• Upcoming Changes to S&P Real Time Indexes

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      • Quote Vendors
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      • Market Data Notices
      • #
      • Q2010-96
      • Notice Date
      • 13 May 2010
      • Effective Date
      • 07 June 2010
    • On Monday, June 7, 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 Brazil ADR Index

      BAI

      SBBCBAP

      F

      I

      2

      Y

      USD

      8:30 - 16:30 CT

      YES

      S&P Global Ex-U.S. Property (US Dollar)

      PUS

      SPCBMIRGUPROPUSD

      F

      I

      2

      Y

      USD

      17:30 - 16:30 CT

      YES

      Light Energy Commodity Index - Backwardation Enhanced ER

      LEP

      SPBBLEP

      F

      I

      2

      Y

      USD

      3:00 - 16:05 CT

      No

      Light Energy Commodity Index - Backwardation Enhanced TR

      LET

      SPBBLETR

      F

      I

      2

      Y

      USD

      3:00 - 16:05 CT

      No

      S&P 500 Low Quality Rankings

      LQR

      SPXQRLUP

      F

      I

      2

      Y

      USD

      8:30- 16:30 Central Time

      Yes