• Revised: March 2013 Final Foreign Currency Settlement Prices

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 13-131
      • Notice Date
      • 18 March 2013
      • Effective Date
      • 18 March 2013

    •  

      *Updated to reflect final settlement prices for Canadian dollar; E-micro USD/CAD; E-micro CAD/USD; Turkish Lira; EC/TRY Cross Rate*

       

      Symbol - Contract
      Currency Amount
      Settlement
      Equivalent
      Currency
      CD - Canadian Dollar
      100,000.00
      0.9754
      97,540.00
      USD
      M6C - E-micro USD/CAD
      10,000.00
      1.0252
      10,252.00
      CAD
      MCD - E-micro CAD/USD
      10,000.00
      0.9754
      9,754.00
      USD
      TRY - Turkish Lira
      200,000.00
      1.8125
      362,500.00
      TRY
      TRE - EC/TRY Cross Rate
      125,000.00
      2.3485
      293,562.50
      TRY
      AD  -  Australian Dollar
      100,000.00
      1.0391
      103,910.00
      USD
      BP  -  British Pound
      62,500.00
      1.5118
      94,487.50
      USD
      CZ  -  Czech Koruna
      4,000,000.00
      0.050644
      202,576.00
      USD
      EC  -  Euro FX
      125,000.00
      1.2959
      161,987.50
      USD
      FR  -  Hungarian Forint
      30,000,000.00
      0.0042342
      127,026.00
      USD
      IS  -  Israeli Shekel
      1,000,000.00
      0.27095
      270,950.00
      USD
      JY  -  Japanese Yen
      12,500,000
      0.01053
      131,625.00
      USD
      M6A  -  E-Micro AUD/USD
      10,000.00
      1.0391
      10,391.00
      USD
      M6B  -  E-Micro GBP/USD
      6,250.00
      1.5118
      9,448.75
      USD
      M6E  -  E-Micro EUR/USD
      12,500.00
      1.2959
      16,198.75
      USD
      M6J  -  E-Micro USD/JPY
      10,000.00
      94.97
      949,700.00
      JPY
      M6S  -  E-Micro USD/CHF
      10,000.00
      0.9438
      9,438.00
      CHF
      MJY  -  E-Micro JPY/USD
      1,250,000
      0.01053
      13,162.50
      USD
      MP  -  Mexican Peso
      500,000.00
      0.08025
      40,125.00
      USD
      MSF  -  E-Micro CHF/USD
      12,500.00
      1.0595
      13,243.75
      USD
      NE  -  New Zealand Dollar
      100,000.00
      0.8243
      82,430.00
      USD
      PZ  -  Polish Zloty
      500,000.00
      0.31208
      156,040.00
      USD
      RA  -  South African Rand
      500,000.00
      0.109225
      54,612.50
      USD
      SE  -  Swedish Krona
      2,000,000.00
      0.15531
      310,620.00
      USD
      SF  -  Swiss Franc
      125,000.00
      1.0595
      132,437.50
      USD
      UN  -  Norwegian Krone
      2,000,000.00
      0.17261
      345,220.00
      USD
      AC  -  AD/CD cross rate
      200,000.00
      1.0607
      212,140.00
      CAD
      AJ  -  AD/JY cross rate
      200,000.00
      98.68
      19,736,000.00
      JPY
      AN  -  AD/NE cross rate
      200,000.00
      1.2606
      252,120.00
      NZD
      BF  -  BP/SF cross rate
      125,000.00
      1.4269
      178,362.50
      CHF
      BY  -  BP/JY cross rate
      125,000.00
      143.57
      17,946,250.00
      JPY
      CA  -  EC/AD cross rate
      125,000.00
      1.2471
      155,887.50
      AUD
      CC  -  EC/CD cross rate
      125,000.00
      1.3229
      165,362.50
      CAD
      CN  -  EC/UN cross rate
      125,000.00
      7.5075
      938,437.50
      NOK
      CY  -  CD/JY cross rate
      200,000.00
      93.03
      18,606,000.00
      JPY
      K  -  Czech Koruna/Euro
      4,000,000.00
      0.03908
      156,320.00
      EUR
      KE  -  EC/SE cross rate
      125,000.00
      8.344
      1,043,000.00
      SEK
      R  -  Hungarian Forint/Euro
      30,000,000.00
      0.0032674
      98,022.00
      EUR
      RF  -  EC/SF cross rate
      125,000.00
      1.2231
      152,887.50
      CHF
      RP  -  EC/BP cross rate
      125,000.00
      0.8572
      107,150.00
      GBP
      RY  -  EC/JY cross rate
      125,000.00
      123.07
      15,383,750.00
      JPY
      SJ  -  SF/JY cross rate
      250,000.00
      100.615
      25,153,750.00
      JPY
      Z  -  Polish Zloty/Euro
      500,000.00
      0.24082
      120,410.00
      EUR

       

      FX$INDEX Components
      Foreign Currency Amount
      Settlement
      USD Equivalent
      Euro FX
      50,000.00
      1.2959
      $64,795.00
      Japanese Yen
      2,500,000.00
      0.1053
      $263,250.00
      British Pound
      12,500.00
      1.5118
      $18,897.50
      Swiss Franc
      12,500.00
      1.0595
      $13,243.75
      Australian Dollar
      10,000.00
      1.0391
      $10,391.00
      Canadian Dollar
      10,000.00
      0.9697
      $9,697.00

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