Calculations Failure: CME CF Bitcoin Volatility Index - Settlement

Incident Report for CF Benchmarks

Resolved

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 info@cfbenchmarks.com.

Any complaints regarding this process and decision can be made confidentially by writing to complaints@cfbenchmarks.com.

Posted Sep 05, 2026 - 16:15 BST