• Upcoming Changes to S&P Real Time Indexes

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-280
      • Notice Date
      • 17 December 2009
      • Effective Date
      • 17 December 2009
    • Effective immediately, the following S&P Real Time Indexes’ Index Names and Recommended Display Codes have been modified. Please update your systems to reflect the code changes.

       

      Current Index Name/ Currency

      New Index Name/ Currency

      Current S&P Recommended Display Codes

      New S&P Recommended Display Codes

      CME Code

      S&P Commodity Trading Strategy Index Spot

      S&P Dynamic Futures Index Spot

      SPCTSI

      SPDFI

      SIS

      S&P Commodity Trading Strategy Excess Return

      S&P Dynamic Futures Index Excess Return

      SPCTSIP

      SPDFIP

      SIP

      S&P Commodity Trading Strategy Total Return

      S&P Dynamic Futures Index Total Return

      SPCTSITR

      SPDFITR

      SIT

      S&P DTI Institutional Index SPOT

      S&P Dynamic Commodity Futures Index Spot

      SPDTII

      SPDCFI

      DIS

      S&P DTI Institutional Index Excess Return

      S&P Dynamic Commodity Futures Index Excess Return

      SPDTIIP

      SPDCFIP

      DIP

      S&P DTI Institutional Index Total Return

      S&P Dynamic Commodity Futures Index Total Return

      SPDTIITR

      SPDCFITR

      DIT

      S&P CTI Institutional Index SPOT

      S&P Dynamic Financial Futures Index Spot

      SPCTII

      SPDFFI

      IIS

      S&P CTI Institutional Index Excess Return

      S&P Dynamic Financial Futures Index Excess Return

      SPCTIIP

      SPDFFIP

      IIP

      S&P CTI Institutional Index Total Return

      S&P Dynamic Financial Futures Index Total Return

      SPCTIITR

      SPDFFITR

      IIT

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

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