• Upcoming Changes to S&P Real Time Indexes

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2010-68
      • Notice Date
      • 08 April 2010
      • Effective Date
      • 03 May 2010
    • On Monday, May 3, 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

      Currency

      Dissemination Date/Times

      Fee Liable

      BRICs Nifty 50 Emerging Markets Total Return Index

      MTI

      N50EMTR

      F

      I

      2

      Y

      USD

      6:00pm- 4:30pm Central

      NO

      BRICs Nifty 50 Emerging Markets Price Return Index

      MPR

      N50EMPR

      F

      I

      2

      Y

      USD

      6:00pm- 4:30pm Central

      NO

      S&P World Commodity Index (WCI) Spot

      WSP

      SPWCI

      F

      I

      2

      Y

      USD

      6:00PM - 4:30PM Central

      YES

      S&P World Commodity Index (WCI) ER

      WER

      SPWCIP

      F

      I

      2

      Y

      USD

      6:00PM - 4:30PM Central

      YES

      S&P World Commodity Index (WCI) TR

      WCT

      SPWCITR

      F

      I

      2

      Y

      USD

      6:00PM - 4:30PM Central

      YES

       

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