cme @

Chicago Mercantile Exchange

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

December 29, 2006

Ms. Eileen Donovan

Office of the Secretariat

Commodity Futures Trading Commission
Three Lafayette Centre : 3
1155 21st Street, NW fi “f
Washington, DC 20581 it

RE: Section 5c(c), Part 40.6(a) — Rule Certification for Change in the Trading Hours for CME
Equity Products on the National Day of Mourning for Former President Gerald Ford. —
CME Submission 06-120. ~

Dear Ms. Donovan:

Chicago Mercantile Exchange Inc. ("CME" or "Exchange") hereby notifies the Commission that,
President George W. Bush has declared Tuesday, January 2, 2007, as a National Day of Mourning in
observance of the passing of former President Gerald R. Ford. Chicago Mercantile Exchange Inc.
(“CME” or “Exchange”), the Chicago Board of Trade (“CBOT”), the New York Stock Exchange
(“NYSE”) and the Securities Industry and Financial Markets Association (“SIFMA,” formerly, the Bond
Market Association), have coordinated market openings and closings with regard to the declared National
Day of Mourning for President Gerald Ford.

ACCORDINGLY, CHICAGO MERCANTILE EXCHANGE INC. EQUITY AND COMMODITY
PRODUCTS WILL BE CLOSED ON TUESDAY, JANUARY 2, 2007, IN COORDINATION WITH
THE UNDERLYING MARKETS. INTEREST RATES AND FOREIGN EXCHANGE PRODUCTS
WILL OBSERVE SHORTENED TRADING SESSIONS.

IMPACT ON CME PRODUCTS

INTEREST RATES: Both the trading floor and CME Globex trading of Interest Rate products will
close early at 12:00 noon on Tuesday, January 2, 2007. This action is coordinated with the SIFMA
recommendation to the underlying bond cash markets for an early close. Interest rate products traded on
CME Globex will reopen later in the day at their normal opening time of 5:00 P.M. for the next trade
date.

FOREIGN EXCHANGE (FX): Both the trading floor and CME Globex trading of FX products will
close early at 12:00 noon on Tuesday, January 2, 2007. The Exchange coordinates trading of CME FX
products with the CME Interest Rate products. FX products traded on CME Globex will reopen later in
the day at their normal opening time of 5:00 P.M. for the next trade date.

EQUITIES: There will be no open outcry trading session for Equities on Tuesday, January 2, 2007. The
CME Globex trading session for Equity products will close at 8:15 A.M. on Tuesday, January 2, 2007.
Please note that CME Exchange Traded Fund (“ETF”) futures contracts will not be open for trading on
Tuesday, January 2, 2007. Equity products traded on CME Globex will reopen later in the day at their
normal opening time of 3:30 P.M. for the next trade date.



Ms. Eileen Donovan
December 29, 2006
Page 2 of 2

HOUSING: Housing options on the trading floor and housing futures on CME Globex will be closed.
Housing futures products traded on CME Globex will open later in the day at their normal opening time
of 5:00 P.M. for the next trade date.

COMMODITIES: Both the trading floor and CME Globex trading of Commodities will be closed on
Tuesday, January 2, 2007. In addition, please note the following:

Live Cattle: There will be no Live Cattle delivery tenders or physical deliveries on Tuesday, January 2,
2007, and all other tender and corresponding delivery dates will be adjusted accordingly. In addition, the
last tender day for December 2006 Live Cattle futures previously scheduled for Thursday, January 4,
2007 now will be Friday, January 5, 2007, and the last delivery day for December 2006 Live Cattle
futures previously scheduled for Wednesday, January 10, 2006 now will be Thursday, January 11, 2007.

Weather: Tuesday, January 2, 2007 is the last trading day and final settlement day for all December
2006 Weather contracts and will be a normal trading day. All other Weather contract months will be
closed.

GSCI: There will be no trading of GSCI futures or options on Tuesday, January 2, 2007. As a result, the
last trading date and final expiration date for January 2007 GSCI futures and options, previously
scheduled for Wednesday, January 17, 2007 now will be Thursday, January 18, 2007.

All Other Commodities: All previously published expiration and other dates for commodity products
shall apply.

The Exchange notes that this action neither violates nor is inconsistent with any provision of the
Commodity Exchange Act or of the rules there under. There were no substantive opposing views to this
proposal. Shareholders/members are being notified of this change in CME trading hours in CME Special
Executive Report, S-4527, dated Friday, December 29, 2006.

If you require any additional information, please do not hesitate to contact Mr. Steven Youngren

at 312-930-4583 or via e-mail at syoungre@cme.com. Please reference our CME Submission 06-120 on
all future correspondence regarding this notification.

Sincerely,

Ihe hehe lg
Z

John W. Labuszewski
Managing Director, Research & Product Development