• Upcoming Changes to S&P Real Time Indexes

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2010-30
      • Notice Date
      • 18 February 2010
      • Effective Date
      • 15 March 2010
    • This notice details the following:

                           Indices to be discontinued on February 19

                           Revised Recommended Display Code February 22

                           New indices to be transmitted starting March 15

       

      Discontinued Indexes:

       

      The following S&P indexes will be discontinued at the close of business on February 19, 2010.

       

      Index Name/ Currency

      CME Ticker Symbol

      S&P Recommended Display Codes

      DWS Global Clean Technologies Index (TR)

      DW2

      DWSGCTTR

      DWS Energy Efficiency Index (TR)

      DW1

      DWSGEETR

      DWS/Harvest Future Leaders Index (TR)

      DW6

      DWSHFLTR

      DWS/Harvest 5-year Plan Beneficiaries Index (TR)

      DW5

      DWSHPBTR

      DWS/Harvest Sector Rotator Index (TR)

      DW7

      DWSHSRTR

      DWS/Harvest Urbanization & Infrastructure Index (TR)

      DW8

      DWSHUITR

       

      Revised Recommended Display Code:

       

       

      The following S&P Index Recommended Display Code has been modified. Please update your systems to reflect the code changes.

      Index Name/ Currency

      CME Ticker Symbol

      Current Recommended Display Code

      New Recommended Display Code

      Launch Date

      S&P BMI Global REIT Price Return

      RPR

      SPCBMIRGLREITUSD

      SREITGUP

      February 22, 2010

       

      New Indexes:

      On Monday, March 15, 2010, CME Group will begin disseminating the new index detailed below.  This index 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

      Dissemination Date/Times

      Fee Liable

      S&P 500 Automobiles & Components (Industry Group)(TR)

      1TR

      2510TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Banks (Industry Group) (TR)

      2TR

      4010TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Capital Goods (Industry Group) (TR)

      3TR

      2010TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 - Commercial & Professional Services (Industry Group) (TR)

      4TR

      2020TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Consumer Durables & Apparel (Industry Group) (TR)

      5TR

      2520TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Consumer Services (Industry Group) (TR)

      6TR

      2530TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Diversified Financials (Industry Group) (TR)

      7TR

      4020TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Energy (Industry Group) (TR)

      8TR

      1010TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Food & Staples Retailing (Industry Group) (TR)

      9TR

      3010TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Food Beverage & Tobacco (Industry Group) (TR)

      DTR

      3020TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Health Care Equipment & Services (Industry Group) (TR)

      HTR

      3510TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Household & Personal Products (Industry Group) (TR)

      TRU

      3030TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Insurance (Industry Group) (TR)

      ITR

      4030TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Materials (Industry Group) (TR)

      KTR

      1510TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Media (Industry Group) (TR)

      OTR

      2540TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 - Pharmaceuticals, Biotechnology & Life Sciences (Industry Group) (TR)

      FTR

      3520TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Real Estate (Industry Group) (TR)

      RTR

      4040TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Retailing (Industry Group) (TR)

      ZTR

      2550TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Semiconductors & Semiconductor Equipment (Industry Group) (TR)

      JTR

      4530TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Software & Services (Industry Group) (TR)

      QTR

      4510TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Technology Hardware & Equipment (Industry Group) (TR)

      TTR

      4520TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Telecommunication Services (Industry Group) (TR)

      TRT

      5010TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Transportation (Industry Group) (TR)

      YTR

      2030TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      S&P 500 Utilities (Industry Group) (TR)

      XTR

      5510TR

      F

      I

      2

      Y

      14:30 - 21:15 UTC

      YES

      SGI Double Short Bund Index

      SFB

      DSFBI

      F

      I

      2

      Y

      07:00 - 19:00 UTC

      NO

       

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