• S&P Cash Index Changes

      • To
      • Market Data Distributors
      • From
      • Global Account Management
      • #
      • 20110722
      • Notice Date
      • 22 July 2011
    • S&P Cash Index Changes

      New S&P Real-Time Indexes
      Effective Monday, August 1, CME Group will begin disseminating the new indexes detailed below. These indexes will be transmitted every 15 seconds.

      New S&P Real-time Indexes

      Index
      Name
      MDP
      Ticker
      Tag-55
      Symbol
      Currency Dissemination
      Times
      Fee
      Liable
      S&P Nigeria
      Select Indes (USD)
      PNI SPNISUP USD 3:00 - 11:30 (CT) XF
      S&P Brent -
      WTI Crude Oil Spread
      Total Return Index
      BCR SPBCRST 8:30 - 15:35 (CT)
      S&P Brent -
      Gold Spread
      Total Return Index
      PGL SPGLST 8:30 - 15:35 (CT)
      S&P 500
      EQUAL WEIGHTED (NTR)
      PXE SPXEWNTR 8:30 - 16:30 (CT)


      S&P Fractional Indicator Change
      Effective Monday, August 1, the ITC 2.1 fractional indicator code for the S&P indexes below will be changed from 2 to 3 to support an additional level of decimal precision.

      Extended S&P Indexes Decimal Position

      Index
      Name
      MDP
      Ticker
      Tag-55
      Symbol
      Elements Linked to the CNY/USD Exchange Rate ETN GRIP CNY CNYIV
      Elements Linked to the INR/USD Exchange Rate ETN GRIP INR INRIV