• Revised: March 2008 Final Foreign Currency Settlement Prices

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Group Clearing
      • #
      • 08-47
      • Notice Date
      • 17 March 2008
      • Effective Date
      • 17 March 2008
    • *Revised to reflect Candadian settlement*

      Symbol - Contract

      Settlement

      USD Equivalent

      CD  -  Canadian Dollar

      1.0048

      USD 100,480.00

      AD  -  Australian Dollar

      0.9199

      USD 91,990.00

      BP  -  British Pound

      2.0056

      USD 125,350.00

      CZ  -  Czech Koruna

      0.062954

      USD 251,816.00

      DR  -  US Dollar Index

      76.890

      USD 76,890.00

      EC  -  Euro FX

      1.5755

      USD 196,937.50

      FR  -  Hungarian Forint

      0.0060596

      USD 181,788.00

      IS  -  Israeli Shekel

      0.29231

      USD 292,310.00

      JY  -  Japanese Yen

      0.010299

      USD 128,737.50

      MP  -  Mexican Peso

      0.092725

      USD 46,362.50

      NE  -  New Zealand Dollar

      0.8015

      USD 80,150.00

      PZ  -  Polish Zloty

      0.44502

      USD 222,510.00

      RA  -  South African Rand

      0.122925

      USD 61,462.50

      SE  -  Swedish Krona

      0.16632

      USD 332,640.00

      SF  -  Swiss Franc

      1.0137

      USD 126,712.50

      UN  -  Norwegian Krone

      0.19562

      USD 391,240.00

      AC  -  AD/CD cross rate

      0.9149

      CAD 182,980.00

      AJ  -  AD/JY cross rate

      89.32

      JPY 17,864,000.00

      AN  -  AD/NE cross rate

      1.1477

      NZD 229,540.00

      BF  -  BP/SF cross rate

      1.9785

      CHF 247,312.50

      BY  -  BP/JY cross rate

      194.74

      JPY 24,342,500.00

      CA  -  EC/AD cross rate

      1.7127

      AUD 214,087.50

      CC  -  EC/CD cross rate

      1.5669

      CAD 195,862.50

      CN  -  EC/UN cross rate

      8.0540

      NOK 1,006,750.00

      CY  -  CD/JY cross rate

      97.63

      JPY 19,526,000.00

      K  -  Euro/Czech Koruna

      0.039958

      EUR 159,832.00

      KE  -  EC/SE cross rate

      9.4725

      SEK 1,184,062.50

      R  -  Euro/Hungarian Forint

      0.0038462

      EUR 115,386.00

      RF  -  EC/SF cross rate

      1.5542

      CHF 194,275.00

      RP  -  EC/BP cross rate

      0.78555

      GBP 98,193.75

      RY  -  EC/JY cross rate

      152.98

      JPY 19,122,500.00

      Symbol - Contract

      Settlement

      USD Equivalent

      SJ  -  SF/JY cross rate

      98.425

      JPY 24,606,250.00

      Z  -  Euro/Polish Zloty

      0.28246

      EUR 141,230.00

       

      CME Dollar Index Components:

      Component % Weight in Index US Dollar Value FX Rate Foreign Currency Amounts
      Euro FX 44.6624% $34,340.92 1.5755 21,796.84 EUR
      Japanese Yen 22.9901% $17,677.09 0.010299 1,716,389.00 JPY
      British Pound 15.3985% $11,839.91 2.0056 5,903.42 GBP
      Swiss Frank 5.5366% $4,257.09 1.0137 4,199.56 CHF
      Swedish Krona 4.2448% $3,263.83 0.16632 19,623.78 SEK
      Australian Dollar 4.0296% $3,098.36 0.9199 3,368.15 AUD
      Canadian Dollar 3.1380% $2,412.81 1.0055 2,399.61 CAD


      Printer Friendly Version...