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. |