• REVISED: September 2013 Final Foreign Currency Settlement Prices

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 13-418
      • Notice Date
      • 16 September 2013
      • Effective Date
      • 16 September 2013

    • This advisory notice has been updated to include final foreign currency settlement prices for Canadian dollar; E-micro USD/CAD; E-micro CAD/USD; EC/TRY Cross Rate and Turkish lira.

       

      Symbol - Contract
      Currency Amount
      Settlement
      Equivalent
      Currency
      AC  -  AD/CD cross rate
      200,000.00
      0.9634
      192,680.00
      CAD
      AD  -  Australian Dollar
      100,000.00
      0.9355
      93,550.00
      USD
      AJ  -  AD/JY cross rate
      200,000.00
      92.4
      18,480,000.00
      JPY
      AN  -  AD/NE cross rate
      200,000.00
      1.1409
      228,180.00
      NZD
      BF  -  BP/SF cross rate
      125,000.00
      1.4755
      184,437.50
      CHF
      BP  -  British Pound
      62,500.00
      1.5943
      99,643.75
      USD
      BY  -  BP/JY cross rate
      125,000.00
      157.48
      19,685,000.00
      JPY
      CA  -  EC/AD cross rate
      125,000.00
      1.4288
      178,600.00
      AUD
      CC  -  EC/CD cross rate
      125,000.00
      1.3765
      172,062.50
      CAD
      CD - Canadian Dollar
      100,000.00
       0.9701
      97,010.00
      USD
      CN  -  EC/UN cross rate
      125,000.00
      7.883
      985,375.00
      NOK
      CNH - Offshore Chinese Renminbi
      100,000.00
      6.1118
      611,180.00
      USD
      CY  -  CD/JY cross rate
      200,000.00
      95.91
      19,182,000.00
      JPY
      CZ  -  Czech Koruna
      4,000,000.00
      0.05187
      207,480.00
      USD
      EC  -  Euro FX
      125,000.00
      1.3366
      167,075.00
      USD
      FR  -  Hungarian Forint
      30,000,000.00
      0.0044736
      134,208.00
      USD
      IS  -  Israeli Shekel
      1,000,000.00
      0.28289
      282,890.00
      USD
      JY  -  Japanese Yen
      12,500,000
      0.010124
      126,550.00
      USD
      K  -  Czech Koruna/Euro
      4,000,000.00
      0.038808
      155,232.00
      EUR
      KE  -  EC/SE cross rate
      125,000.00
      8.6745
      1,084,312.50
      SEK
      M6A  -  E-Micro AUD/USD
      10,000.00
      0.9355
      9,355.00
      USD
      M6B  -  E-Micro GBP/USD
      6,250.00
      1.5943
      9,964.38
      USD
      M6C - E-micro USD/CAD
      10,000.00
      1.0308 
      10,308.00
      CAD
      M6E  -  E-Micro EUR/USD
      12,500.00
      1.3366
      16,707.50
      USD
      M6J  -  E-Micro USD/JPY
      10,000.00
      98.78
      987,800.00
      JPY
      M6S  -  E-Micro USD/CHF
      10,000.00
      0.9255
      9,255.00
      CHF
      MCD - E-micro CAD/USD
      10,000.00
       0.9701
      9,701.00
      USD
      MJY  -  E-Micro JPY/USD
      1,250,000
      0.010124
      12,655.00
      USD
      MNH - E-micro USD/CNH
      10,000.00
      6.1118
      61,118.00
      USD
      MP  -  Mexican Peso
      500,000.00
      0.0774
      38,700.00
      USD
      MSF  -  E-Micro CHF/USD
      12,500.00
      1.0805
      13,506.25
      USD
      NE  -  New Zealand Dollar
      100,000.00
      0.82
      82,000.00
      USD
      PZ  -  Polish Zloty
      500,000.00
      0.31874
      159,370.00
      USD
      R  -  Hungarian Forint/Euro
      30,000,000.00
      0.003347
      100,410.00
      EUR
      RA  -  South African Rand
      500,000.00
      0.1023
      51,150.00
      USD
      RF  -  EC/SF cross rate
      125,000.00
      1.237
      154,625.00
      CHF
      RP  -  EC/BP cross rate
      125,000.00
      0.83835
      104,793.75
      GBP
      RY  -  EC/JY cross rate
      125,000.00
      132.02
      16,502,500.00
      JPY
      SE  -  Swedish Krona
      2,000,000.00
      0.15408
      308,160.00
      USD
      SF  -  Swiss Franc
      125,000.00
      1.0805
      135,062.50
      USD
      SJ  -  SF/JY cross rate
      250,000.00
      106.725
      26,681,250.00
      JPY
      TRE - EC/TRY Cross Rate
      125,000.00
       2.6672
      333,400.00
      TRY
      TRY - Turkish Lira
      200,000.00
       1.9998
      399,960.00
      TRY
      UN  -  Norwegian Krone
      2,000,000.00
      0.16956
      339,120.00
      USD
      Z  -  Polish Zloty/Euro
      500,000.00
      0.23848
      119,240.00
      EUR

      FX$INDEX Components
      Foreign Currency Amount
      Settlement
      USD Equivalent
      Euro FX
      50,000.00
      7.883
      $394,150.00
      Japanese Yen
      2,500,000.00
      0.05187
      $129,675.00
      British Pound
      12,500.00
      1.5943
      $19,928.75
      Swiss Franc
      12,500.00
      1.0805
      $13,506.25
      Australian Dollar
      10,000.00
      0.9355
      $9,355.00
      Canadian Dollar
      10,000.00
      0.971
      $9,710.00

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