• Upcoming Changes to S&P Real Time Indexes – Effective October 12, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-210
      • Notice Date
      • 17 September 2009
      • Effective Date
      • 12 October 2009
    • On Monday, October 12, 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

      AlphaShares China All Cap Index

      NAC

      ACNAC

      F

      I

      2

      Y

      00:01:00  -  21:05:00 UTC

      No

       

       

       

       

       

       

       

       

       

       

       

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