• UPDATED: December 2012 Final Foreign Currency Settlement Prices

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 12-546
      • Notice Date
      • 17 December 2012
      • Effective Date
      • 17 December 2012

    •  

      *Updated to reflect final settlement prices for the contracts highlighted below*

      Symbol - Contract
      Currency Amount
      Settlement
      Equivalent
      Currency
      CD - Canadian Dollar
      100,000.00
      1.0151
      101,510.00
      USD
      M6C - E-micro USD/CAD
      10,000.00
      0.9851
      9,851.00
      CAD
      MCD - E-micro CAD/USD
      10,000.00
      1.0151
      10,151.00
      USD
      TRY - Turkish Lira
      200,000.00
      1.7842
      356,840.00
      TRY
      TRE - EC/TRY Cross Rate
      125,000.00
      2.3512
      293,900.00
      TRY
      AD  -  Australian Dollar
      100,000.00
      1.0544
      105,440.00
      USD
      BP  -  British Pound
      62,500.00
      1.6202
      101,262.50
      USD
      CZ  -  Czech Koruna
      4,000,000.00
      0.052214
      208,856.00
      USD
      EC  -  Euro FX
      125,000.00
      1.3171
      164,637.50
      USD
      FR  -  Hungarian Forint
      30,000,000.00
      0.004575
      137,250.00
      USD
      IS  -  Israeli Shekel
      1,000,000.00
      0.26468
      264,680.00
      USD
      JY  -  Japanese Yen
      12,500,000
      0.011943
      149,287.50
      USD
      M6A  -  E-Micro AUD/USD
      10,000.00
      1.0544
      10,544.00
      USD
      M6B  -  E-Micro GBP/USD
      6,250.00
      1.6202
      10,126.25
      USD
      M6E  -  E-Micro EUR/USD
      12,500.00
      1.3171
      16,463.75
      USD
      M6J  -  E-Micro USD/JPY
      10,000.00
      83.73
      837,300.00
      JPY
      M6S  -  E-Micro USD/CHF
      10,000.00
      0.9174
      9,174.00
      CHF
      MJY  -  E-Micro JPY/USD
      1,250,000
      0.011943
      14,928.75
      USD
      MP  -  Mexican Peso
      500,000.00
      0.078275
      39,137.50
      USD
      MSF  -  E-Micro CHF/USD
      12,500.00
      1.09
      13,625.00
      USD
      NE  -  New Zealand Dollar
      100,000.00
      0.8448
      84,480.00
      USD
      PZ  -  Polish Zloty
      500,000.00
      0.32212
      161,060.00
      USD
      RA  -  South African Rand
      500,000.00
      0.116925
      58,462.50
      USD
      SE  -  Swedish Krona
      2,000,000.00
      0.15064
      301,280.00
      USD
      SF  -  Swiss Franc
      125,000.00
      1.09
      136,250.00
      USD
      UN  -  Norwegian Krone
      2,000,000.00
      0.1788
      357,600.00
      USD
      AC  -  AD/CD cross rate
      200,000.00
      1.0377
      207,540.00
      CAD
      AJ  -  AD/JY cross rate
      200,000.00
      88.29
      17,658,000.00
      JPY
      AN  -  AD/NE cross rate
      200,000.00
      1.2481
      249,620.00
      NZD
      BF  -  BP/SF cross rate
      125,000.00
      1.4864
      185,800.00
      CHF
      BY  -  BP/JY cross rate
      125,000.00
      135.66
      16,957,500.00
      JPY
      CA  -  EC/AD cross rate
      125,000.00
      1.2491
      156,137.50
      AUD
      CC  -  EC/CD cross rate
      125,000.00
      1.2962
      162,025.00
      CAD
      CN  -  EC/UN cross rate
      125,000.00
      7.3665
      920,812.50
      NOK
      CY  -  CD/JY cross rate
      200,000.00
      85.08
      17,016,000.00
      JPY
      K  -  Czech Koruna/Euro
      4,000,000.00
      0.039644
      158,576.00
      EUR
      KE  -  EC/SE cross rate
      125,000.00
      8.7435
      1,092,937.50
      SEK
      R  -  Hungarian Forint/Euro
      30,000,000.00
      0.0034736
      104,208.00
      EUR
      RF  -  EC/SF cross rate
      125,000.00
      1.2083
      151,037.50
      CHF
      RP  -  EC/BP cross rate
      125,000.00
      0.8129
      101,612.50
      GBP
      RY  -  EC/JY cross rate
      125,000.00
      110.28
      13,785,000.00
      JPY
      SJ  -  SF/JY cross rate
      250,000.00
      91.265
      22,816,250.00
      JPY
      Z  -  Polish Zloty/Euro
      500,000.00
      0.24456
      122,280.00
      EUR

       

       

      FX$INDEX Components
      Foreign Currency Amount
      Settlement
      USD Equivalent
      Euro FX
      50,000.00
      1.3171
      $65,855.00
      Japanese Yen
      2,500,000.00
      0.011943
      $29,857.50
      British Pound
      12,500.00
      1.6202
      $20,252.50
      Swiss Franc
      12,500.00
      1.09
      $13,625.00
      Australian Dollar
      10,000.00
      1.0544
      $10,544.00
      Canadian Dollar
      10,000.00
      1.0161
      $10,161.00

       

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