The Administrator reports the occurrence of a Calculation Failure for the index listed below.
Full Index Name: TrueFi - Dollar Market Price
Ticker: U_TRUUSD_RTI
Date: 20-July-2026
The issue has been identified as diverging mid prices across the constituent exchanges of the index, such that all constituent exchanges breached the applicable Potentially Erroneous Data (PED) Parameter threshold. As a result, all constituent exchanges were excluded from the calculation under the methodology’s Potentially Erroneous Data rules, resulting in an Index Price calculation failure.
The occurrence of any Index Price calculation failure is reported to the applicable Oversight Organ.
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