• Upcoming Changes to S&P Real Time Indexes

      • To
      • Quote Vendors
      • From
      • Market Data Notices
      • #
      • Q2010-110
      • Notice Date
      • 27 May 2010
      • Effective Date
      • 21 June 2010

    • On Monday, June 21, 2010, 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

      Currency

      Dissemination Date/Times

      Fee Liable

      S&P CTSI Commodity Index Spot

      CID

      SPCTSC

      F

      I

      2

      Y

      USD

      3:00 CST - 4:00 CST

      Yes

      S&P CTSI Commodity Index Excess Return

      CXE

      SPCTSCP

      F

      I

      2

      Y

      USD

      3:00 CST - 4:00 CST

      Yes

      S&P CTSI Commodity Index Total Return

      CXR

      SPCTSCTR

      F

      I

      2

      Y

      USD

      3:00 CST - 4:00 CST

      Yes

      S&P CTSI Financial Index Spot

      TSX

      SPCTSF

      F

      I

      2

      Y

      USD

      3:00 CST - 4:00 CST

      Yes

      S&P CTSI Financial Index Excess Return

      TSP

      SPCTSFP

      F

      I

      2

      Y

      USD

      3:00 CST - 4:00 CST

      Yes

      S&P CTSI Financial Index Total Return

      TTX

      SPCTSFTR

      F

      I

      2

      Y

      USD

      3:00 CST - 4:00 CST

      Yes

      S&P DFI ex Softs Index Spot

      DXS

      SPDXSI

      F

      I

      2

      Y

      USD

      3:00 CST - 4:00 CST

      Yes

      S&P DFI ex Softs Index Excess Return

      DSR

      SPDXSIP

      F

      I

      2

      Y

      USD

      3:00 CST - 4:00 CST

      Yes

      S&P DFI ex Softs Index Total Return

      DXT

      SPDXSITR

      F

      I

      2

      Y

      USD

      3:00 CST - 4:00 CST

      Yes

      S&P CTSI Commodity Index Spot

      CID

      SPCTSC

      F

      I

      2

      Y

      USD

      3:00 CST - 4:00 CST

      Yes

       

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