• REVISED: March 2010 Final Foreign Currency Settlement Prices

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 10-107
      • Notice Date
      • 15 March 2010
      • Effective Date
      • 15 March 2010
    • This advisory has been revised to include settlement prices for Canadian dollar; Turkish lira and EC/TRY Cross Rate.

      Symbol - Contract
      Settlement
      USD Equivalent
      CD – Canadian Dollar
      0.9848
      USD 98,480.00
      TRY – Turkish Lira
      1.5270
      TRY 305,400.00
      TRE – EC/TRY Cross Rate
      2.0905
      TRY 261,312.50
      AD  -  Australian Dollar
      0.9129
      USD 91,290.00
      BP  -  British Pound
      1.5068
      USD 94,175.00
      CZ  -  Czech Koruna
      0.053754
      USD 215,016.00
      DR  -  US Dollar Index
      85.198
      USD 85,198.00
      EC  -  Euro FX
      1.3698
      USD 171,225.00
      FR  -  Hungarian Forint
      0.0051766
      USD 155,298.00
      IS  -  Israeli Shekel
      0.26896
      USD 268,960.00
      JY  -  Japanese Yen
      0.011026
      USD 137,825.00
      MP  -  Mexican Peso
      0.079625
      USD 39,812.50
      NE  -  New Zealand Dollar
      0.7010
      USD 70,100.00
      PZ  -  Polish Zloty
      0.35170
      USD 175,850.00
      RA  -  South African Rand
      0.135225
      USD 67,612.50
      SE  -  Swedish Krona
      0.14090
      USD 281,800.00
      SF  -  Swiss Franc
      0.9428
      USD 117,850.00
      UN  -  Norwegian Krone
      0.17077
      USD 341,540.00
      AC  -  AD/CD cross rate
      0.9315
      CAD 186,300.00
      AJ  -  AD/JY cross rate
      82.80
      JPY 16,560,000.00
      AN  -  AD/NE cross rate
      1.3023
      NZD 260,460.00
      BF  -  BP/SF cross rate
      1.5982
      CHF 199,775.00
      BY  -  BP/JY cross rate
      136.66
      JPY 17,082,500.00
      CA  -  EC/AD cross rate
      1.5005
      AUD 187,562.50
      CC  -  EC/CD cross rate
      1.3978
      CAD 174,725.00
      CN  -  EC/UN cross rate
      8.0215
      NOK 1,002,687.50
      CY  -  CD/JY cross rate
      88.88
      JPY 17,776,000.00
      K  -  Euro/Czech Koruna
      0.039242
      EUR 156,968.00
      KE  -  EC/SE cross rate
      9.7220
      SEK 1,215,250.00
      R  -  Euro/Hungarian Forint
      0.0037790
      EUR 113,370.00
      RF  -  EC/SF cross rate
      1.4529
      CHF 181,612.50
      RP  -  EC/BP cross rate
      0.90910
      GBP 113,637.50
      RY  -  EC/JY cross rate
      124.23
      JPY 15,528,750.00
      SJ  -  SF/JY cross rate
      85.505
      JPY 21,376,250.00
      Z  -  Euro/Polish Zloty
      0.25676
      EUR 128,380.00

      Component
      % Weight in Index
      US Dollar Value
      FX Rate
      Foreign Currency Amounts
      Euro FX
      45.2840%
      $38,581.06
      1.3698
      28,165.47 EUR
      Japanese Yen
      22.1649%
      $18,884.05
      0.011026
      1,712,684.00 JPY
      British Pound
      14.5479%
      $12,394.52
      1.5068
      8,225.72 GBP
      Swiss Frank
      5.9359%
      $5,057.27
      0.9428
      5,364.09 CHF
      Swedish Krona
      4.3413%
      $3,698.70
      0.14090
      26,250.54 SEK
      Australian Dollar
      4.1163%
      $3,507.01
      0.9129
      3,841.61 AUD
      Canadian Dollar
      3.6097%
      $3,075.39
      0.9798
      3,138.80 CAD

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