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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