• Upcoming Changes to S&P Real Time Indexes – Effective July 27, 2009 UPDATED INFORMATION

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-142
      • Notice Date
      • 01 July 2009
      • Effective Date
      • 27 July 2009
    • The following S&P Real Time Indexes CME MDP transmissions will be discontinued on July 3, 2009

       

      S&P Index Name

      CME Ticker Code

      S&P Recommended Code

      WisdomTree Europe Equity Income Index

      W27

      WTEHYE

      WisdomTree Low P/E Index

      WTL

      WTPE

      WisdomTree Japan Equity Income Index

      W30

       WTJHYE  

       

       

      New Indexes

       

      On Monday, July 27, 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 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

      S&P 500 (Net TR)

      TRN

      SPTR500N

      F

      I

      2

      Y

      8:30am - 4:30 pm Eastern time

      Yes

      MPF/Noble Professional Services Index

      NPS

      PMINMNGP

      F

      I

      2

      Y

      7:50:00 - 17:00:00 UTC*

      No

      MPF/Noble Professional Services Total Return Index

      NPT

      PMINMNGT

      F

      I

      2

      Y

      7:50:00 - 17:00:00 UTC*

      No

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

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