CME to launch CME Rolling Futures Indices
On Wednesday, May 7, the CME Rolling Futures Indices will be made available via MDP Streamline on the Benchmark Premium Channel (Channel 261) for customer testing in New Release.
The CME Rolling Futures Indices represent the performance of a rolling investment in an underlying CME futures contract. The rolling mechanism has been designed to follow the liquidity profile of each futures contract.
Indices will be available for 33 of CME’s most liquid futures markets.