Ms. Jean A. Webb
December 21, 2006
Page 6 of 6

The Exchange shall thereupon match purchase and sale orders based upon an Allocation Algorithm and
report such matches to Clearing Members. The Exchange shall match buy orders to sell orders prioritized
by sell price. At each sell price at which buy orders will be matched, buy orders with limit prices equal to
or greater than the sell price shall be allocated on a pro rata basis. If multiple sell orders are received at
the same limit price, and the total sell order quantity exceeds the total buy order quantity that may be
matched at that price, the allocation of orders shall be made on a pro rata basis by reference to the
quantities associated with such orders, subject to the restriction that all sell orders at that price are filled
before a proprietary sell order of Merrill Lynch, if any.

The Exchange reserves the authority to limit the size of the open interest created as a result of these
Special Opening Procedures. The Exchange further reserves the authority to delay the Initial Open Date
if it determines in its discretion that market conditions are not conducive to an orderly opening.

The Initial Index Value shall be established at 3:00 p.m. (Chicago time) by Merrill Lynch, acting in its
capacity as Index Compilation Agent. The Initial Index Value shall be established at 25.00 Index Points.

Subsequent to the conclusion of these Special Opening Procedures, trading shall be conducted on the
CME® Globex® electronic trading platform per the Rules of the Exchange, commencing February 1,
2006.


Ms. Jean A. Webb
December 21, 2006
Page 5 of 6

Appendix 2: Clean Copy of Rule Amendments
369A01.B. Index Value During Initial Multiplier Determination Period

The value of the Index during the Initial Multiplier Determination Period will equal (a) the sum of the
products of the Underlying Index and the partial multipliers fixed to date, each as adjusted by the
Adjustment Factor (the “Fixed Amount”) plus (b) the Allotted Amounts that remain unfixed plus the
applicable Accruals (the “Unfixed Amount”).

For example, following the second Fixing on February 1, 2006, the Fixed Amount will equal the sum of
(1) the product of Partial Multiplier #1, as adjusted for the Adjustment Factor, and the value of the
Underlying Index at such time, and (2) the product of the Partial Multiplier #2, and the value of the
Underlying Index at such time. Such Fixed Amount will represent the portion of the Index that is subject
to price movements in the Underlying Index components. The Unfixed Amount will equal the remaining
60% of the initial Index value that has not yet been fixed, plus any applicable Accruals, and therefore
represents a cash equivalent amount with interest that is not yet subject to price movements in the
Underlying Index components.

More generally, at any time during the Initial Multiplier Determination Period, the Fixed Amount will
equal the sum of each partial multiplier, as adjusted by the Adjustment Factor, that has been determined
up to that time multiplied by the value of the Underlying Index and the Unfixed Amount will equal the
unfixed Allotted Amounts plus the interest accrued on such amounts up to that time.

The Initial Multiplier Determination Period shall be the five business day period commencing on January
31, 2006 and concluding on February 6, 2006.

369A02.K. Special Opening Procedures

Special Opening Procedures shall be employed to facilitate an orderly market in LMC I] TRAKRS
futures. These Special Opening Procedures shall be conducted during a Special Marketing Period. This
Special Marketing Period shall commence on the Commencement Date of December 20, 2005; and, shall
culminate in a Special Opening at 3:00 p.m. (Chicago time) on the Initial Open Date of January 31, 2006.

During the Special Marketing Period, FCMs and notice-registered BDs per Rule 36904.B. may solicit
customer orders to buy or sell LMC II TRAKRS futures at a specified limit bid price or limit offer price,
respectively. The Special Marketing Period shall conclude at 10:00 a.m. (Chicago time) on the Initial
Open Date. Clearing Members shall report their limit buy and limit sell orders to the Exchange in a
manner and format specified by the Exchange by 10:00 a.m. (Chicago time) on the Initial Open Date.


cme @

Chicago Mercantile Exchange

20 South Wacker Drive 312/930.1000 tel
Chicago, IL 60606-7499 312/466.4410 fax
www.cme.com

December 21, 2006

Ms. Jean A. Webb

Office of the Secretariat

Commodity Futures Trading Commission
Three Lafayette Centre

1155 21st Street, N.W.

Washington, DC 20581

RE: Exchange Certification of Amendments to LMC II TRAKRSTM
Futures Submitted per Commission Regulation Sec. 40.6(a).
CME Submission #05-136.

Dear Ms. Webb:

Chicago Mercantile Exchange Inc. (“CME” or “the Exchange”) hereby certifies
amendments to Rules associated with the LMC II TRAKRSTM futures contract per Commission
Regulation Sec. 40.6(a).| We intend to make these amendments effective immediately. The
Exchange certifies that these actions neither violate nor are inconsistent with any portion of the
Commodity Exchange Act or of the rules thereunder.

