Effective immediately, the following S&P Real Time Indexes’ Index Names and Recommended Display Codes have been modified. Please update your systems to reflect the code changes.
Current Index Name/ Currency |
New Index Name/ Currency |
Current S&P Recommended Display Codes |
New S&P Recommended Display Codes |
CME Code |
S&P Commodity Trading Strategy Index Spot |
S&P Dynamic Futures Index Spot |
SPCTSI |
SPDFI |
SIS |
S&P Commodity Trading Strategy Excess Return |
S&P Dynamic Futures Index Excess Return |
SPCTSIP |
SPDFIP |
SIP |
S&P Commodity Trading Strategy Total Return |
S&P Dynamic Futures Index Total Return |
SPCTSITR |
SPDFITR |
SIT |
S&P DTI Institutional Index SPOT |
S&P Dynamic Commodity Futures Index Spot |
SPDTII |
SPDCFI |
DIS |
S&P DTI Institutional Index Excess Return |
S&P Dynamic Commodity Futures Index Excess Return |
SPDTIIP |
SPDCFIP |
DIP |
S&P DTI Institutional Index Total Return |
S&P Dynamic Commodity Futures Index Total Return |
SPDTIITR |
SPDCFITR |
DIT |
S&P CTI Institutional Index SPOT |
S&P Dynamic Financial Futures Index Spot |
SPCTII |
SPDFFI |
IIS |
S&P CTI Institutional Index Excess Return |
S&P Dynamic Financial Futures Index Excess Return |
SPCTIIP |
SPDFFIP |
IIP |
S&P CTI Institutional Index Total Return |
S&P Dynamic Financial Futures Index Total Return |
SPCTIITR |
SPDFFITR |
IIT |
Contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice. Thank you.