• Upcoming Changes to S&P Real Time Indexes

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2010-29
      • Notice Date
      • 11 February 2010
      • Effective Date
      • 31 March 2010

    • This notice details the following:

      ·         New indices to be transmitted starting March 8

      ·         Continuation of Wisdom Tree indices until further notice  

      ·         Indices to be discontinued on March 31

      New Indices Available on March 8

       

      The following indices will be transmitted every 15 seconds starting March 8 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 Indices, 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

      Dissemination Date/Times

      Fee Liable

      S&P SmallCap 600 Capped Energy (sector) Index

      6EP

      SPSU6EP

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      Yes

      S&P SmallCap 600 Capped Materials (sector) Index

      6MP

      SPSU6MP

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      Yes

      S&P SmallCap 600 Capped Industrials (sector) Index

      6IP

      SPSU6IP

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      Yes

      S&P SmallCap 600 Capped Consumer Discretionary (sector) Index

      6CD

      SPSU6CDP

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      Yes

      S&P SmallCap 600 Capped Consumer Staples (sector) Index

      6CS

      SPSU6CSP

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      Yes

      S&P SmallCap 600 Capped Health Care (sector) Index

      6HC

      SPSU6HCP

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      Yes

      S&P SmallCap 600 Capped Financials (sector) Index

      6FP

      SPSU6FP

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      Yes

      S&P SmallCap 600 Capped Information Technology (sector) Index

      6TP

      SPSU6TP

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      Yes

      S&P SmallCap 600 Capped Utilities & Telecom Services (sector) Index

      6UP

      SPSU6UP

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      Yes

       

      Continuation of WisdomTree Indices

       

      The WisdomTree indices indicated below will continue to be disseminated until further notice.  This is a change from

      Notice#Q2010-10, wherein we stated these indices would be discontinued.

       

      Index Name/ Currency

      CME Ticker Symbol

      S&P Recommended Display Codes

      WisdomTree DEFA  Index

      W20

      WTDFA

      WisdomTree DEFA Equity Income Index

      W24

      WTDHYE

      WisdomTree Pacific ex-Japan Dividend Index

      W32

      WTDIPR

      WisdomTree Pacific ex-Japan Equity Income Index

      W33

      WTDPHY

      WisdomTree Emerging Markets Equity Income Index

      WTY

      WTEMHY

      WisdomTree MidEast Dividend Index

      WT6

      WTEMME

      WisdomTree Emerging Markets Smallcap Index

      WMS

      WTEMSC

      WisdomTree Europe SmallCap Dividend Index

      W28

      WTESC

      Wisdomtree Global High-Yielding Equity Index

      WT4

      WTGDHY

      WisdomTree World ex-U.S. Growth Index

      WTG

      WTGDXG

      WisdomTree International Basic Materials Sector Index

      W34

      WTIBM

      WisdomTree International Dividends ex Financials

      DEF

      WTIDXF

      WisdomTree International Energy Sector Index

      W38

      WTIE

      WisdomTree International LargeCap Dividend Index 

      W21

      WTILDI

      WisdomTree International MidCap Dividend Index

      W22

      WTIMDI

      WisdomTree International Real Estate Index

      WTR

      WTIRE

      WisdomTree International SmallCap Dividend Index

      W23

      WTISDI

      WisdomTree International Utilities Sector Index

      W43

      WTIU

      WisdomTree Japan Dividend Index

      W29

      WTJDI

      WisdomTree Japan SmallCap Dividend Index

      W31

      WTJSC

       

      Discontinued Indexes   -- Revised Dates

       

      The following S&P indices that were scheduled to be discontinued at the close of business on February 12 will now be

      discontinued on March 31, instead.

       

      Index Name/ Currency

      CME Ticker Symbol

      S&P Recommended Display Codes

      WisdomTree Europe Dividend Index

      W26

      WTEDI

      WisdomTree International Consumer Discretionary Sector Index

      W36

      WTICC

      WisdomTree International Consumer Staples Sector Index

      W37

      WTICNC

      WisdomTree International Communication Sector Index

      W35

      WTICOM

      WisdomTree International Financial Sector Index

      W39

      WTIF

      WisdomTree International Health Care Sector Index

      W40

      WTIH

      WisdomTree International Industrial Sector Index

      W41

      WTII

      WisdomTree International Technology Sector Index

      W42

      WTIT

      WisdomTree India Earnings Index

      IEI

      WTIND

       

      Contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice. Thank you.

       

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