October 31, 2006

Ms. Eileen A. Donovan

Acting Secretary

Commodity Futures Trading Commission
Three Lafayette Center

1155 21* Street, N.W.

Washington, D.C. 20581

Reference File # 2733.01
Rule Certification
Dear Ms. Donovan:

Pursuant to Commission Regulation 40.6(a), the Chicago Board of Trade (CBOT®) hereby
submits the following:

- Amendments to Regulation 5542.02 per the attached text (additions bolded
and underlined; deletions bolded and struck through).

Regulation 5542.02 governs the final settlement determination for *CBOT Dow Jones-AIG
Excess Return Commodity Index futures. The regulation includes provisions which address
contingencies, such as unanticipated/unscheduled market closures, that may affect component
contracts in the Index. The referenced amendments are designed to make the regulation clearer
and more specific with respect to final settlement procedures in the event of a market disruption
occurrence.

The CBOT intends to implement these amendments no sooner than one day after the
Commission’s receipt of this submission.

There were no opposing views concerning these amendments.

The CBOT certifies that these amendments comply with the Commodity Exchange Act and the
tules thereunder.

Sincerely,

Paul J. Draths

Vice President and Secretary
b103106

“Dow Jones," AIG ®" and “Dow Jones-AIG Commodity IndexTM,” are service marks of Dow Jones & Company, Inc. and American International
Group, Inc. (“American International Group”), as the case may be, and have been licensed for use for certain purposes by the CBOT. CBOT’s
DJ-AIG ER contracts based on the Dow Jones-AIG Commodity IndexTM, are not sponsored, endorsed, sold or promoted by Dow Jones, AIG
Financial Products Corp. (“AIG-FP”), American International Group, or any of their respective subsidiaries or affiliates, and none of Dow Jones,
AIG-FP, American Intemational Group, or any of their respective subsidiaries or affiliates, makes any representation regarding the advisability of
investing in such contracts.



(Additions are bolded and underlined; deletions are belded-and-struckthreugh.)

5542.02 Final Settlement Price — The final settlement price shall be based on a special
quotation of the Dow Jones-AIG Commodity Index” which corresponds to the
expiring contract as of the close of business on the final settlement day (as
described in Regulation 5542.03). This special quotation will consist of the Dow
Jones-AIG Commodity Index*” which corresponds to the expiring contract
calculated using the settlement prices of the component futures on final settlement
day, except as noted below.

If an exchange that lists a component or components of the commodity index is
not open on the final settlement day because of a scheduled closing, then the
contribution to the final settlement price for the affected component or
components shall be based on the settlement quotation of the first preceding
trading day.

Market Disruption Event

“Market Disruption Event” (“MDE”) shall mean: (a) the termination or
suspension of, or material limitation or disruption in the trading of, any
futures contract used in the calculation of the DJ-AIGCI* on that day,
including if due to the closing of an exchange prior to the regularly scheduled
closing time of an exchange; (b) the Settlement Price of any such contract

reflects the maximum permitted price change from the previous day’s
Settlement Price; or (c) the failure of an exchange to publish official

Settlement Prices for any such contract. If an MDE occurs on the expiration

date, the DJ-AIG ER contract will settle based on a special value calculated
using all component futures prices as of the expiration date that were not
subject to an MDE and, for any futures contracts which were subject to an
MDE, using the next available futures settlement price for which an MDE is
no longer in effect, with a delay limited to 10 business days from the original
expiration date. If, on the 10th business day, an MDE is still in effect for the
affected contracts, then AIG-Financial Products and the Chicago Board of
Trade will agree upon an appropriate estimated futures price or prices to be
used to calculate the final adjusted settlement value of the DJ-AIG ER.

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