This notice details the following:
Decimal Precision
Effective May 3, 2010, the decimal precision for the following S&P Index will be changed from 2 to 3:
Index Name/ Currency |
CME Ticker Symbol |
S&P Recommended Display Codes |
Current Decimal Precision |
New Decimal Precision |
SGI Double Short Bund Index |
SFB |
DSFBI |
2 |
3 |
New Indexes
On Monday, May 17, 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 |
S&P 500 High Quality Rankings |
RUP |
SPXQRUP |
F |
I |
2 |
Y |
USD |
8:30- 16:30 Central Time |
Yes |
S&P Commodity Trading Strategy Index Spot |
CTY |
SPCTSI |
F |
I |
2 |
Y |
USD |
3:00- 16:30 Central Time |
Yes |
S&P Commodity Trading Strategy Excess Return |
CTE |
SPCTSIP |
F |
I |
2 |
Y |
USD |
3:00- 16:30 Central Time |
Yes |
S&P Commodity Trading Strategy Total Return |
CTT |
SPCTSITR |
F |
I |
2 |
Y |
USD |
3:00- 16:30 Central Time |
Yes |
Contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice. Thank you.