• Upcoming Changes to S&P Real Time Indexes

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2010-80
      • Notice Date
      • 23 April 2010
      • Effective Date
      • 17 May 2010
    • This notice details the following:

       

      • Decimal Precision change effective May 3
      • New indices to be transmitted starting May 17

       

      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.