• Dissemination VIX Cash Indexes - Effective Monday, September 20, 2010

      • To
      • Market Data Distributors
      • From
      • Market Data Notices
      • #
      • Q2010-194
      • Notice Date
      • 15 September 2010
      • Effective Date
      • 16 September 2010
    • Effective Monday, September 20, 2010, CME Group will begin disseminating the following VIX cash indexes:

       

      Index Name

      Ticker

      Index Dissemination Frequency

      MDP Channel

      Fractional Indicator

      WTI VIX Cash Index

      OIV

      Every 15 seconds

      244

      2

      Gold VIX Cash Index

      GIV

      245

       

       

       

       

      Please note: CME Group will disseminate these indexes down their appropriate floor channel - NYMEX MDP Channel 244 and COMEX MDP Channel 245. These indexes will be disseminated in the same manner as indexes disseminated down CME floor channel, which is using a PCC of “F”, a PCT of “I”, Category Code “Y” and a Y in the month code.