Clearing House Advisory Notices
To | Clearing Member Firms; Back Office Managers
From | Clearing House Department
Subject | Upated: September 2007 Final Foreign Currency Settlement Prices
Notice Date | 2007-09-17
Notice Number | 07-219
Effective Date | 2007-09-17
*Updated to reflect settlement price for Canadian dollar*
Symbol – Contract | Settlement | USD Equivalent
CD – Canadian Dollar | 0.9780 | USD 97,800.00
AD - Australian Dollar | 0.8395 | USD 83,950.00
BP - British Pound | 2.0024 | USD 125,150.00
CZ - Czech Koruna | 0.050802 | USD 203,208.00
DR - US Dollar Index | 86.342 | USD 86,342.00
EC - Euro FX | 1.3875 | USD 173,437.50
FR - Hungarian Forint | 0.0054182 | USD 162,546.00
IS - Israeli Shekel | 0.24543 | USD 245,430.00
JY - Japanese Yen | 0.008676 | USD 108,450.00
MP - Mexican Peso | 0.089725 | USD 44,862.50
NE - New Zealand Dollar | 0.7126 | USD 71,260.00
PZ - Polish Zloty | 0.36718 | USD 183,590.00
RA - South African Rand | 0.139325 | USD 69,662.50
SE - Swedish Krona | 0.14934 | USD 298,680.00
SF - Swiss Franc | 0.8423 | USD 105,287.50
UN - Norwegian Krone | 0.17798 | USD 355,960.00
AC - AD/CD cross rate | 0.8621 | CAD 172,420.00
AJ - AD/JY cross rate | 96.76 | JPY 19,352,000.00
AN - AD/NE cross rate | 1.1781 | NZD 235,620.00
BF - BP/SF cross rate | 2.3773 | CHF 297,162.50
BY - BP/JY cross rate | 230.80 | JPY 28,850,000.00
CA - EC/AD cross rate | 1.6528 | AUD 206,600.00
CC - EC/CD cross rate | 1.4248 | CAD 178,100.00
CN - EC/UN cross rate | 7.7960 | NOK 974,500.00
CY - CD/JY cross rate | 112.24 | JPY 22,448,000.00
K - Euro/Czech Koruna | 0.036614 | EUR 146,456.00
KE - EC/SE cross rate | 9.2910 | SEK 1,161,375.00
R - Euro/Hungarian Forint | 0.0039050 | EUR 117,150.00
RF - EC/SF cross rate | 1.6473 | CHF 205,912.50
RP - EC/BP cross rate | 0.69290 | GBP 86,612.50
RY - EC/JY cross rate | 159.92 | JPY 19,990,000.00
SJ - SF/JY cross rate | 97.085 | JPY 24,271,250.00
Z - Euro/Polish Zloty | 0.26464 | EUR 132,320.00
AD - Australian Dollar | 0.8395 | USD 83,950.00
CME Dollar Index Components:
Component | % Weight in Index | US Dollar Value | FX Rate | Foreign Currency Amounts
Euro FX | 44.6624% | $38,562.41 | 1.3875 | 27,792.73 EUR
Japanese Yen | 22.9901% | $19,850.11 | 0.008676 | 2,287,934.00 JPY
British Pound | 15.3985% | $13,295.37 | 2.0024 | 6,639.72 GBP
Swiss Frank | 5.5366% | $4,780.41 | 0.8423 | 5,675.43 CHF
Swedish Krona | 4.2448% | $3,665.05 | 0.14934 | 24,541.62 SEK
Australian Dollar | 4.0296% | $3,479.24 | 0.8395 | 4,144.42 AUD
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