Clearing House Advisory Notices
To | Clearing Member Firms
From | Clearing House Department
Subject | Updated: March 2007 Final Foreign Currency Settlement Prices
Notice Date | 2007-03-20
Notice Number | 07-72
Effective Date | 2007-03-20
Symbol - Contract | Settlement | USD Equivalent
AD - Australian Dollar | 0.7989 | USD 79,890.00
BP - British Pound | 1.9464 | USD 121,650.00
*CD- Canadian Dollar | .8593 | USD 85,930.00
CZ - Czech Koruna | 0.047912 | USD 191,648.00
DR - US Dollar Index | 89.539 | USD 89,539.00
EC - Euro FX | 1.3306 | USD 166,325.00
FR - Hungarian Forint | 0.0054074 | USD 162,222.00
IS - Israeli Shekel | 0.23753 | USD 237,530.00
JY - Japanese Yen | 0.008520 | USD 106,500.00
MP - Mexican Peso | 0.089650 | USD 44,825.00
NE - New Zealand Dollar | 0.7018 | USD 70,180.00
PZ - Polish Zloty | 0.34380 | USD 171,900.00
RA - South African Rand | 0.134375 | USD 67,187.50
SE - Swedish Krona | 0.14317 | USD 286,340.00
SF - Swiss Franc | 0.8257 | USD 103,212.50
UN - Norwegian Krone | 0.16314 | USD 326,280.00
AC - AD/CD cross rate | 0.9387 | CAD 187,740.00
AJ - AD/JY cross rate | 93.77 | JPY 18,754,000.00
AN - AD/NE cross rate | 1.1384 | NZD 227,680.00
BF - BP/SF cross rate | 2.3573 | CHF 294,662.50
BY - BP/JY cross rate | 228.45 | JPY 28,556,250.00
CA - EC/AD cross rate | 1.6655 | AUD 208,187.50
CC - EC/CD cross rate | 1.5634 | CAD 195,425.00
CN - EC/UN cross rate | 8.1560 | NOK 1,019,500.00
CY - CD/JY cross rate | 99.89 | JPY 19,978,000.00
K - Euro/Czech Koruna | 0.036008 | EUR 144,032.00
KE - EC/SE cross rate | 9.2940 | SEK 1,161,750.00
R - Euro/Hungarian Forint | 0.0040638 | EUR 121,914.00
RF - EC/SF cross rate | 1.6115 | CHF 201,437.50
RP - EC/BP cross rate | 0.68360 | GBP 85,450.00
RY - EC/JY cross rate | 156.17 | JPY 19,521,250.00
SJ - SF/JY cross rate | 96.915 | JPY 24,228,750.00
Z - Euro/Polish Zloty | 0.25838 | EUR 129,190.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 44.6624% | $39,990.27 | 1.3306 | 30,054.31 EUR
Japanese Yen | 22.9901% | $20,585.11 | 0.008520 | 2,416,092.00 JPY
British Pound | 15.3985% | $13,787.66 | 1.9464 | 7,083.67 GBP
Swiss Frank | 5.5366% | $4,957.42 | 0.8257 | 6,003.90 CHF
Swedish Krona | 4.2448% | $3,800.75 | 0.14317 | 26,547.12 SEK
Australian Dollar | 4.0296% | $3,608.06 | 0.7989 | 4,516.29 AUD
Canadian Dollar | 3.1380% | $2,809.73 | 0.8511 | 3,301.30 CAD
Printer Friendly Version...