Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | CME Group to Begin Disseminating A New EAFE Futures "Fixing" Price - Effective Monday, September 24, 2007
Notice Date | 2007-08-31
Notice Number | Q2007-223
Effective Date | 2007-09-24
Effective Monday, September 24, 2007 , CME Group will begin transmitting a new EAFE reference price at 10:00 a.m. Central Time daily. This new reference price reflects the market conditions in the E-mini MSCI EAFE futures immediately preceding 10:00am Central Time, and will enable users to see how the futures price is tracking the underlying index at the close of the London trading session. Transmission information is detailed below; this data will be transmitted via Channel 3 of the MDP.
Fixing Price Name | Fixing Price Ticker Symbol | CME Fixing Price – Actual | ITC 2.1 Transmission Format | Fractional Indicator | Category Code | Month Code
EAFE Futures Fixing Price | EFE (same as futures) | 2091.00 | 0209100 | 2 | Y | Y
Testing Availability Ticker testing will be held on Friday, September 14, and Friday, September 21, 2007 at approximately 5:00 p.m. Central Time. For ticker test questions, please contact CME’s Enterprise Technology Operations Department at 312-930-8160.