• Upcoming Changes to S&P Real Time Indexes

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-114
      • Notice Date
      • 28 May 2009
      • Effective Date
      • 15 June 2009
    •  

      Effective immediately, the following S&P Real Time Indexes’ Recommended Display Codes have been modified.

       

       

      Please update your systems to reflect the code changes.

      Current Index Name/ Currency

      New Index Name/ Currency

      CME Ticker Symbol

      Current S&P Recommended Display Codes

      New S&P Recommended Display Codes

      IQ Hedge Global Macro Index

      IQ Hedge Macro Index

      GGM

      IQHGGM

      IQHGMA

       

       

       

       

       

       

      Discontinued Indexes

       

      The following S&P Real Time Indexes CME MDP transmissions have/will be discontinued:

       

      S&P Index Name

      CME Ticker Code

      S&P Recommended Code

      Date

      Alerian MLP Select Index

      AMZS

      AMS

      May 15, 2009

      S&P GCC 40 Index

      SPTGC4DP

      GC1

      June 5, 2009

      S&P GCC 40 Index (EURO)

      SPTGC4EP

      GC2

      June 5, 2009

       

       

      The previously announced index will not be launching on June 8, 2009

       

      Index Name/ Currency

      CME Ticker Symbol

      S&P Recommended Display Codes

      PCC

      PCT

      FI

      Month Code

      Dissemination Date/Times

      Fee Liable

      IQ Hedge Distressed Index

      GDS

      IQHGDS

      F

      I

      2

      Y

      00:01:00  -  21:05:00 UTC Time

      No

       

       

      New Indexes

      On Monday, June 15, 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

      SGI WISE Top

      WIT

      SGIXWIT

      F

      I

      2

      Y

      08:00:00 -- 21:00:00 GMT

      No

      SGI WISE Bottom

      WIB

      SGIXWIB

      F

      I

      2

      Y

      08:00:00 -- 21:00:00 GMT

      No

      WisdomTree World ex-US Growth Index

      WTG

      WTIDLG

      F

      I

      2

      Y

      00:01:00  -  21:05:00 UTC

      No

      WisdomTree LargeCap Value Index

      WTV

      WTLVI

      F

      I

      2

      Y

      09:00:00  -  17:05:00 Eastern

      No

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

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