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 |