• Upcoming Changes to S&P Real Time Indexes – Effective Monday, May 4, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-079
      • Notice Date
      • 09 April 2009
      • Effective Date
      • 04 May 2009
    •  

      On Monday, May 4, 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 this Index, whether made to individual subscribers or on public websites.  For all other S&P Indexes, the standard fees apply. 

       

      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

      WisdomTree International Dividends ex Financials

      DEF

      WTIDEF

      F

      I

      2

      Y

      1:00:00 - 21:05:00 (UTC time)

      No

      WisdomTree Domestic Dividends Index ex Financials

       

      DDE

      WTIDDEF

      F

      I

      2

      Y

      9:30 - 17:05 Eastern time

      No

       

       

       

       

       

       

       

       

       

       

       

       

       

       

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