• Upcoming Changes to S&P Real Time Indexes - Effective Monday, June 8, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-105
      • Notice Date
      • 14 May 2009
      • Effective Date
      • 08 June 2009

    • On Monday, June 8, 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. 

       

      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

      IQ CPI Inflation Tracker Index

      GCP

      IQHGCPI

      F

      I

      2

      Y

      00:01:00  -  21:05:00 UTC Time

      No

      IQ ARB Merger Arbitrage Index

      GNM

      IQHGMNA

      F

      I

      2

      Y

      00:01:00  -  21:05:00 UTC Time

      No

      IQ ARB Global Natural Resources Index

      GGN

      IQHGGNR

      F

      I

      2

      Y

      00:01:00  -  21:05:00 UTC Time

      No

      IQ Hedge Distressed Index

      GDS

      IQHGDS

      F

      I

      2

      Y

      00:01:00  -  21:05:00 UTC Time

      No

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

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

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