• Upcoming Changes to S&P Real Time Indexes - Effective Monday, March 16, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-035
      • Notice Date
      • 17 February 2009
      • Effective Date
      • 16 March 2009

    • On Monday, March 16, 2009, 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

      Fee Liable

      SGI Smart WTI Long Invest Index

      TIL

      SGIXWTIL

      F

      I

      2

      Y

      17:00-16:15 central time

      No

      SGI Smart WTI Short Invest Index

      TSI

      SGIXWTIS

      F

      I

      2

      Y

      17:00-16:15 central time

      No

       

       

       

       

       

       

       

       

       

       

       

      Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.

       

       

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