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Upcoming Changes to S&P Real Time Indexes – Effective September 28, 2009
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- To
- Quote Vendors
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- From
- Market Data Operations
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- #
- Q2009-194
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- Notice Date
- 03 September 2009
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- Effective Date
- 28 September 2009
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On Monday, September 28, 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 GSCI Enhanced Capped Component 35/20 Index Spot
SGC
SGESCI
F
I
2
Y
4:00 AM -17:05 Eastern Time
Yes
S&P GSCI Enhanced Capped Component 35/20 Index Excess Return
SGP
SGESCIP
F
I
2
Y
4:00 AM -17:05 Eastern Time
Yes
S&P GSCI Enhanced Capped Component 35/20 Index Total Return
SGR
SGESCITR
F
I
2
Y
4:00 AM -17:05 Eastern Time
Yes
S&P GSCI Crude Oil Enhanced Index Spot
SGO
SGESCL
F
I
2
Y
4:00 AM -17:05 Eastern Time
Yes
S&P GSCI Crude Oil Enhanced Index Excess Return
SGX
SGESCLP
F
I
2
Y
4:00 AM -17:05 Eastern Time
Yes
S&P GSCI Crude Oil Enhanced Index Total Return
SGZ
SGESCLTR
F
I
2
Y
4:00 AM -17:05 Eastern Time
Yes
S&P GSCI Capped Commodity 35/20 Index Spot
GCC
SPGSCP
F
I
2
Y
4:00 AM -17:05 Eastern Time
Yes
S&P GSCI Capped Commodity 35/20 Index Excess Return
GPP
SPGSCPP
F
I
2
Y
4:00 AM -17:05 Eastern Time
Yes
S&P GSCI Capped Commodity 35/20 Index Total Return
GPT
SPGSCPTR
F
I
2
Y
4:00 AM -17:05 Eastern Time
Yes
Contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.
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