• Upcoming Changes to S&P Real Time Indexes - Updated Information

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-277
      • Notice Date
      • 17 December 2009
      • Effective Date
      • 21 December 2009

    • As of Friday, December 18, 2009, dissemination of the following S&P index will be discontinued:

      Index Name/ Currency

      CME Ticker Symbol

      S&P Recommended Display Codes

      SGI Wise Short

      SG3

      SGIXWIS

       

       

       

       

      New Indexes

       

      On Monday, December 21, 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 not 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

      Tortoise MLP Index

      TMP

      TMLP

      F

      I

      2

      Y

      8:30am - 4:30pm Eastern time

      No

      S&P GSCI Light Energy EUR Index

      LEE

      SGCRLEE

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI Light Energy EUR Index ER

      LER

      SGCRLEEP

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI Light Energy EUR Index TR

      LRT

      SGCRLEET

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI Non-Energy EUR Index

      NUI

      SGCRNEE

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI Non-Energy EUR Index ER

      NER

      SGCRNEEP

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI Non-Energy EUR Index TR

      NRT

      SGCRNEET

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI All Metals Capped Commodity 35/20 EUR Index

      GRC

      SGCRAPE

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI All Metals Capped Commodity 35/20 EUR Index ER

      GRE

      SGCRAPEP

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI All Metals Capped Commodity 35/20 EUR Index TR

      APT

      SGCRAPET

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI Agriculture Capped Component 35/20 EUR Index

      AUE

      SGCRGPE

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI Agriculture Capped Component 35/20 EUR Index ER

      AER

      SGCRGPEP

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

      S&P GSCI Agriculture Capped Component 35/20 EUR Index TR

      GRT

      SGCRGPET

      F

      I

      2

      Y

      4:00 AM -17:05 Eastern Time

      YES

       

       

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