Market Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject INFORMATION UPDATE: New EAFE Futures "Fixing" Price Dissemination on Monday, September 24, 2007 - TICKER SYMBOL CHANGE
Notice Date 2007-09-19
Notice Number Q2007-242
Effective Date 2007-09-24

 

Please Note Change in Fixing Price Ticker Symbol, highlighted in yellow below.

 

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

EEF

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.