Clearing House Advisory Notice
 | 
To Back Office Managers
From Clearing House Department
Subject Allocation of June 2003 Currency Order-to-Pay Charges
Effective Date 06/27/03
Notice Number 03-51

Listed below is the breakdown of order-to-pay charges per contract for the June 2003 currency deliveries. The Exchange assesses these charges on a pro rata basis among all longs and shorts, regardless of whether your firm used an order-to-pay for any of its long transactions

Order-to-Pay Charge Per Contract


 		ADAustralian Dollar$0.82


 		BPBritish Pound$1.24


 		BYBP/JY Cross Rate$5.86


 		CDCanadian Dollar$0.51


 		E7E-mini Euro FX$0.38


 		ECEuro FX$1.94


 		JYJapanese Yen$1.43


 		MPMexican Peso$0.61


 		NENew Zealand Dollar$0.82


 		RASouth African Rand$1.19


 		RFEC/SF Cross Rate$4.13


 		RPEC/BP Cross Rate$4.13


 		RYEC/JY Cross Rate$2.64


 		SFSwiss Franc$1.28


 		UNNorwegian Krone$4.01

The order-to-pay charge will be assessed to each naked long and each naked short participating in 
currency deliveries. These charges will appear on your "Chicago Mercantile Exchange" monthly 
statement. 

If you have any questions, please contact the Deliveries Unit, at (312) 930-3172.