• Upcoming Changes to S&P Real Time Indices - Update

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      • Market Data Notices
      • #
      • Q2010-164
      • Notice Date
      • 29 July 2010
      • Effective Date
      • 23 August 2010

    • On Monday, August 23, 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 400 Midcap Equal Weighted Index

      DEW

      MIDEWI

      F

      I

      2

      Y

      USD

      8:30- 16:30 Central

      Yes

      S&P 600 SmallCap Equal Weighted Index

      LEW

      SMLEWI

      F

      I

      2

      Y

      USD

      8:30- 16:30 Central

      Yes

      BRICs Nifty 50 Emerging Market Tradable Index TR

      EMT

      N50EMTRT

      F

      I

      2

      Y

      USD

      6:00pm- 4:30pm Central

      No

      BRICs Nifty 50 Emerging Market Tradable Index PR

      IPR

      N50EMPRT

      F

      I

      2

      Y

      USD

      6:00pm- 4:30pm Central

      No

      S&P International Preferred Stock Index

      PPR

      SPPRIUP

      F

      I

      2

      Y

      USD

      6:00pm- 4:30pm Central

      Yes

      S&P GSCI Select Equal Weight Index Spot

      SEW

      SPGSEW

      F

      I

      2

      Y

      USD

      9:00pm- 2:45pm Central

      Yes

      S&P GSCI Select Equal Weight Index ER

      SWP

      SPGSEWP

      F

      I

      2

      Y

      USD

      9:00pm- 2:45pm Central

      Yes

      S&P GSCI Select Equal Weight Index TR

      GWT

      SPGSEWTR

      F

      I

      2

      Y

      USD

      9:00pm- 2:45pm Central

      Yes

       

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