The Board of Governors of the U.S. Federal Reserve System (Fed) has issued revised currency weights as of Friday, December 22, 2006.  As per Exchange rules, CME adopted the new weights for the CME$INDEX on Thursday, February 1, 2007 (the first trading day of the second calendar month after the revision).  Currency weights are often revised by the Fed during the beginning of each calendar year, but can also be revised at any time throughout the year.

The exchange rate of each currency within the Index has been assigned with a specific weight that reflects the relative competitiveness of U.S. goods in foreign markets.  These weights capture the effect of global competition and are based on a set of competitive weights published by the Fed.  The weights above have been rounded to the fourth decimal place (0.0001%) and the sum of the currency weights in the Index will always total 100 percent.

In addition, the adjustment factor (multiplier B _t for the Index formula which changes when the currency weights change to ensure index continuity) was calculated on the last day of trading for the CME$INDEX of the previous month (January 2007).  The value of the new multiplier (rounded to 10 decimal places) is 33.8527284791 and was calculated using closing spot exchange rates from Wednesday, January 31, 2007.  The previous adjustment factor was 33.1492982753.