Outcome of Consultation on proposed changes to the CF Rarible-Dollar Settlement Price Calculation Methodology

The Administrator can now confirm it will implement all proposed changes to the RARIUSD_RR calculation methodology.

CF Benchmarks

Oct 9, 2023 • 1 min read

The Administrator conducted a consultation on proposed changes to the CF Rarible-Dollar Settlement Price (RARIUSD_RR) calculation methodology. Those changes are outlined below:

Parameter	Parameter Values	Proposed New Parameter Values
Observation Window	3:00 pm to 4:00 pm London Time	2:30 pm to 4:00 pm London Time
TWAP Period Length (𝜏)	60 minutes	90 minutes
Partition Length (𝜏̂)	5 minutes	10 minutes
Number of Partitions (𝐾)	12	9

There were no responses to this consultation, nor any queries regarding any aspect of the proposed changes.

The Administrator can now confirm it will implement all proposed changes to the RARIUSD_RR calculation methodology.

Implementation Date

These changes will be implemented at approximately 11:00 London time on October 10th, 2023. The Settlement Price for October 10th and for all subsequent dates will be calculated in accordance with the new Settlement Price Parameters.

The CF Cryptocurrency Index Family Oversight Function oversaw this methodology change consultation process.

Questions or queries should be directed to info@cfbenchmarks.com.

Should any user wish to file a complaint regarding this process, this can be done confidentially by writing to complaints@cfbenchmarks.com.

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