Clearing House Advisory Notices
To | Clearing Member Firms, Back Office Managers
From | Clearing House Department
Subject | UPDATED: September 2006 Final Foreign Currency Settlement Prices
Notice Date | 2006-09-18
Notice Number | 06-229
Effective Date | 2006-09-18
The table below has been UPDATED to inclued the Canadian Dollar settlement prices.
Symbol - Contract | Settlement | USD Equivalent
AD - Australian Dollar | 0.7528 | USD 75,280.00
BP - British Pound | 1.8773 | USD 117,331.25
*CD - Canadian Dollar | 0.8917 | USD 89,170.00
CZ - Czech Koruna | 0.044608 | USD 178,432.00
DR - US Dollar Index | 92.536 | USD 92,536.00
EC - Euro FX | 1.2679 | USD 158,487.50
FR - Hungarian Forint | 0.0046880 | USD 140,640.00
IS - Israeli Shekel | 0.23047 | USD 230,470.00
JY - Japanese Yen | 0.008469 | USD 105,862.50
MP - Mexican Peso | 0.091650 | USD 45,825.00
NE - New Zealand Dollar | 0.6650 | USD 66,500.00
PZ - Polish Zloty | 0.32202 | USD 161,010.00
RA - South African Rand | 0.136850 | USD 68,425.00
SE - Swedish Krona | 0.13788 | USD 275,760.00
SF - Swiss Franc | 0.7983 | USD 99,787.50
UN - Norwegian Krone | 0.15280 | USD 305,600.00
AC - AD/CD cross rate | 0.8412 | CAD 168,240.00
AJ - AD/JY cross rate | 88.89 | JPY 17,778,000.00
AN - AD/NE cross rate | 1.1320 | NZD 226,400.00
BF - BP/SF cross rate | 2.3516 | CHF 293,950.00
BY - BP/JY cross rate | 221.67 | JPY 27,708,750.00
CA - EC/AD cross rate | 1.6842 | AUD 210,525.00
CC - EC/CD cross rate | 1.4168 | CAD 177,100.00
CN - EC/UN cross rate | 8.2980 | NOK 1,037,250.00
CY - CD/JY cross rate | 105.67 | JPY 21,134,000.00
K - Euro/Czech Koruna | 0.035182 | EUR 140,728.00
KE - EC/SE cross rate | 9.1955 | SEK 1,149,437.50
R - Euro/Hungarian Forint | 0.0036974 | EUR 110,922.00
RF - EC/SF cross rate | 1.5883 | CHF 198,537.50
RP - EC/BP cross rate | 0.67540 | GBP 84,425.00
RY - EC/JY cross rate | 149.71 | JPY 18,713,750.00
SJ - SF/JY cross rate | 94.260 | JPY 23,565,000.00
Z - Euro/Polish Zloty | 0.25398 | EUR 126,990.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 43.9563% | $40,675.40 | 1.2679 | 32,080.92 EUR
Japanese Yen | 23.3876% | $21,641.95 | 0.008469 | 2,555,432.00 JPY
British Pound | 16.0302% | $14,833.71 | 1.8773 | 7,901.62 GBP
Swiss Frank | 5.5542% | $5,139.63 | 0.7983 | 6,438.22 CHF
Swedish Krona | 4.5384% | $4,199.65 | 0.13788 | 30,458.76 SEK
Australian Dollar | 3.6348% | $3,363.50 | 0.7528 | 4,467.98 AUD
Canadian Dollar | 2.8985% | $2,682.16 | 0.8949 | 2,997.16 CAD
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