• REVISED: December 2013 Final Foreign Currency Settlement Prices

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 13-571
      • Notice Date
      • 16 December 2013
      • Effective Date
      • 16 December 2013

    • *  Updated to reflect the final foreign 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
      0.948
      189,600.00
      CAD
      AD  -  Australian Dollar
      100,000.00
      0.8956
      89,560.00
      USD
      AJ  -  AD/JY cross rate
      200,000.00
      92.26
      18,452,000.00
      JPY
      AN  -  AD/NE cross rate
      200,000.00
      1.0823
      216,460.00
      NZD
      BF  -  BP/SF cross rate
      125,000.00
      1.4465
      180,812.50
      CHF
      BP  -  British Pound
      62,500.00
      1.6308
      101,925.00
      USD
      BY  -  BP/JY cross rate
      125,000.00
      168
      21,000,000.00
      JPY
      CA  -  EC/AD cross rate
      125,000.00
      1.5377
      192,212.50
      AUD
      CC  -  EC/CD cross rate
      125,000.00
      1.4578
      182,225.00
      CAD
      CD - Canadian Dollar
      100,000.00
      0.9431 
      94,310.00
      USD
      CN  -  EC/UN cross rate
      125,000.00
      8.47
      1,058,750.00
      NOK
      CNH - Offshore Chinese Renminbi
      100,000.00
      6.0718
      607,180.00
      USD
      CY  -  CD/JY cross rate
      200,000.00
      97.32
      19,464,000.00
      JPY
      CZ  -  Czech Koruna
      4,000,000.00
      0.049874
      199,496.00
      USD
      EC  -  Euro FX
      125,000.00
      1.3772
      172,150.00
      USD
      FR  -  Hungarian Forint
      30,000,000.00
      0.0045816
      137,448.00
      USD
      IS  -  Israeli Shekel
      1,000,000.00
      0.28537
      285,370.00
      USD
      JY  -  Japanese Yen
      12,500,000
      0.009707
      121,337.50
      USD
      K  -  Czech Koruna/Euro
      4,000,000.00
      0.036214
      144,856.00
      EUR
      KE  -  EC/SE cross rate
      125,000.00
      9.0435
      1,130,437.50
      SEK
      M6A  -  E-Micro AUD/USD
      10,000.00
      0.8956
      8,956.00
      USD
      M6B  -  E-Micro GBP/USD
      6,250.00
      1.6308
      10,192.50
      USD
      M6C - E-micro USD/CAD
      10,000.00
       1.0603
      10,603.00
      CAD
      M6E  -  E-Micro EUR/USD
      12,500.00
      1.3772
      17,215.00
      USD
      M6J  -  E-Micro USD/JPY
      10,000.00
      103.02
      1,030,200.00
      JPY
      M6S  -  E-Micro USD/CHF
      10,000.00
      0.887
      8,870.00
      CHF
      MCD - E-micro CAD/USD
      10,000.00
      0.9431
      9,431.00
      USD
      MJY  -  E-Micro JPY/USD
      1,250,000
      0.009707
      12,133.75
      USD
      MNH - E-micro USD/CNH
      10,000.00
      6.0718
      60,718.00
      USD
      MP  -  Mexican Peso
      500,000.00
      0.077325
      38,662.50
      USD
      MSF  -  E-Micro CHF/USD
      12,500.00
      1.1274
      14,092.50
      USD
      NE  -  New Zealand Dollar
      100,000.00
      0.8275
      82,750.00
      USD
      PZ  -  Polish Zloty
      500,000.00
      0.32958
      164,790.00
      USD
      R  -  Hungarian Forint/Euro
      30,000,000.00
      0.0033268
      99,804.00
      EUR
      RA  -  South African Rand
      500,000.00
      0.09695
      48,475.00
      USD
      RF  -  EC/SF cross rate
      125,000.00
      1.2216
      152,700.00
      CHF
      RP  -  EC/BP cross rate
      125,000.00
      0.8445
      105,562.50
      GBP
      RY  -  EC/JY cross rate
      125,000.00
      141.88
      17,735,000.00
      JPY
      SE  -  Swedish Krona
      2,000,000.00
      0.15229
      304,580.00
      USD
      SF  -  Swiss Franc
      125,000.00
      1.1274
      140,925.00
      USD
      SJ  -  SF/JY cross rate
      250,000.00
      116.145
      29,036,250.00
      JPY
      TRE - EC/TRY Cross Rate
      125,000.00
      2.7931 
      349,137.50
      TRY
      TRY - Turkish Lira
      200,000.00
       2.0276
      405,520.00
      TRY
      UN  -  Norwegian Krone
      2,000,000.00
      0.1626
      325,200.00
      USD
      Z  -  Polish Zloty/Euro
      500,000.00
      0.23932
      119,660.00
      EUR
      ZAR - USD/ZAR
      100,000.00
      10.3146
      1,031,460.00
      ZAR

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

      FX$INDEX Components
      Foreign Currency Amount
      Settlement
      USD Equivalent
      Euro FX
      50,000.00
      1.3772
      $68,860.00
      Japanese Yen
      2,500,000.00
      0.009707
      $24,267.50
      British Pound
      12,500.00
      1.6308
      $20,385.00
      Swiss Franc
      12,500.00
      1.1274
      $14,092.50
      Australian Dollar
      10,000.00
      0.8956
      $8,956.00
      Canadian Dollar (Synthetic)
      10,000.00
      0.9447
      $9,447.00

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