Effective July 12, 2010, CME Group will begin disseminating ITC 2.1.Category Code H (High/Low) messages for all S&P indices with the exception of the following indices:
In addition, ITC 2.1.Category Code Q (Settlements) messages for S&P indices will now be disseminated shortly after they close each day, along with their current dissemination time.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.