• March 2012 Final Foreign Currency Settlement Prices

      • To
      • Clearing Member Firms, Back Office Managers
      • From
      • CME Clearing
      • #
      • 12-116
      • Notice Date
      • 19 March 2012
      • Effective Date
      • 19 March 2012

    •  

       

        

      Symbol - Contract
      Settlement
      USD Equivalent
      CD – Canadian Dollar
      1.0062
      100,620.00
      M6C – E-micro USD/CAD
      0.9938
      9,938.00
      MCD – E-micro CAD/USD
      1.0062
      10,062.00
      TRY – Turkish Lira
      1.8063
      361,260.00
      TRE – EC/TRY Cross Rate
      2.386
      298,250.00
      AD  -  Australian Dollar
      1.0572
      USD 105,720.00
      BP  -  British Pound
      1.5864
      USD 99,150.00
      CZ  -  Czech Koruna
      0.053734
      USD 214,936.00
      EC  -  Euro FX
      1.3158
      USD 164,475.00
      FR  -  Hungarian Forint
      0.0045492
      USD 136,476.00
      IS  -  Israeli Shekel
      0.26606
      USD 266,060.00
      JY  -  Japanese Yen
      0.011975
      USD 149,687.50
      M6A  -  E-Micro AUD/USD - M6A
      1.0572
      USD 10,572.00
      M6B  -  E-Micro GBP/USD - M6B
      1.5864
      USD 9,915.00
      M6E  -  E-Micro EUR/USD - M6E
      1.3158
      USD 16,447.50
      M6J  -  E-Micro USD/JPY - M6J
      83.5100
      JPY 835,100.00
      M6S  -  E-Micro USD/CHF - M6S
      0.9171
      CHF 9,171.00
      MJY  -  E-Micro JPY/USD - MJY
      0.0120
      USD 14,968.75
      MP  -  Mexican Peso
      0.078975
      USD 39,487.50
      MSF  -  E-Micro CHF/USD - MSF
      1.0904
      USD 13,630.00
      NE  -  New Zealand Dollar
      0.8241
      USD 82,410.00
      PZ  -  Polish Zloty
      0.31998
      USD 159,990.00
      RA  -  South African Rand
      0.132150
      USD 66,075.00
      SE  -  Swedish Krona
      0.14832
      USD 296,640.00
      SF  -  Swiss Franc
      1.0904
      USD 136,300.00
      UN  -  Norwegian Krone
      0.17432
      USD 348,640.00
      AC  -  AD/CD cross rate
      1.0481
      CAD 209,620.00
      AJ  -  AD/JY cross rate
      88.28
      JPY 17,656,000.00
      AN  -  AD/NE cross rate
      1.2829
      NZD 256,580.00
      BF  -  BP/SF cross rate
      1.4549
      CHF 181,862.50
      BY  -  BP/JY cross rate
      132.48
      JPY 16,560,000.00
      CA  -  EC/AD cross rate
      1.2446
      AUD 155,575.00
      CC  -  EC/CD cross rate
      1.3045
      CAD 163,062.50
      CN  -  EC/UN cross rate
      7.5480
      NOK 943,500.00
      CY  -  CD/JY cross rate
      84.23
      JPY 16,846,000.00
      K  -  Euro/Czech Koruna
      0.040838
      EUR 163,352.00
      KE  -  EC/SE cross rate
      8.8715
      SEK 1,108,937.50
      R  -  Euro/Hungarian Forint
      0.0034574
      EUR 103,722.00
      RF  -  EC/SF cross rate
      1.2067
      CHF 150,837.50
      RP  -  EC/BP cross rate
      0.82945
      GBP 103,681.25
      RY  -  EC/JY cross rate
      109.88
      JPY 13,735,000.00
      SJ  -  SF/JY cross rate
      91.055
      JPY 22,763,750.00
      Z  -  Euro/Polish Zloty
      0.24318
      EUR 121,590.00

      FX$INDEX Components
      Foreign Currency Amount
      Settlement
      USD Equivalent
      Euro FX
      50,000.00
      1.3158
      $65,790.00
      Japanese Yen
      2,500,000.00
      0.011975
      $29,937.50
      British Pound
      12,500.00
      1.5864
      $19,830.00
      Swiss Franc
      12,500.00
      1.0904
      $13,630.00
      Australian Dollar
      10,000.00
      1.0572
      $10,572.00
      Canadian Dollar
      10,000.00
      1.0087
      $10,087.00

       

       

       

       

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