• Upcoming Changes to S&P Real Time Indexes- On November 16, 2009 -- POSTPONED

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-243
      • Notice Date
      • 05 November 2009
      • Effective Date
      • 16 November 2009

    •  

      The launch of this index has been postponed until further notice.

       

      On Monday, November 16, 2009, CME Group will begin disseminating the new index detailed below.  This index 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 Dynamic VEQTOR Index Total Return

      VQT

      SPVQTR

      F

      I

      2

      Y

      9:30am - 5:30pm 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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