Clearing House Advisory Notices
To | Clearing Memeber Firms; Back Office Managers
From | CME Clearing
Subject | Revised: September 2008 Final Foreign Currency Settlement Prices
Notice Date | 2008-09-15
Notice Number | 08-225
Effective Date | 2008-09-15
*Revised to reflect Canadian dollar settlement price*
Symbol - Contract | Settlement | USD Equivalent
CD – Canadian Dollar | 0.9319 | USD 93,190.00
AD - Australian Dollar | 0.8098 | USD 80,980.00
BP - British Pound | 1.7926 | USD 112,037.50
CZ - Czech Koruna | 0.058846 | USD 235,384.00
DR - US Dollar Index | 85.137 | USD 85,137.00
EC - Euro FX | 1.4222 | USD 177,775.00
FR - Hungarian Forint | 0.0058918 | USD 176,754.00
IS - Israeli Shekel | 0.28090 | USD 280,900.00
JY - Japanese Yen | 0.009451 | USD 118,137.50
MP - Mexican Peso | 0.093100 | USD 46,550.00
NE - New Zealand Dollar | 0.6614 | USD 66,140.00
PZ - Polish Zloty | 0.42346 | USD 211,730.00
RA - South African Rand | 0.123175 | USD 61,587.50
SE - Swedish Krona | 0.14890 | USD 297,800.00
SF - Swiss Franc | 0.8936 | USD 111,700.00
UN - Norwegian Krone | 0.17337 | USD 346,740.00
AC - AD/CD cross rate | 0.8669 | CAD 173,380.00
AJ - AD/JY cross rate | 85.68 | JPY 17,136,000.00
AN - AD/NE cross rate | 1.2244 | NZD 244,880.00
BF - BP/SF cross rate | 2.0060 | CHF 250,750.00
BY - BP/JY cross rate | 189.67 | JPY 23,708,750.00
CA - EC/AD cross rate | 1.7562 | AUD 219,525.00
CC - EC/CD cross rate | 1.5225 | CAD 190,312.50
CN - EC/UN cross rate | 8.2035 | NOK 1,025,437.50
CY - CD/JY cross rate | 98.84 | JPY 19,768,000.00
K - Euro/Czech Koruna | 0.041376 | EUR 165,504.00
KE - EC/SE cross rate | 9.5515 | SEK 1,193,937.50
R - Euro/Hungarian Forint | 0.0041428 | EUR 124,284.00
RF - EC/SF cross rate | 1.5915 | CHF 198,937.50
RP - EC/BP cross rate | 0.79335 | GBP 99,168.75
RY - EC/JY cross rate | 150.48 | JPY 18,810,000.00
SJ - SF/JY cross rate | 94.550 | JPY 23,637,500.00
Z - Euro/Polish Zloty | 0.29774 | EUR 148,870.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 44.3653% | $37,771.29 | 1.4222 | 26,558.35 EUR
Japanese Yen | 22.8210% | $19,429.11 | 0.009451 | 2,055,773.00 JPY
British Pound | 15.6857% | $13,354.33 | 1.7926 | 7,449.70 GBP
Swiss Frank | 5.4690% | $4,656.14 | 0.8936 | 5,210.54 CHF
Swedish Krona | 4.1678% | $3,548.34 | 0.14890 | 23,830.36 SEK
Australian Dollar | 3.9662% | $3,376.70 | 0.8098 | 4,169.80 AUD
Canadian Dollar | 3.5250% | $3,001.08 | 0.9341 | 3,212.80 CAD
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