Clearing House Advisory Notices
To Clearing Member Firms; Back Office Managers
From CME Clearing
Subject UPDATED: December 2007 Final Foreign Currency Settlement Prices
Notice Date 2007-12-17
Notice Number 07-309
Effective Date 2007-12-17

Symbol - Contract

Settlement

USD Equivalent

CD - Canadian Dollar         0.9914          USD 99,140.00

AD  -  Australian Dollar

0.8581

USD 85,810.00

BP  -  British Pound

2.0172

USD 126,075.00

CZ  -  Czech Koruna

0.054462

USD 217,848.00

DR  -  US Dollar Index

84.181

USD 84,181.00

EC  -  Euro FX

1.4383

USD 179,787.50

FR  -  Hungarian Forint

0.0056486

USD 169,458.00

IS  -  Israeli Shekel

0.24931

USD 249,310.00

JY  -  Japanese Yen

0.008834

USD 110,425.00

MP  -  Mexican Peso

0.092300

USD 46,150.00

NE  -  New Zealand Dollar

0.7530

USD 75,300.00

PZ  -  Polish Zloty

0.39716

USD 198,580.00

RA  -  South African Rand

0.144400

USD 72,200.00

SE  -  Swedish Krona

0.15235

USD 304,700.00

SF  -  Swiss Franc

0.8666

USD 108,325.00

UN  -  Norwegian Krone

0.18017

USD 360,340.00

AC  -  AD/CD cross rate

0.8618

CAD 172,360.00

AJ  -  AD/JY cross rate

97.14

JPY 19,428,000.00

AN  -  AD/NE cross rate

1.1396

NZD 227,920.00

BF  -  BP/SF cross rate

2.3277

CHF 290,962.50

BY  -  BP/JY cross rate

228.35

JPY 28,543,750.00

CA  -  EC/AD cross rate

1.6761

AUD 209,512.50

CC  -  EC/CD cross rate

1.4445

CAD 180,562.50

CN  -  EC/UN cross rate

7.9830

NOK 997,875.00

CY  -  CD/JY cross rate

112.71

JPY 22,542,000.00

K  -  Euro/Czech Koruna

0.037866

EUR 151,464.00

KE  -  EC/SE cross rate

9.4410

SEK 1,180,125.00

R  -  Euro/Hungarian Forint

0.0039272

EUR 117,816.00

RF  -  EC/SF cross rate

1.6597

CHF 207,462.50

RP  -  EC/BP cross rate

0.71300

GBP 89,125.00

RY  -  EC/JY cross rate

162.81

JPY 20,351,250.00

SJ  -  SF/JY cross rate

98.100

JPY 24,525,000.00

Z  -  Euro/Polish Zloty

0.27614

EUR 138,070.00

CME Dollar Index Components:

Component

% Weight in Index

US Dollar Value

FX Rate

Foreign Currency Amounts

Euro FX

44.6624%

$37,597.25

1.4383

26,140.06 EUR

Japanese Yen

22.9901%

$19,353.30

0.008834

2,190,774.00 JPY

British Pound

15.3985%

$12,962.61

2.0172

6,426.04 GBP

Swiss Frank

5.5366%

$4,660.77

0.8666

5,378.22 CHF

Swedish Krona

4.2448%

$3,573.32

0.15235

23,454.64 SEK

Australian Dollar

4.0296%

$3,392.16

0.8581

3,953.10 AUD

Canadian Dollar

3.1380%

$2,641.60

0.9957

2,653.01 CAD



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