• Upcoming Changes to S&P Real Time Indices - Effective August 2, 2010

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      • Quote Vendors
      • From
      • Market Data Notices
      • #
      • Q2010-149
      • Notice Date
      • 07 July 2010
      • Effective Date
      • 02 August 2010
    • On Monday, August 2, 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 US Equity Risk Premium Excess Return Index

      RPP

      SPUSERPP

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P US Equity Risk Premium Total Return Index

      RPT

      SPUSERPT

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P 500 Non-US Dollar Excess Return Index

      SDX

      SPNUSDP

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P 500 Non-US Dollar Total Return Index

      SDR

      SPNUSDTR

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P Crude Oil - Equity Spread Excess Return Index

      OSE

      SPCOESP

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P Crude Oil – Equity Spread Total Return Index

      OST

      SPCOESTR

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P Gold – Equity Spread Excess Return Index

      EER

      SPGDESP

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P Gold – Equity Spread Total Return Index

      ETI

      SPGDESTR

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P 500 Futures Excess Return Index

      XFP

      SPXFP

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P 30 Year US Treasury Bond Futures Excess Return Index

      FEI

      SPUSTBP

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P US Dollar Futures Excess Return Index

      FER

      SPUSDP

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P 500 Futures Total Return Index

      FTI

      SPXFTR

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P 30 Year US Treasury Bond Futures Total Return Index

      UTB

      SPUSTBTR

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES

      S&P US Dollar Futures Total Return Index

      UDX

      SPUSDTR

      F

      I

      2

      Y

      USD

      3:00 to 16:00 CST

      YES