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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