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Upcoming Changes to S&P Real Time Indexes on November 23, 2009 & November 30, 2009 - Updated Information
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- To
- Quote Vendors
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- From
- Market Data Operations
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- #
- Q2009-250
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- Notice Date
- 05 November 2009
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- Effective Date
- 30 November 2009
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The launch of the following index has been postponed until further notice.
Index Name/ Currency
CME Ticker Symbol
S&P Recommended Display Codes
PCC
PCT
FI
Month Code
Dissemination Date/Times
Fee Liable
Launch Date
Gold Linked S&P 500 Index
LUP
SPGL5UP
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
New Indexes
On Monday, November 23, 2009 and November 30, 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
Launch Date
S&P GSCI All Metals Index Spot
GMA
SPGSAM
F
I
2
Y
4:00 a.m. - 5:05 p.m. Eastern Time
Yes
11/23/2009
S&P GSCI All Metals Index Excess Return
GIR
SPGSAMP
F
I
2
Y
4:00 a.m. - 5:05 p.m. Eastern Time
Yes
11/23/2009
S&P GSCI All Metals Index Total Return
MTR
SPGSAMTR
F
I
2
Y
4:00 a.m. - 5:05 p.m. Eastern Time
Yes
11/23/2009
S&P GSCI All Metals Capped Commodity 35/20 Index Spot
GPA
SPGSAP
F
I
2
Y
4:00 a.m. - 5:05 p.m. Eastern Time
Yes
11/23/2009
S&P GSCI All Metals Capped Commodity 35/20 Index Excess Return
GCR
SPGSAPP
F
I
2
Y
4:00 a.m. - 5:05 p.m. Eastern Time
Yes
11/23/2009
S&P GSCI All Metals Capped Commodity 35/20 Index Total Return
GTR
SPGSAPTR
F
I
2
Y
4:00 a.m. - 5:05 p.m. Eastern Time
Yes
11/23/2009
S&P GSCI Agriculture Capped Component 35/20 Index Spot
GPG
SPGSGP
F
I
2
Y
4:00 a.m. - 5:05 p.m. Eastern Time
Yes
11/23/2009
S&P GSCI Agriculture Capped Component 35/20 Index Excess Return
GRG
SPGSGPP
F
I
2
Y
4:00 a.m. - 5:05 p.m. Eastern Time
Yes
11/23/2009
S&P GSCI Agriculture Capped Component 35/20 Index Total Return
GPR
SPGSGPTR
F
I
2
Y
4:00 a.m. - 5:05 p.m. Eastern Time
Yes
11/23/2009
S&P GSCI All Metals Index Spot
GMA
SPGSAM
F
I
2
Y
4:00 a.m. - 5:05 p.m. Eastern Time
Yes
11/23/2009
S&P Select Sector Capped 20% Energy Index Net TR
UEP
SPSUEN
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
S&P Select Sector Capped 20% Materials Index Net TR
UMI
SPSUMN
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
S&P Select Sector Capped 20% Industrials Index Net TR
UIP
SPSUIN
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
S&P Select Sector Capped 20% Consumer Discretionary Index Net TR
UCD
SPSUCDN
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
S&P Select Sector Capped 20% Consumer Staples Index Net TR
UCS
SPSUCSN
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
S&P Select Sector Capped 20% Health Care Index Net TR
UHC
SPSUHCN
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
S&P Select Sector Capped 20% Financials Index Net TR
UFP
SPSUFN
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
S&P Select Sector Capped 20% Technology Index Net TR
UTP
SPSUTN
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
S&P Select Sector Capped 20% Utilities Index Net TR
UPI
SPSUUN
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
S&P 500 Gold Hedged Index
LUT
SPGL5UT
F
I
2
Y
8:30 a.m. - 4:30 p.m. Eastern Time
Yes
11/30/2009
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.
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