CALCULATION FAILURE of BVX and BVXS

Incident Report for CF Benchmarks

Resolved

This incident has been resolved. We have republished yesterdays value for the BVXS and we will not republish any missing values for BVX.
Posted Oct 24, 2026 - 16:17 BST

Update

We are continuing to investigate this issue.
Posted Oct 24, 2026 - 16:16 BST

Investigating

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: OCT 24th 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 OCT 23th 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.

Any complaints regarding this process and decision can be made confidentially by writing to complaints@cfbenchmarks.com.
Posted Oct 24, 2026 - 16:06 BST