cme é

Chicago Mercantile Exchange

20 South Wacker Drive 312/930.1000 tef
Chicago, It 60606-7499 312/466.4410 fax

www.cme.com

November 10, 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 TRAKRS
Reportable Position Levels per Commission Regulation Sec. 40.6(a).
CME Submission #05-121.

Dear Ms. Webb:

Chicago Mercantile Exchange Inc. (“CME” or “the Exchange”) hereby certifies
amendments to Rule 561, REPORTS OF LARGE POSITIONS per Commission Regulation Sec.
40.6(a). We intend to make this action effective as of November 11, 2006. The Exchange
certifies that these actions neither violate nor are inconsistent with any portion of the Commodity
Exchange Act or of the rules thereunder.

Specifically, the Exchange is increasing the reportable position level associated with
TRAKRS contracts from the current level of 25,000 contracts to 50,000 contracts. Note that the
amended reportable position level of 50,000 contracts conforms to Commission Regulation Sec.
15.03 which specifies the reportable position level associated with TRAKRS at 50,000 contracts.
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 #05-121 on all future correspondence regarding this notification.

Sincerely,

John W. Labuszewski, Managing Director
Research & Product Development


Ms. Jean A. Webb
November 10, 2006
Page 3 of 4

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

561. REPORTS OF LARGE POSITIONS
561.A. General Provisions

Clearing members shall submit to the Exchange a daily report of all individuals or entities which own, control, or
carry large positions in a single contract month for one futures contracts or a single expiration month for a put or call
option, regardless of strike price. The Exchange may require that more than one report be submitted daily. Such
report shall be in a form acceptable to the Market Regulation Department and shall contain the account numbers and
the number of open contracts in each month for a futures contract or in each expiration month for a put or call option
in which any individual or other entity owns, controls, or carries open positions in a single contract month that
equals or exceeds the reporting level for such contract pursuant to Section B. Furthermore, with respect to any
individual or entity owning, controlling, or carrying a position that meets or exceeds the reportable level in any
month of a futures or options contract, the clearing member must submit a report for that individual or entity in all
months of that futures and options contract, regardless of position size. The Business Conduct Committee or
Exchange staff may, at its discretion, require reports from one or more clearing members on a lesser number of
positions owned, controlled, or carried.

Clearing members shall also furnish the Market Regulation Department with reports identifying the owner and any
controlling parties for accounts required to be disclosed in accordance with the preceding paragraph.

It shall be the responsibility of the clearing member to obtain the information required above relative to ownership
and control of positions within any account carried on an omnibus basis, unless such omnibus account has been
specifically exempted by the Market Regulation Department.

561.B. Reportable Levels

Unless otherwise indicated below, the reportable level for all contracts shall be 25. The reportable level for options
shall be the same as for the underlying futures contract.

Commodity Reportable Level

TRAKRS [25,008] 50.000
Eurodollars 850
Australian Dollar 200
British Pound 200
Canadian Dollar 200
Euro Currency Unit 200
Japanese Yen 200
Swiss Franc 200
Single Stock Futures 200
1-Month LIBOR 100
90-Day Treasury Bills 100
S&P 500 100
E-Mini S&P 500 100
Nikkei Stock Index 50
5-Year Bundle 45

Frozen Pork Belly 5


Ms. Jean A. Webb
November 10, 2006
Page 4 of 4

Appendix 2: Clean Copy of Rule Amendments
561. REPORTS OF LARGE POSITIONS
561.A. General Provisions

Clearing members shall submit to the Exchange a daily report of all individuals or entities which own, control, or
carry large positions in a single contract month for one futures contracts or a single expiration month for a put or call
option, regardless of strike price. The Exchange may require that more than one report be submitted daily. Such
report shall be in a form acceptable to the Market Regulation Department and shall contain the account numbers and
the number of open contracts in each month for a futures contract or in each expiration month for a put or call option
in which any individual or other entity owns, controls, or carries open positions in a single contract month that
equals or exceeds the reporting level for such contract pursuant to Section B. Furthermore, with respect to any
individual or entity owning, controlling, or carrying a position that meets or exceeds the reportable level in any
month of a futures or options contract, the clearing member must submit a report for that individual or entity in all
months of that futures and options contract, regardless of position size. The Business Conduct Committee or
Exchange staff may, at its discretion, require reports from one or more clearing members on a lesser number of
positions owned, controlled, or carried.

Clearing members shall also furnish the Market Regulation Department with reports identifying the owner and any
controlling parties for accounts required to be disclosed in accordance with the preceding paragraph.

It shall be the responsibility of the clearing member to obtain the information required above relative to ownership
and control of positions within any account carried on an omnibus basis, unless such omnibus account has been
specifically exempted by the Market Regulation Department.

561.B. Reportable Levels

Unless otherwise indicated below, the reportable level for all contracts shall be 25. The reportable level for options
shall be the same as for the underlying futures contract.

Commodity Reportable Level
TRAKRS 50,000

Eurodollars 850
Australian Dollar 200
British Pound 200
Canadian Dollar 200
Euro Currency Unit 200
Japanese Yen 200
Swiss Franc 200
Single Stock Futures 200
1-Month LIBOR 100
90-Day Treasury Bills 100
S&P 500 100
E-Mini S&P 500 100
Nikkei Stock Index 50
5-Year Bundle 45

Frozen Pork Belly 5