Clearing House Advisory Notices
To | Clearing Member Firms; Back Office Managers
From | Clearing House Department
Subject | UPDATED: June 2006 Final Foreign Currency Settlement Prices
Notice Date | 2006-06-19
Notice Number | 06-155
Effective Date | 2006-06-19
*The table below has been updated to reflect Canadian Dollar settlement prices.
Symbol - Contract | Settlement | USD Equivalent
AD - Australian Dollar | 0.7369 | USD 73,690.00
BP - British Pound | 1.8397 | USD 114,981.25
*CD - Canadian Dollar | 0.8954 | USD 89,540.00
CZ - Czech Koruna | 0.044374 | USD 177,496.00
DR - US Dollar Index | 92.894 | USD 92,894.00
EC - Euro FX | 1.2562 | USD 157,025.00
FR - Hungarian Forint | 0.0045368 | USD 136,104.00
IS - Israeli Shekel | 0.22487 | USD 224,870.00
JY - Japanese Yen | 0.008645 | USD 108,062.50
MP - Mexican Peso | 0.087400 | USD 43,700.00
NE - New Zealand Dollar | 0.6163 | USD 61,630.00
PZ - Polish Zloty | 0.30990 | USD 154,950.00
RA - South African Rand | 0.142875 | USD 71,437.50
SE - Swedish Krona | 0.13524 | USD 270,480.00
SF - Swiss Franc | 0.8053 | USD 100,662.50
UN - Norwegian Krone | 0.15980 | USD 319,600.00
AC - AD/CD cross rate | 0.8287 | CAD 165,740.00
AJ - AD/JY cross rate | 85.24 | JPY 17,048,000.00
AN - AD/NE cross rate | 1.1957 | NZD 239,140.00
BF - BP/SF cross rate | 2.2845 | CHF 285,562.50
BY - BP/JY cross rate | 212.81 | JPY 26,601,250.00
CA - EC/AD cross rate | 1.7047 | AUD 213,087.50
CC - EC/CD cross rate | 1.4127 | CAD 176,587.50
CN - EC/UN cross rate | 7.8610 | NOK 982,625.00
CY - CD/JY cross rate | 102.86 | JPY 20,572,000.00
K - Euro/Czech Koruna | 0.035324 | EUR 141,296.00
KE - EC/SE cross rate | 9.2885 | SEK 1,161,062.50
R - Euro/Hungarian Forint | 0.0036116 | EUR 108,348.00
RF - EC/SF cross rate | 1.5599 | CHF 194,987.50
RP - EC/BP cross rate | 0.68285 | GBP 85,356.25
RY - EC/JY cross rate | 145.31 | JPY 18,163,750.00
SJ - SF/JY cross rate | 93.150 | JPY 23,287,500.00
Z - Euro/Polish Zloty | 0.24670 | EUR 123,350.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 43.9563% | $40,832.77 | 1.2562 | 32,504.99 EUR
Japanese Yen | 23.3876% | $21,725.68 | 0.008645 | 2,513,092.00 JPY
British Pound | 16.0302% | $14,891.09 | 1.8397 | 8,094.31 GBP
Swiss Frank | 5.5542% | $5,159.52 | 0.8053 | 6,406.95 CHF
Swedish Krona | 4.5384% | $4,215.90 | 0.13524 | 31,173.48 SEK
Australian Dollar | 3.6348% | $3,376.51 | 0.7369 | 4,582.05 AUD
Canadian Dollar | 2.8985% | $2,692.53 | 0.8892 | 3,028.04 CAD
Printer Friendly Version. . .