• Revised: December 2009 Final Foreign Currency Settlement Prices

      • To
      • Clearing Member Firm; Back Office Managers
      • From
      • CME Clearing
      • #
      • 09-557
      • Notice Date
      • 14 December 2009
      • Effective Date
      • 14 December 2009

    • The advisory attached has been revised to reflect final settlement prices for the Canadian dollar; Turkish Lira and EC/TRY contracts.

      Symbol - Contract
                       Settlement
      USD Equivalent
      CD  -  Canadian Dollar
      0.9425
      USD 94,250.00
      TRY – Turkish Lira
      1.5027
      TRY 300,540.00
      TRE – EC/TRY Cross Rate
      2.1988
      TRY 274,850.00
      AD  -  Australian Dollar
      0.9121
      USD 91,210.00
      BP  -  British Pound
      1.6242
      USD 101,512.50
      CZ  -  Czech Koruna
      0.056802
      USD 227,208.00
      DR  -  US Dollar Index
      81.315
      USD 81,315.00
      EC  -  Euro FX
      1.4641
      USD 183,012.50
      FR  -  Hungarian Forint
      0.0053492
      USD 160,476.00
      IS  -  Israeli Shekel
      0.26389
      USD 263,890.00
      JY  -  Japanese Yen
      0.011304
      USD 141,300.00
      MP  -  Mexican Peso
      0.077925
      USD 38,962.50
      NE  -  New Zealand Dollar
      0.7263
      USD 72,630.00
      PZ  -  Polish Zloty
      0.35216
      USD 176,080.00
      RA  -  South African Rand
      0.134100
      USD 67,050.00
      SE  -  Swedish Krona
      0.14074
      USD 281,480.00
      SF  -  Swiss Franc
      0.9687
      USD 121,087.50
      UN  -  Norwegian Krone
      0.17264
      USD 345,280.00
      AC  -  AD/CD cross rate
      0.9691
      CAD 193,820.00
      AJ  -  AD/JY cross rate
      80.69
      JPY 16,138,000.00
      AN  -  AD/NE cross rate
      1.2558
      NZD 251,160.00
      BF  -  BP/SF cross rate
      1.6767
      CHF 209,587.50
      BY  -  BP/JY cross rate
      143.68
      JPY 17,960,000.00
      CA  -  EC/AD cross rate
      1.6052
      AUD 200,650.00
      CC  -  EC/CD cross rate
      1.5556
      CAD 194,450.00
      CN  -  EC/UN cross rate
      8.4805
      NOK 1,060,062.50
      CY  -  CD/JY cross rate
      83.26
      JPY 16,652,000.00
      K  -  Euro/Czech Koruna
      0.038796
      EUR 155,184.00
      KE  -  EC/SE cross rate
      10.4030
      SEK 1,300,375.00
      R  -  Euro/Hungarian Forint
      0.0036536
      EUR 109,608.00
      RF  -  EC/SF cross rate
      1.5114
      CHF 188,925.00
      RP  -  EC/BP cross rate
      0.90145
      GBP 112,681.25
      RY  -  EC/JY cross rate
      129.52
      JPY 16,190,000.00
      SJ  -  SF/JY cross rate
      85.695
      JPY 21,423,750.00
      Z  -  Euro/Polish Zloty
      0.24054
      EUR 120,270.00

       

      Component
      % Weight in Index
      US Dollar Value
      FX Rate
      Foreign Currency Amounts
      Euro FX
      45.2840%
      $36,822.68
      1.4641
      25,150.39 EUR
      Japanese Yen
      22.1649%
      $18,023.39
      0.011304
      1,594,426.00 JPY
      British Pound
      14.5479%
      $11,829.62
      1.6242
      7,283.35 GBP
      Swiss Frank
      5.9359%
      $4,826.78
      0.9687
      4,982.74 CHF
      Swedish Krona
      4.3413%
      $3,530.13
      0.14074
      25,082.62 SEK
      Australian Dollar
      4.1163%
      $3,347.17
      0.9121
      3,669.74 AUD
      Canadian Dollar
      3.6097%
      $2,935.23
      0.9412
      3,118.60 CAD

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