Clearing House Advisory Notices
To | Clearing Member Firms, Back Office Managers
From | Clearing House Department
Subject | September 2005 Final Foreign Currency Settlement Prices
Notice Date | 2005-09-19
Notice Number | 05-214
Effective Date |
September 2005 Final Foreign Currency Settlement Prices
Symbol - Contract | Settlement | USD Equivalent
AD - Australian Dollar | 0.7653 | USD 76,530.00
BP - British Pound | 1.8060 | USD 112,875.00
CZ - Czech Koruna | 0.041540 | USD 166,160.00
DR - US Dollar Index | 94.015 | USD 94,015.00
EC - Euro FX | 1.2149 | USD 151,862.50
FR - Hungarian Forint | 0.0049390 | USD 148,170.00
JY - Japanese Yen | 0.008978 | USD 112,225.00
MP - Mexican Peso | 0.092000 | USD 46,000.00
NE - New Zealand Dollar | 0.7003 | USD 70,030.00
PZ - Polish Zloty | 0.31302 | USD 156,510.00
RA - South African Rand | 0.155650 | USD 77,825.00
SE - Swedish Krona | 0.13015 | USD 260,300.00
SF - Swiss Franc | 0.7823 | USD 97,787.50
UN - Norwegian Krone | 0.15587 | USD 311,740.00
AC - AD/CD cross rate | 0.8979 | CAD 179,580.00
AJ - AD/JY cross rate | 85.24 | JPY 17,048,000.00
AN - AD/NE cross rate | 1.0928 | NZD 218,560.00
BF - BP/SF cross rate | 2.3086 | CHF 288,575.00
BY - BP/JY cross rate | 201.16 | JPY 25,145,000.00
CA - EC/AD cross rate | 1.5875 | AUD 198,437.50
CC - EC/CD cross rate | 1.4254 | CAD 178,175.00
CN - EC/UN cross rate | 7.7945 | NOK 974,312.50
CY - CD/JY cross rate | 94.93 | JPY 18,986,000.00
K - Euro/Czech Koruna | 0.034192 | EUR 136,768.00
KE - EC/SE cross rate | 9.3345 | SEK 1,166,812.50
R - Euro/Hungarian Forint | 0.0040654 | EUR 121,962.00
RF - EC/SF cross rate | 1.5530 | CHF 194,125.00
RP - EC/BP cross rate | 0.67270 | GBP 84,087.50
RY - EC/JY cross rate | 135.32 | JPY 16,915,000.00
SJ - SF/JY cross rate | 87.135 | JPY 21,783,750.00
Z - Euro/Polish Zloty | 0.25766 | EUR 128,830.00
CD - Canadian Dollar | 0.8540 | USD 85,400.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 44.7984% | $42,117.22 | 1.2149 | 34,667.23 EUR
Japanese Yen | 23.0542% | $21,674.41 | 0.008978 | 2,414,169.00 JPY
British Pound | 16.5807% | $15,588.35 | 1.8060 | 8,631.42 GBP
Swiss Franc | 5.2799% | $4,963.90 | 0.7823 | 6,345.26 CHF
Swedish Krona | 3.9967% | $3,757.50 | 0.13015 | 28,870.51 SEK
Australian Dollar | 3.5957% | $3,380.50 | 0.7653 | 4,417.22 AUD
Canadian Dollar | 2.6944% | $2,583.14 | 0.8523 | 2,972.12 CAD
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