• Upcoming Changes to S&P Real Time Indexes

      • To
      • Quote Vendors
      • From
      • Market Data Notices
      • #
      • Q2010-117
      • Notice Date
      • 03 June 2010
      • Effective Date
      • 28 June 2010

    • On Monday, June 28, 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 World Commodity Index Europe Spot

      WES

      SPWCE

      F

      I

      2

      Y

      USD

      7:00 PM CST - 4:00 PM CST

      YES

      S&P World Commodity Index Europe ER

      WRE

      SPWCEP

      F

      I

      2

      Y

      USD

      7:00 PM CST - 4:00 PM CST

      YES

      S&P World Commodity Index Europe TR

      WXE

      SPWCETR

      F

      I

      2

      Y

      USD

      7:00 PM CST - 4:00 PM CST

      YES

      S&P World Commodity Index Asia Spot

      WSX

      SPWCA

      F

      I

      2

      Y

      USD

      7:00 PM CST - 4:00 PM CST

      YES

      S&P World Commodity Index Asia ER

      WAR

      SPWCAP

      F

      I

      2

      Y

      USD

      7:00 PM CST - 4:00 PM CST

      YES

      S&P World Commodity Index Asia TR

      WXR

      SPWCATR

      F

      I

      2

      Y

      USD

      7:00 PM CST - 4:00 PM CST

      YES

      Chimaera Australian Energy Index

      AEX

      DRILLA

      F

      I

      2

      Y

      USD

      6:00 PM CST  - 2:30 AM CST

      NO

      Chimaera Australian Energy Index Total Return

      AEZ

      DRILLATR

      F

      I

      2

      Y

      USD

      6:00 PM CST  - 2:30 AM CST

      NO

      Alerian Natural Gas MLP Index

      ANG

      ANGI

      F

      I

      2

      Y

      USD

      8:30:00 AM CST- 4:30PM CST

      NO

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