The Issue has been identified as poor market conditions.
Low Liquidity has led to large spreads and infrequently updated order books on constituent exchanges, causing the calculation failures.
The Index UMAUSD_RTI is currently printing however the administrator is still observing poor market conditions. Hence this Incident will remain open until market conditions settle or a long term solution is reached.
Posted Jul 31, 2026 - 11:04 BST
Investigating
The Administrator reports the occurrence of a Calculation Failure for the index listed below.
Full Index Name: CF UMA-Dollar Spot Rate
Ticker: UMAUSD_RTI
Date: 31-July-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.
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