Clearing House Advisory Notices
To | Clearing Member Firms, Back Office Managers
From | Clearing House Department
Subject | Update: March 2006 Final Foreign Currency Settlement Prices
Notice Date | 2006-03-13
Notice Number | 06-58
Effective Date | 2006-03-13
*The table below has been updated to reflect the Canadian Dollar settlement prices.
Symbol - Contract | Settlement | USD Equivalent
AD - Australian Dollar | 0.7324 | USD 73,240.00
BP - British Pound | 1.7285 | USD 108,031.25
*CD - Canadian Dollar | 0.8642 | USD 86,420.00
CZ - Czech Koruna | 0.041318 | USD 165,272.00
DR - US Dollar Index | 97.349 | USD 97,349.00
EC - Euro FX | 1.1926 | USD 149,075.00
FR - Hungarian Forint | 0.0045434 | USD 136,302.00
JY - Japanese Yen | 0.008399 | USD 104,987.50
MP - Mexican Peso | 0.093325 | USD 46,662.50
NE - New Zealand Dollar | 0.6412 | USD 64,120.00
PZ - Polish Zloty | 0.30378 | USD 151,890.00
RA - South African Rand | 0.160000 | USD 80,000.00
SE - Swedish Krona | 0.12700 | USD 254,000.00
SF - Swiss Franc | 0.7601 | USD 95,012.50
UN - Norwegian Krone | 0.14953 | USD 299,060.00
AC - AD/CD cross rate | 0.8518 | CAD 170,360.00
AJ - AD/JY cross rate | 87.20 | JPY 17,440,000.00
AN - AD/NE cross rate | 1.1422 | NZD 228,440.00
BF - BP/SF cross rate | 2.2740 | CHF 284,250.00
BY - BP/JY cross rate | 205.80 | JPY 25,725,000.00
CA - EC/AD cross rate | 1.6283 | AUD 203,537.50
CC - EC/CD cross rate | 1.3871 | CAD 173,387.50
CN - EC/UN cross rate | 7.9755 | NOK 996,937.50
CY - CD/JY cross rate | 102.37 | JPY 20,474,000.00
K - Euro/Czech Koruna | 0.034646 | EUR 138,584.00
KE - EC/SE cross rate | 9.3905 | SEK 1,173,812.50
R - Euro/Hungarian Forint | 0.0038096 | EUR 114,288.00
RF - EC/SF cross rate | 1.5690 | CHF 196,125.00
RP - EC/BP cross rate | 0.68995 | GBP 86,243.75
RY - EC/JY cross rate | 141.99 | JPY 17,748,750.00
SJ - SF/JY cross rate | 90.500 | JPY 22,625,000.00
Z - Euro/Polish Zloty | 0.25472 | EUR 127,360.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 43.9563% | $42,791.02 | 1.1926 | 35,880.45 EUR
Japanese Yen | 23.3876% | $22,767.59 | 0.008399 | 2,710,750.00 JPY
British Pound | 16.0302% | $15,605.24 | 1.7285 | 9,028.20 GBP
Swiss Frank | 5.5542% | $5,406.96 | 0.7601 | 7,113.49 CHF
Swedish Krona | 4.5384% | $4,418.09 | 0.12700 | 34,788.11 SEK
Australian Dollar | 3.6348% | $3,538.44 | 0.7324 | 4,831.29 AUD
Canadian Dollar | 2.8985% | $2,821.66 | 0.8598 | 3,281.76 CAD
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