• Upcoming Changes to S&P Real Time Indexes - Effective December 7, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-270
      • Notice Date
      • 25 November 2009
      • Effective Date
      • 07 December 2009

    • Effective Monday, December 7, 2009, the decimal precision for the S&P 500 Total Return index will be changed from ITC fractional indicator code of 2 to “3”.  This index will be transmitted every 15 seconds, via Channel 3 of CME’s MDP, with an Exchange Code of “M.”

      Index Name/ Currency

      CME Ticker Symbol

      S&P Recommended Display Codes

      Existing Decimal

      New Decimal Precision

      S&P 500 Total Return

      PXT

      SPXT

      2

      3

      Price Format:

      1819.17

      Price Format:

      1819.173

       

       

       

       

       

       

       

       

        

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

       

       

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