• Upcoming Changes to S&P Real Time Indexes – Effective August 17, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-159
      • Notice Date
      • 23 July 2009
      • Effective Date
      • 17 August 2009

    • On Monday, August 17, 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 DTI Institutional Index SPOT

      DIS

      SPDTII

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      Yes

      S&P DTI Institutional Index Excess Return

      DIP

      SPDTIIP

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      Yes

      S&P DTI Institutional Index Total Return

      DIT

      SPDTIITR

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      Yes

      S&P CTI Institutional Index SPOT

      IIS

      SPCTII

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      Yes

      S&P CTI Institutional Index Excess Return

      IIP

      SPCTIIP

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      Yes

      S&P CTI Institutional Index Total Return

      IIT

      SPCTIITR

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      Yes

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

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

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