series Methodology may need to factor these changes into their processes and products when transacting in instruments that are linked to these indices. The financial value of contracts, instruments and funds that directly reference or are settled using indices which are reliant on the CF Capitalization Series Methodology may be impacted by the proposed changes.
Implementation Timelines
The Administrator proposes to implement the proposed changes to the CF Capitalization Series Methodology on May 18th, 2025 meaning that the Rebalance Price Determination for the upcoming quarterly reconstitution taking place on June 2nd, 2025 will be undertaken under this revised methodology.
Consultation Process
The consultation will begin on May 02nd, 2025, and end on May 16th, 2025, at 1600 London Time. All responses will be treated confidentially, in accordance with the Administrator’s policies and procedures, and will be overseen by the CF Oversight Function, in accordance with CF Benchmarks' Consultation Process and Procedures.
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 consultation process can do so confidentially by writing to complaints@cfbenchmarks.com.