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Trader Information - Amex Notice

Amex Vendor Alert #2007-87
New Index Values Publishing on Friday, December 28, 2007

The American Stock Exchange ("Amex") will begin publishing the following index values over the Consolidated Tape. The index will be published daily every 15 seconds between approximately 9:30 AM and 4:15 PM starting on Friday, December 28, 2007. A brief description is provided for your databases.

Continuous Commodity Index Total Return (CCITR)
The Continuous Commodity Index Total Return (CCITR) represents a total return version of the ninth revision (as of 1995) of the original Commodity Research Bureau (CRB) Index. The Index is widely viewed as a broad measure of overall commodity price trends because of the diverse nature of the Index’s constituent commodities. The Index is calculated to produce an unweighted geometric mean of the individual commodity price relatives, i.e., a ratio of the current price to the base year average price. The base year for the CCITR is 1982, with a starting value of 100.