CME Group Rolling Futures Indices set to launch on Sep 8th
Effective Monday, September 8, the CME Group Rolling Futures Indices will launch via MDP Streamline on the Benchmark Premium Channel (Channel 261) in Production.
The CME Group Rolling Futures Indices represents the performance of a rolling investment in an underlying CME futures contract. The rolling mechanism has been designed to track the liquidity profile of each futures contract.
Indices will be available for 33 of CME’s leading futures markets.
