Clearing House Advisory Notices
To | Clearing Member Firms
From | Clearing House Department
Subject | REVISED: December 2006 Final Foreign Currency Settlement Prices
Notice Date | 2006-12-18
Notice Number | 06-312
Effective Date | 2006-12-18
Listed below are REVISED December 2006 Final Foreign Currency Settlement Prices. . .
Symbol - Contract | Settlement | USD Equivalent
AD - Australian Dollar | 0.7787 | USD 77,870.00
BP - British Pound | 1.9442 | USD 121,512.50
*CD - Canadian Dollar | 0.8653 | USD 86,530.00
*CZ - Czech Koruna | 0.047164 | USD 188,656.00
*DR - US Dollar Index | 90.545 | USD 90,545.00
EC - Euro FX | 1.3060 | USD 163,250.00
*FR - Hungarian Forint | 0.0051648 | USD 154,944.00
IS - Israeli Shekel | 0.23896 | USD 238,960.00
JY - Japanese Yen | 0.008456 | USD 105,700.00
MP - Mexican Peso | 0.092725 | USD 46,362.50
NE - New Zealand Dollar | 0.6893 | USD 68,930.00
*PZ - Polish Zloty | 0.34400 | USD 172,000.00
RA - South African Rand | 0.142675 | USD 71,337.50
*SE - Swedish Krona | 0.14424 | USD 288,480.00
SF - Swiss Franc | 0.8158 | USD 101,975.00
*UN - Norwegian Krone | 0.16029 | USD 320,580.00
*AC - AD/CD cross rate | 0.9005 | CAD 180,100.00
AJ - AD/JY cross rate | 92.09 | JPY 18,418,000.00
AN - AD/NE cross rate | 1.1297 | NZD 225,940.00
BF - BP/SF cross rate | 2.3832 | CHF 297,900.00
BY - BP/JY cross rate | 229.92 | JPY 28,740,000.00
CA - EC/AD cross rate | 1.6772 | AUD 209,650.00
*CC - EC/CD cross rate | 1.5104 | CAD 188,800.00
*CN - EC/UN cross rate | 8.1475 | NOK 1,018,437.50
*CY - CD/JY cross rate | 102.26 | JPY 20,452,000.00
*K - Euro/Czech Koruna | 0.036114 | EUR 144,456.00
*KE - EC/SE cross rate | 9.0545 | SEK 1,131,812.50
*R - Euro/Hungarian Forint | 0.0039546 | EUR 118,638.00
RF - EC/SF cross rate | 1.6009 | CHF 200,112.50
RP - EC/BP cross rate | 0.67175 | GBP 83,968.75
RY - EC/JY cross rate | 154.45 | JPY 19,306,250.00
SJ - SF/JY cross rate | 96.475 | JPY 24,118,750.00
*Z - Euro/Polish Zloty | 0.26340 | EUR 131,700.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 43.9563% | $39,783.53 | 1.3060 | 30,462.12 EUR
Japanese Yen | 23.3876% | $21,167.42 | 0.008456 | 2,503,242.00 JPY
British Pound | 16.0302% | $14,508.45 | 1.9442 | 7,462.43 GBP
Swiss Frank | 5.5542% | $5,026.94 | 0.8158 | 6,161.98 CHF
Swedish Krona | 4.5384% | $4,107.57 | 0.14424 | 28,477.33 SEK
Australian Dollar | 3.6348% | $3,289.75 | 0.7787 | 4,224.67 AUD
Canadian Dollar | 2.8985% | $2,624.45 | 0.8647 | 3,035.10 CAD
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