| Clearing House Advisory Notices |
| To |
Clearing Member Firms; Back Office Managers |
| From |
CME Clearing |
| Subject |
Revised June 2008 Final Foreign Currency Settlement Prices |
| Notice Date |
2008-06-16 |
| Notice Number |
08-124 |
| Effective Date |
2008-06-16
|
|
Symbol – Contract
|
Settlement
|
USD Equivalent
|
|
CD - Canadian Dollar
|
0.9812
|
USD 98,120.00
|
|
Symbol - Contract
|
Settlement
|
USD Equivalent
|
|
AD - Australian Dollar
|
0.9383
|
USD 93,830.00
|
|
BP - British Pound
|
1.9637
|
USD 122,731.25
|
|
CZ - Czech Koruna
|
0.063860
|
USD 255,440.00
|
|
DR - US Dollar Index
|
80.023
|
USD 80,023.00
|
|
EC - Euro FX
|
1.5467
|
USD 193,337.50
|
|
FR - Hungarian Forint
|
0.0062534
|
USD 187,602.00
|
|
IS - Israeli Shekel
|
0.29568
|
USD 295,680.00
|
|
JY - Japanese Yen
|
0.009238
|
USD 115,475.00
|
|
MP - Mexican Peso
|
0.096650
|
USD 48,325.00
|
|
NE - New Zealand Dollar
|
0.7508
|
USD 75,080.00
|
|
PZ - Polish Zloty
|
0.45652
|
USD 228,260.00
|
|
RA - South African Rand
|
0.123550
|
USD 61,775.00
|
|
SE - Swedish Krona
|
0.16545
|
USD 330,900.00
|
|
SF - Swiss Franc
|
0.9589
|
USD 119,862.50
|
|
UN - Norwegian Krone
|
0.19299
|
USD 385,980.00
|
|
AC - AD/CD cross rate
|
0.9619
|
CAD 192,380.00
|
|
AJ - AD/JY cross rate
|
101.57
|
JPY 20,314,000.00
|
|
AN - AD/NE cross rate
|
1.2497
|
NZD 249,940.00
|
|
BF - BP/SF cross rate
|
2.0479
|
CHF 255,987.50
|
|
BY - BP/JY cross rate
|
212.57
|
JPY 26,571,250.00
|
|
CA - EC/AD cross rate
|
1.6484
|
AUD 206,050.00
|
|
CC - EC/CD cross rate
|
1.5855
|
CAD 198,187.50
|
|
CN - EC/UN cross rate
|
8.0145
|
NOK 1,001,812.50
|
|
CY - CD/JY cross rate
|
105.60
|
JPY 21,120,000.00
|
|
K - Euro/Czech Koruna
|
0.041288
|
EUR 165,152.00
|
|
KE - EC/SE cross rate
|
9.3485
|
SEK 1,168,562.50
|
|
R - Euro/Hungarian Forint
|
0.0040430
|
EUR 121,290.00
|
|
RF - EC/SF cross rate
|
1.6130
|
CHF 201,625.00
|
|
RP - EC/BP cross rate
|
0.78765
|
GBP 98,456.25
|
|
Symbol - Contract
|
Settlement
|
USD Equivalent
|
|
RY - EC/JY cross rate
|
167.43
|
JPY 20,928,750.00
|
|
SJ - SF/JY cross rate
|
103.800
|
JPY 25,950,000.00
|
|
Z - Euro/Polish Zloty
|
0.29516
|
EUR 147,580.00
|
CME Dollar Index Components:
|
Component
|
% Weight in Index
|
US Dollar Value
|
FX Rate
|
Foreign Currency Amounts
|
|
Euro FX
|
44.6624%
|
$35,740.19
|
1.5467
|
23,107.38 EUR
|
|
Japanese Yen
|
22.9901%
|
$18,397.37
|
0.009238
|
1,991,488.00 JPY
|
|
British Pound
|
15.3985%
|
$12,322.34
|
1.9637
|
6,275.06 GBP
|
|
Swiss Frank
|
5.5366%
|
$4,430.55
|
0.9589
|
4,620.45 CHF
|
|
Swedish Krona
|
4.2448%
|
$3,396.82
|
0.16545
|
20,530.77 SEK
|
|
Australian Dollar
|
4.0296%
|
$3,224.61
|
0.9383
|
3,436.65 AUD
|
|
Canadian Dollar
|
3.1380%
|
$2,511.12
|
0.9755
|
2,574.19 CAD
|
|
|
|