• Upcoming Changes to S&P Real Time Indices - Effective Monday, July 5, 2010

      • To
      • Quote Vendors
      • From
      • Market Data Notice
      • #
      • Q2010-124
      • Notice Date
      • 10 June 2010
      • Effective Date
      • 05 July 2010
    • On Monday, July 5, 2010, CME Group will begin disseminating the new indices detailed below.  These indices 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 EURO ( USD )

      URD

      SPEUROUSD

      F

      I

      2

      Y

      USD

      23:45 CT to 13:30 CT

      YES

      S&P EURO PLUS

      URP

      SPEUROPL

      F

      I

      2

      Y

      EUR

      23:45 CT to 13:30 CT

      YES

      S&P EURO PLUS (USD)

      UPD

      SPEUROPLUSD

      F

      I

      2

      Y

      USD

      23:45 CT to 13:30 CT

      YES

      S&P EUROPE 350 - Consumer Discretionary  (Sector )

      ECS

      SPE35025

      F

      I

      2

      Y

      EUR

      23:45 CT to 13:30 CT

      YES

      S&P EUROPE 350 - Consumer Staples  (Sector )

      ESS

      SPE35030

      F

      I

      2

      Y

      EUR

      23:45 CT to 13:30 CT

      YES

      S&P EUROPE 350 - Energy  (Sector )

      EXS

      SPE35010

      F

      I

      2

      Y

      EUR

      23:45 CT to 13:30 CT

      YES

      S&P EUROPE 350 - Health Care  (Sector )

      EHC

      SPE35035

      F

      I

      2

      Y

      EUR

      23:45 CT to 13:30 CT

      YES

      S&P EUROPE 350 - Industrials  (Sector )

      EIS

      SPE35020

      F

      I

      2

      Y

      EUR

      23:45 CT to 13:30 CT

      YES

      S&P EUROPE 350 - Materials  (Sector )

      EMS

      SPE35015

      F

      I

      2

      Y

      EUR

      23:45 CT to 13:30 CT

      YES

      S&P EUROPE 350 - Utilities  (Sector )

      EUS

      SPE35055

      F

      I

      2

      Y

      EUR

      23:45 CT to 13:30 CT

      YES

      S&P EUROPE 350 (USD)

      EUD

      SPE350USD

      F

      I

      2

      Y

      USD

      23:45 CT to 13:30 CT

      YES