CF Benchmarks incident
Calculations Failure: CME CF Bitcoin Volatility Index - Settlement
Resolved on September 5, 2026.
The Administrator reports the occurrence of a Calculation Failure for the index listed below. Full Index Name: CME CF Bitcoin Volatility Index Settlement Rate Ticker: BVXS Date: 05-September-2026 In regards to the CME CF Bitcoin Volatility Index - Settlement Price, in accordance with the Administrators Contingency Calculation Rules the Index Price for that Calculation Day is given by the Index Price for the previous Calculation Day September 4th 2026. The occurrence of any Index Price calculation failure is reported to an applicable Oversight Organ. Questions or queries regarding this process and decision should be directed to [email protected]. Any complaints regarding this process and decision can be made confidentially by writing to [email protected].
Update timeline
- resolved Sep 05, 2026, 03:15 PM UTC
The Administrator reports the occurrence of a Calculation Failure for the index listed below. Full Index Name: CME CF Bitcoin Volatility Index Settlement Rate Ticker: BVXS Date: 05-September-2026 In regards to the CME CF Bitcoin Volatility Index - Settlement Price, in accordance with the Administrators Contingency Calculation Rules the Index Price for that Calculation Day is given by the Index Price for the previous Calculation Day September 4th 2026. The occurrence of any Index Price calculation failure is reported to an applicable Oversight Organ. Questions or queries regarding this process and decision should be directed to [email protected]. Any complaints regarding this process and decision can be made confidentially by writing to [email protected].
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