• ITC 2.1 Category Code H Message Dissemination for S&P Indices and Earlier Settlements - Effective July12, 2010

      • To
      • Quote Vendors
      • From
      • Matket Data Notice
      • #
      • Q2010-130
      • Notice Date
      • 17 June 2010
      • Effective Date
      • 12 July 2010
    • Effective July 12, 2010, CME Group will begin disseminating ITC 2.1.Category Code H (High/Low) messages for all S&P indices with the exception of the following indices:

       

      • SPC- S&P 600 Small Cap
      • OEX – S&P 100
      • INX – S&P 500
      • IVX – S&P500 Value
      • IGX – S&P 500 Growth
      • IDX – S&P 400 Mid Cap
      • SDX – S&P 500 Opening Index
      • SLX – S&P 400 Opening Index
      • SKX – S&P 500 Growth Opening Index
      • SZX – S&P 500 Value Opening Index

       

      In addition, ITC 2.1.Category Code Q (Settlements) messages for S&P indices will now be disseminated shortly after they close each day, along with their current dissemination time.