Clearing House Advisory Notices
To | Clearing Member Firms; Back Office Managers
From | Clearing House Department
Subject | Updated: June 2007 Final Foreign Currency Settlement Prices
Notice Date | 2007-06-18
Notice Number | 07-139
Effective Date | 2007-06-18
*Updated to reflect Canadian dollar settlement*
Symbol - Contract | Settlement | USD Equivalent
CD - Canadian Dollar | 0.9362 | USD 93,620.00
CZ - Czech Koruna | 0.046834 | USD 187,336.00
DR - US Dollar Index | 89.783 | USD 89,783.00
EC - Euro FX | 1.3402 | USD 167,525.00
FR - Hungarian Forint | 0.0053534 | USD 160,602.00
NE - New Zealand Dollar | 0.7535 | USD 75,350.00
PZ - Polish Zloty | 0.35222 | USD 176,110.00
RA - South African Rand | 0.140775 | USD 70,387.50
SE - Swedish Krona | 0.14191 | USD 283,820.00
UN - Norwegian Krone | 0.16592 | USD 331,840.00
AC - AD/CD cross rate | 0.9034 | CAD 180,680.00
AJ - AD/JY cross rate | 103.92 | JPY 20,784,000.00
AN - AD/NE cross rate | 1.1161 | NZD 223,220.00
BF - BP/SF cross rate | 2.4571 | CHF 307,137.50
BY - BP/JY cross rate | 244.77 | JPY 30,596,250.00
CA - EC/AD cross rate | 1.5936 | AUD 199,200.00
CC - EC/CD cross rate | 1.4397 | CAD 179,962.50
CN - EC/UN cross rate | 8.0775 | NOK 1,009,687.50
CY - CD/JY cross rate | 115.03 | JPY 23,006,000.00
K - Euro/Czech Koruna | 0.034946 | EUR 139,784.00
KE - EC/SE cross rate | 9.4440 | SEK 1,180,500.00
R - Euro/Hungarian Forint | 0.0039944 | EUR 119,832.00
SJ - SF/JY cross rate | 99.615 | JPY 24,903,750.00
Z - Euro/Polish Zloty | 0.26282 | EUR 131,410.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 44.6624% | $40,099.24 | 1.3402 | 29,920.34 EUR
Japanese Yen | 22.9901% | $20,641.20 | 0.008093 | 2,550,501.00 JPY
British Pound | 15.3985% | $13,825.24 | 1.9809 | 6,979.27 GBP
Swiss Frank | 5.5366% | $4,970.93 | 0.8062 | 6,165.87 CHF
Swedish Krona | 4.2448% | $3,811.11 | 0.14191 | 26,855.82 SEK
Australian Dollar | 4.0296% | $3,617.90 | 0.8410 | 4,301.90 AUD
Canadian Dollar | 3.1380% | $2,817.39 | 0.9309 | 3,026.52 CAD
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