These amendments are technical in nature and relate to scheduling issues associated with
the initial opening of the contract. Appendix 1 provides the text of the Rule amendments with
additions underlined and deletions bracketed and overstruck; Appendix 2 provides a clean copy
of the Rules as amended.

If you require any additional information regarding this matter, please do not hesitate to
contact me at 312-466-7469 or via e-mail at jlab@cme.com. Please reference our CME
Submission #05-136 on all future correspondence regarding this notification.

Sincerely,

, Cos
Hh bepleg
are
Cs &

John W. Labuszewski, Managing Director
Research & Product Development

' The Exchange originally certified LMC I] TRAKRS futures with the Commission by CME Submission #05-132
dated December 16, 2006.


Ms. Jean A. Webb
December 21, 2006
Page 3 of 6

Appendix 1: Rule Amendments
(Additions are underlined while deletions are bracketed and overstruck.)

369A01.B. Index Value During Initial Multiplier Determination Period

The value of the Index during the Initial Multiplier Determination Period will equal (a) the sum of the
products of the Underlying Index and the partial multipliers fixed to date, each as adjusted by the
Adjustment Factor (the “Fixed Amount”) plus (b) the Allotted Amounts that remain unfixed plus the
applicable Accruals (the “Unfixed Amount”).

For example, following the second Fixing on [Janvary39;2006] February 1, 2006, the Fixed Amount will
equal the sum of (1) the product of Partial Multiplier #1, as adjusted for the Adjustment Factor, and the
value of the Underlying Index at such time, and (2) the product of the Partial Multiplier #2, and the value
of the Underlying Index at such time. Such Fixed Amount will represent the portion of the Index that is
subject to price movements in the Underlying Index components. The Unfixed Amount will equal the
remaining 60% of the initial Index value that has not yet been fixed, plus any applicable Accruals, and
therefore represents a cash equivalent amount with interest that is not yet subject to price movements in
the Underlying Index components.

More generally, at any time during the Initial Multiplier Determination Period, the Fixed Amount will
equal the sum of each partial multiplier, as adjusted by the Adjustment Factor, that has been determined
up to that time multiplied by the value of the Underlying Index and the Unfixed Amount will equal the
unfixed Allotted Amounts plus the interest accrued on such amounts up to that time.

The Initial Multiplier Determination Period shall be the five business day period commencing on
[February 4, 2006-and- juding-onFebruary7, 2006] January 31, 2006 and concluding on February 6.
2006.

369A02.K. Special Opening Procedures

Special Opening Procedures shall be employed to facilitate an orderly market in LMC I] TRAKRS
futures. These Special Opening Procedures shall be conducted during a Special Marketing Period. This
Special Marketing Period shall commence on the Commencement Date of December 20, 2005; and, shall
culminate in a Special Opening at 3:00 p.m. (Chicago time) on the Initial Open Date of January 31, 2006.

During the Special Marketing Period, FCMs and notice-registered BDs per Rule 36904.B. may solicit
customer orders to buy or sell LMC II TRAKRS futures at a specified limit bid price or limit offer price,
respectively. The Special Marketing Period shall conclude at [4:00-p-m-] 10:00 a.m. (Chicago time) on
the Initial Open Date. Clearing Members shall report their limit buy and limit sell orders to the Exchange
in a manner and format specified by the Exchange by [4-00-p-m-] 10:00 a.m. (Chicago time) on the Initial
Open Date.


Ms. Jean A. Webb
December 21, 2006
Page 4 of 6

The Exchange shall thereupon match purchase and sale orders based upon an Allocation Algorithm and
report such matches to Clearing Members. The Exchange shall match buy orders to sell orders prioritized
by sell price. At each sell price at which buy orders will be matched, buy orders with limit prices equal to
or greater than the sell price shall be allocated on a pro rata basis. If multiple sell orders are received at
the same limit price, and the total sell order quantity exceeds the total buy order quantity that may be
matched at that price, the allocation of orders shall be made on a pro rata basis by reference to the
quantities associated with such orders, subject to the restriction that all sell orders at that price are filled
before a proprietary sell order of Merrill Lynch, if any.

The Exchange reserves the authority to limit the size of the open interest created as a result of these
Special Opening Procedures. The Exchange further reserves the authority to delay the Initial Open Date
if it determines in its discretion that market conditions are not conducive to an orderly opening.

The Initial Index Value shall be established at 3:00 p.m. (Chicago time) by Merrill Lynch, acting in its
capacity as Index Compilation Agent. The Initial Index Value shall be established at 25.00 Index Points.

Subsequent to the conclusion of these Special Opening Procedures, trading shall be conducted on the
CME® Globex® electronic trading platform per the Rules of the Exchange, commencing February 1,
2006.