Clearing House Advisory Notices
To | Clearing Member Firms, Back Office Managers
From | Clearing House Department
Subject | UPDATED: December 2005 Final Foreign Currency Settlement Prices
Notice Date | 2005-12-19
Notice Number | 05-290
Effective Date | 2005-12-19
*The table below has been updated to reflect the Canadian Dollar settlement price.
Symbol - Contract | Settlement | USD Equivalent
AD - Australian Dollar | 0.7429 | USD 74,290.00
BP - British Pound | 1.7648 | USD 110,300.00
*CD - Canadian Dollar | 0.8538 | USD 85,380.00
CZ - Czech Koruna | 0.041442 | USD 165,768.00
DR - US Dollar Index | 96.010 | USD 96,010.00
EC - Euro FX | 1.2000 | USD 150,000.00
FR - Hungarian Forint | 0.0047574 | USD 142,722.00
JY - Japanese Yen | 0.008623 | USD 107,787.50
MP - Mexican Peso | 0.093025 | USD 46,512.50
NE - New Zealand Dollar | 0.6907 | USD 69,070.00
PZ - Polish Zloty | 0.31178 | USD 155,890.00
RA - South African Rand | 0.156950 | USD 78,475.00
SE - Swedish Krona | 0.12726 | USD 254,520.00
SF - Swiss Franc | 0.7730 | USD 96,625.00
UN - Norwegian Krone | 0.14993 | USD 299,860.00
AC - AD/CD cross rate | 0.8634 | CAD 172,680.00
AJ - AD/JY cross rate | 86.15 | JPY 17,230,000.00
AN - AD/NE cross rate | 1.0756 | NZD 215,120.00
BF - BP/SF cross rate | 2.2831 | CHF 285,387.50
BY - BP/JY cross rate | 204.66 | JPY 25,582,500.00
CA - EC/AD cross rate | 1.6153 | AUD 201,912.50
CC - EC/CD cross rate | 1.3947 | CAD 174,337.50
CN - EC/UN cross rate | 8.0035 | NOK 1,000,437.50
CY - CD/JY cross rate | 99.78 | JPY 19,956,000.00
K - Euro/Czech Koruna | 0.034534 | EUR 138,136.00
KE - EC/SE cross rate | 9.4295 | SEK 1,178,687.50
R - Euro/Hungarian Forint | 0.0039644 | EUR 118,932.00
RF - EC/SF cross rate | 1.5524 | CHF 194,050.00
RP - EC/BP cross rate | 0.67995 | GBP 84,993.75
RY - EC/JY cross rate | 139.16 | JPY 17,395,000.00
SJ - SF/JY cross rate | 89.645 | JPY 22,411,250.00
Z - Euro/Polish Zloty | 0.25982 | EUR 129,910.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 44.7984% | $43,010.95 | 1.2000 | 35,842.45 EUR
Japanese Yen | 23.0542% | $22,134.34 | 0.008623 | 2,566,895.00 JPY
British Pound | 16.5807% | $15,919.13 | 1.7648 | 9,020.36 GBP
Swiss Frank | 5.2799% | $5,069.23 | 0.7730 | 6,557.87 CHF
Swedish Krona | 3.9967% | $3,837.23 | 0.12726 | 30,152.69 SEK
Australian Dollar | 3.5957% | $3,452.23 | 0.7429 | 4,646.97 AUD
Canadian Dollar | 2.6944% | $2,536.39 | .8604 | 3.005051 CAD
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