Clearing House Advisory Notices
To | Clearing Member Firms; Back Office Managers
From | CME Clearing
Subject | UPDATED: December 2007 Final Foreign Currency Settlement Prices
Notice Date | 2007-12-17
Notice Number | 07-309
Effective Date | 2007-12-17
Symbol - Contract | Settlement | USD Equivalent
CD - Canadian Dollar | 0.9914 | USD 99,140.00
AD - Australian Dollar | 0.8581 | USD 85,810.00
BP - British Pound | 2.0172 | USD 126,075.00
CZ - Czech Koruna | 0.054462 | USD 217,848.00
DR - US Dollar Index | 84.181 | USD 84,181.00
EC - Euro FX | 1.4383 | USD 179,787.50
FR - Hungarian Forint | 0.0056486 | USD 169,458.00
IS - Israeli Shekel | 0.24931 | USD 249,310.00
JY - Japanese Yen | 0.008834 | USD 110,425.00
MP - Mexican Peso | 0.092300 | USD 46,150.00
NE - New Zealand Dollar | 0.7530 | USD 75,300.00
PZ - Polish Zloty | 0.39716 | USD 198,580.00
RA - South African Rand | 0.144400 | USD 72,200.00
SE - Swedish Krona | 0.15235 | USD 304,700.00
SF - Swiss Franc | 0.8666 | USD 108,325.00
UN - Norwegian Krone | 0.18017 | USD 360,340.00
AC - AD/CD cross rate | 0.8618 | CAD 172,360.00
AJ - AD/JY cross rate | 97.14 | JPY 19,428,000.00
AN - AD/NE cross rate | 1.1396 | NZD 227,920.00
BF - BP/SF cross rate | 2.3277 | CHF 290,962.50
BY - BP/JY cross rate | 228.35 | JPY 28,543,750.00
CA - EC/AD cross rate | 1.6761 | AUD 209,512.50
CC - EC/CD cross rate | 1.4445 | CAD 180,562.50
CN - EC/UN cross rate | 7.9830 | NOK 997,875.00
CY - CD/JY cross rate | 112.71 | JPY 22,542,000.00
K - Euro/Czech Koruna | 0.037866 | EUR 151,464.00
KE - EC/SE cross rate | 9.4410 | SEK 1,180,125.00
R - Euro/Hungarian Forint | 0.0039272 | EUR 117,816.00
RF - EC/SF cross rate | 1.6597 | CHF 207,462.50
RP - EC/BP cross rate | 0.71300 | GBP 89,125.00
RY - EC/JY cross rate | 162.81 | JPY 20,351,250.00
SJ - SF/JY cross rate | 98.100 | JPY 24,525,000.00
Z - Euro/Polish Zloty | 0.27614 | EUR 138,070.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 44.6624% | $37,597.25 | 1.4383 | 26,140.06 EUR
Japanese Yen | 22.9901% | $19,353.30 | 0.008834 | 2,190,774.00 JPY
British Pound | 15.3985% | $12,962.61 | 2.0172 | 6,426.04 GBP
Swiss Frank | 5.5366% | $4,660.77 | 0.8666 | 5,378.22 CHF
Swedish Krona | 4.2448% | $3,573.32 | 0.15235 | 23,454.64 SEK
Australian Dollar | 4.0296% | $3,392.16 | 0.8581 | 3,953.10 AUD
Canadian Dollar | 3.1380% | $2,641.60 | 0.9957 | 2,653.01 CAD
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