Market Data Advisory Notices
To Quote Vendors
From Market Data Operations
Subject CME Group to Begin Disseminating Five New S&P Real-Time Indexes on September 15, 2008
Notice Date 2008-08-21
Notice Number Q2008-165
Effective Date 2008-09-15

Date:                       August 21, 2008

Notice #:                 Q2008-165

Subject:                 CME Group to Begin Disseminating Five New S&P Real-Time Indexes on September 15, 2008

 

 


On Monday, September 15, 2008, CME Group will begin disseminating the new indexes detailed below.  These indexes will be transmitted every 15 seconds, via Channel 3 of CME’s MDP, with an Exchange Code of “M.”

 

The usual display fees for S&P Index data will not apply to any display of these Indexes, whether made to individual subscribers or on public websites.  For all other S&P Indexes, the standard fees apply.  This waiver is effective immediately until further notice from CME.

                                           

Note:  There will be no corresponding futures contracts listed at this time.

 

Index Name/ Currency

CME Ticker Symbol

S&P Recommended Display Codes

PCC

PCT

FI

Month Code

Dissemination Date/Times

IQ Hedge Multi-Strategy  Composite Index

GMS

IQHGMSC

F

I

2

Y

8:30 am - 4:30 pm Central Time

IQ Hedge Long/Short Equity Index

HGL

IQHGLS

F

I

2

Y

8:30 am - 4:30 pm Central Time

IQ Hedge Market Neutral Index

GMN

IQHGMN

F

I

2

Y

8:30 am - 4:30 pm Central Time

IQ Hedge Event-Driven Index

GED

IQHGED

F

I

2

Y

8:30 am - 4:30 pm Central Time

IQ Hedge Global Macro Index

GGM

IQHGGM

F

I

2

Y

8:30 am - 4:30 pm Central Time