Clearing House Advisory Notices
To | Clearing Member Firms; Back Office Managers
From | CME Clearing
Subject | Revised June 2008 Final Foreign Currency Settlement Prices
Notice Date | 2008-06-16
Notice Number | 08-124
Effective Date | 2008-06-16
Symbol – Contract | Settlement | USD Equivalent
CD - Canadian Dollar | 0.9812 | USD 98,120.00
Symbol - Contract | Settlement | USD Equivalent
AD - Australian Dollar | 0.9383 | USD 93,830.00
BP - British Pound | 1.9637 | USD 122,731.25
CZ - Czech Koruna | 0.063860 | USD 255,440.00
DR - US Dollar Index | 80.023 | USD 80,023.00
EC - Euro FX | 1.5467 | USD 193,337.50
FR - Hungarian Forint | 0.0062534 | USD 187,602.00
IS - Israeli Shekel | 0.29568 | USD 295,680.00
JY - Japanese Yen | 0.009238 | USD 115,475.00
MP - Mexican Peso | 0.096650 | USD 48,325.00
NE - New Zealand Dollar | 0.7508 | USD 75,080.00
PZ - Polish Zloty | 0.45652 | USD 228,260.00
RA - South African Rand | 0.123550 | USD 61,775.00
SE - Swedish Krona | 0.16545 | USD 330,900.00
SF - Swiss Franc | 0.9589 | USD 119,862.50
UN - Norwegian Krone | 0.19299 | USD 385,980.00
AC - AD/CD cross rate | 0.9619 | CAD 192,380.00
AJ - AD/JY cross rate | 101.57 | JPY 20,314,000.00
AN - AD/NE cross rate | 1.2497 | NZD 249,940.00
BF - BP/SF cross rate | 2.0479 | CHF 255,987.50
BY - BP/JY cross rate | 212.57 | JPY 26,571,250.00
CA - EC/AD cross rate | 1.6484 | AUD 206,050.00
CC - EC/CD cross rate | 1.5855 | CAD 198,187.50
CN - EC/UN cross rate | 8.0145 | NOK 1,001,812.50
CY - CD/JY cross rate | 105.60 | JPY 21,120,000.00
K - Euro/Czech Koruna | 0.041288 | EUR 165,152.00
KE - EC/SE cross rate | 9.3485 | SEK 1,168,562.50
R - Euro/Hungarian Forint | 0.0040430 | EUR 121,290.00
RF - EC/SF cross rate | 1.6130 | CHF 201,625.00
RP - EC/BP cross rate | 0.78765 | GBP 98,456.25
Symbol - Contract | Settlement | USD Equivalent
RY - EC/JY cross rate | 167.43 | JPY 20,928,750.00
SJ - SF/JY cross rate | 103.800 | JPY 25,950,000.00
Z - Euro/Polish Zloty | 0.29516 | EUR 147,580.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 44.6624% | $35,740.19 | 1.5467 | 23,107.38 EUR
Japanese Yen | 22.9901% | $18,397.37 | 0.009238 | 1,991,488.00 JPY
British Pound | 15.3985% | $12,322.34 | 1.9637 | 6,275.06 GBP
Swiss Frank | 5.5366% | $4,430.55 | 0.9589 | 4,620.45 CHF
Swedish Krona | 4.2448% | $3,396.82 | 0.16545 | 20,530.77 SEK
Australian Dollar | 4.0296% | $3,224.61 | 0.9383 | 3,436.65 AUD
Canadian Dollar | 3.1380% | $2,511.12 | 0.9755 | 2,574.19 CAD
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