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Indices & Benchmarks | Pricing

Indices - Chicago Mercantile Exchange (CME)

Index pricing data for Chicago Mercantile Exchange CME, helping users track benchmarks and analyse market pricing.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Indices - Chicago Mercantile Exchange (CME)

Coverage metric

Geography:
North America
History:
From 1973
Coverage count:
Asset Classes - 10000000 Listings
Asset Class
Mini Futures (AssetClass), Spreads, Futures, Synthetic Instruments (AssetClass), Derivatives, Commodity Derivatives, Options, Exchange-Traded Vehicles, Commodities, Commodity Strips

Delivery metadata

Data Frequency
Continuous
Language
English
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, SQL, RSS Feed, Website
Data formats:
CSV, GZIP, JSON, SQL, Text, Metafile Picture, Bitmap, Parquet, PCAP, PDF, XML, Python, MPEG, HTML, User Interface
Minimum service frequency
Continuous

Overview of Indices - Chicago Mercantile Exchange (CME)

Description of the dataset

  • For CME Group index-related data, LSEG connects clients to pricing and benchmark information associated with one of the world’s largest derivatives marketplaces. Our coverage reflects CME Group’s four-exchange structure across CME, CBOT, NYMEX and COMEX, supporting analysis of index-linked markets and traded benchmark products.
  • LSEG provides Real-Time and end-of-day index data where available, helping clients track market levels, historical movements and related derivatives activity. We make this content usable for performance monitoring, cross-asset research, market commentary and benchmark-aware trading workflows.
  • Our CME index coverage helps investors and analysts connect index values with futures, options and strategy instruments traded across CME Group venues. LSEG supports use cases including portfolio hedging analysis, market trend assessment, valuation inputs and risk oversight.
  • We standardise CME Group index content within LSEG’s global pricing data framework, aligning exchange-sourced information with identifiers, time series and reference data. This strengthens consistency for clients combining CME index data with broader equity, rates, commodities and derivatives datasets.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Real-Time Distribution System
Advanced Distribution Server (ADS) is the horizontally scalable distribution component within LSEG Real-Time Distribution System providing highly available services for tailored streaming and snapshot data, publication and contribution messaging with optional persistence, conflation and delay capabilities.

All categories

Full list of all categories