The Administrator reports the occurrence of a Calculation Failure for the index listed below.
Full Index Name: CME CF Bitcoin Volatility Index - Real Time and CME CF Bitcoin Volatility Index - Settlement Price
Ticker: BVXS and BVX
Date: May 30th 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 May 29th 2026.
In regards to the CME CF Bitcoin Volatility Index - Real Time there will be no restatement of Index price during the downtime period.
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 info@cfbenchmarks.com.
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