• Upcoming Changes to S&P Real Time Indexes

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-181
      • Notice Date
      • 18 August 2009
      • Effective Date
      • 14 September 2009

    •  

      Effective immediately, the following S&P Real Time Indexes’ Index Names 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

      S&P GSCI UCITS Spot Index

      S&P GSCI Capped Spot Index

      SUC

      SPGSUC

      S&P GSCI UCITS Excess Return Index

      S&P GSCI Capped Excess Return Index

      SUP

      SPGSUCP

      S&P GSCI UCITS Total Return Index

      S&P GSCI Capped Total Return Index

      SUT

      SPGSUCTR

       

       

       

       

       

       

       

       

       

       

       

      Discontinued Indexes

       

      The following S&P Real Time Indexes CME MDP transmissions will be discontinued on August 28, 2009

       

      S&P Index Name

      CME Ticker Code

      S&P Recommended Code

      Dahlman Rose Tanker Shipping Index

      DRT

      DRCOTSI

      Dahlman Rose Dry Bulk Shipping Index

      DRB

      DRCODSI

      IWF Catholic Values

      ICV

      IWFVCA

      IWF Conservative Christian Values

      ICC

      IWFVCC

       

      New Indexes

       

      On Monday, September 14, 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. 

       

       

      Index Name/ Currency

      CME Ticker Symbol

      S&P Recommended Display Codes

      PCC

      PCT

      FI

      Month Code

      Dissemination Date/Times

      Fee Liable

      S&P Commodity Trading Strategy Index Spot

      SIS

      SPCTSI

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      Yes

      S&P Commodity Trading Strategy Excess Return

      SIP

      SPCTSIP

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      Yes

      S&P Commodity Trading Strategy Total Return

      SIT

      SPCTSITR

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      Yes
      Note:  There will be no corresponding futures contracts listed at this time.

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

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

       

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