Clearing House Advisory Notices
To | Clearing Member Firms; Back Office Managers
From | CME Clearing
Subject | Revised: March 2008 Final Foreign Currency Settlement Prices
Notice Date | 2008-03-17
Notice Number | 08-47
Effective Date | 2008-03-17
*Revised to reflect Candadian settlement*
Symbol - Contract | Settlement | USD Equivalent
CD - Canadian Dollar | 1.0048 | USD 100,480.00
AD - Australian Dollar | 0.9199 | USD 91,990.00
BP - British Pound | 2.0056 | USD 125,350.00
CZ - Czech Koruna | 0.062954 | USD 251,816.00
DR - US Dollar Index | 76.890 | USD 76,890.00
EC - Euro FX | 1.5755 | USD 196,937.50
FR - Hungarian Forint | 0.0060596 | USD 181,788.00
IS - Israeli Shekel | 0.29231 | USD 292,310.00
JY - Japanese Yen | 0.010299 | USD 128,737.50
MP - Mexican Peso | 0.092725 | USD 46,362.50
NE - New Zealand Dollar | 0.8015 | USD 80,150.00
PZ - Polish Zloty | 0.44502 | USD 222,510.00
RA - South African Rand | 0.122925 | USD 61,462.50
SE - Swedish Krona | 0.16632 | USD 332,640.00
SF - Swiss Franc | 1.0137 | USD 126,712.50
UN - Norwegian Krone | 0.19562 | USD 391,240.00
AC - AD/CD cross rate | 0.9149 | CAD 182,980.00
AJ - AD/JY cross rate | 89.32 | JPY 17,864,000.00
AN - AD/NE cross rate | 1.1477 | NZD 229,540.00
BF - BP/SF cross rate | 1.9785 | CHF 247,312.50
BY - BP/JY cross rate | 194.74 | JPY 24,342,500.00
CA - EC/AD cross rate | 1.7127 | AUD 214,087.50
CC - EC/CD cross rate | 1.5669 | CAD 195,862.50
CN - EC/UN cross rate | 8.0540 | NOK 1,006,750.00
CY - CD/JY cross rate | 97.63 | JPY 19,526,000.00
K - Euro/Czech Koruna | 0.039958 | EUR 159,832.00
KE - EC/SE cross rate | 9.4725 | SEK 1,184,062.50
R - Euro/Hungarian Forint | 0.0038462 | EUR 115,386.00
RF - EC/SF cross rate | 1.5542 | CHF 194,275.00
RP - EC/BP cross rate | 0.78555 | GBP 98,193.75
RY - EC/JY cross rate | 152.98 | JPY 19,122,500.00
Symbol - Contract | Settlement | USD Equivalent
SJ - SF/JY cross rate | 98.425 | JPY 24,606,250.00
Z - Euro/Polish Zloty | 0.28246 | EUR 141,230.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 44.6624% | $34,340.92 | 1.5755 | 21,796.84 EUR
Japanese Yen | 22.9901% | $17,677.09 | 0.010299 | 1,716,389.00 JPY
British Pound | 15.3985% | $11,839.91 | 2.0056 | 5,903.42 GBP
Swiss Frank | 5.5366% | $4,257.09 | 1.0137 | 4,199.56 CHF
Swedish Krona | 4.2448% | $3,263.83 | 0.16632 | 19,623.78 SEK
Australian Dollar | 4.0296% | $3,098.36 | 0.9199 | 3,368.15 AUD
Canadian Dollar | 3.1380% | $2,412.81 | 1.0055 | 2,399.61 CAD
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