• ITC 2.1 Category Code N Message Dissemination for S&P 100 Index (OE) and S&P 500 Index (IN) on May 17, 2010 - POSTPONED

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2010-78
      • Notice Date
      • 15 April 2010
      • Effective Date
      • 17 May 2010
    • The ITC 2.1 Category Code N message dissemination for S&P 100 Index (OE) and S&P 500 Index (IN)change and ticker testing have been postponed until further notice. Additional information will be available in forthcoming Market Data Operations notices.


      Effective May 17, 2010, CME Group will begin disseminating ITC 2.1.Category Code N (Bid and Ask Market – No Volume) messages for the S&P 100 Index (OE) and S&P 500 Index (IN).  Bids and Asks will only be populated in the Category Code N message. The Last price for these indexes will continue to be disseminated in the Category Code Y message.


      Ticker testing for this change will be conducted on Friday April 30, 2010 and May 7, 2010 at approximately 6:30 p.m.


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