RECEIVED

CREE cmeeé

ang WGA AM 7 58 Chicago Mercantile Exchange

=CRETARIAT 20 South Wacker Drive
Chicago, IL 60606-7499
www.cme.com

ofc. OF The

August 17, 2006

Ms. Eileen Donovan

Acting Secretary of the Commission
Commodity Futures Trading Commission
Three Lafayette Centre

1155 21" Street, NW

Washington, DC 20581

RE: CME Rule 588.K. (“Globex No Bust Ranges”)
Submission No. 06-72
Dear Ms. Donovan:

Chicago Mercantile Exchange Inc. (“CME” or “Exchange") hereby notifies the Commission that
the Exchange has approved amendments to Rule 588.K. to include no bust ranges for the NYMEX
energy futures contracts that now trade on CME Globex. The NYMEX products that were initially listed
have recently changed, with new contracts offered and previous contracts removed. These changes
are reflected in the attached rule with additions underlined and previous additions that have since been
removed or changed lined out.

The Exchange certifies that this program neither violates nor is inconsistent with any provision
of the Commodity Exchange Act or of the rules and regulations thereunder.
If you have any questions regarding this matter, please call me at (312) 338-2861.

Sincerely,

/S/ Stephen M. Szarmack
Director and Associate General Counsel

enc.



588.K.

GLOBEX No Bust Ranges
Futures

Eurodollar and LIBOR

T-Bills

Fed Fund “Turn”

Agency Notes

Swaps

THE and CETES

CPI Futures

Eurozone HICP Futures

Currency Futures (except British pound and
Mexican Peso)

British Pound Futures and Mexican Peso
Futures

S&P 500 and E-mini S&P 500

S&P Citigroup Growth

S&P Citigroup Value

S&P Midcap 400 and E-mini S&P Midcap 400
S&P Smallcap 600

E-Mini S&P Asia 50

E-Mini MSCI EAFE

S&P 500 Depository Receipts

Russell 2000 and E-mini Russell 2000
E-mini Russell 1000

iShares Russell 2000

Nasdaq-100 and E-mini Nasdaq-100
E-mini Nasdaq Composite

E-mini Nasdaq Biotechnology
Nasdaq-100 Index Tracking Stock
Nikkei 225 ($ and ¥)

S&P 500 Technology SPCTR

S&P 500 Financial SPCTR

Housing Futures

TRAKRS Futures

Goldman Sachs Commodity Index
CME Weather

Lean Hogs

Live Cattle

Feeder Cattle

Pork Bellies

Butter (Cash-Settled)

Milk

Urea

DAP

UAN

Ethanol

NYMEX Crude Oil and NYMEX miNY Crude
Oil

NYMEX Brent and NYMEX miNY Brent
NYMEX Natural Gas and NYMEX miNY

No Bust Range

2.5 basis points or less
5 basis points or less
50 basis points or less
16 ticks or less

5 basis points or less
30 ticks or less

5 basis points or less
25 basis points or less
20 ticks or less

30 ticks or less

6.00 index points or less
4.00 index points or less
4.00 index points or less
4.00 index points or less
4.00 index points or less
12.00 index points or less
12.00 index points or less
0.60 index points or less
4.00 index points or less
4.00 index points or less
0.40 index points or less
12.00 index points or less
12.00 index points or less
12.00 index points or less
0.30 index points or less
60.00 index points or less
3.00 index points or less
3.00 index points or less
2.00 index points or less
25 cents or less

2.50 index points or less
25.00 index points or less
$0.0050 per pound or less
$0.0050 per pound or less
$0.0050 per pound or less
$0.0050 per pound or less
$0.0075 per pound or less
$0.20 per cwt. or less

$3 per ton or less

$3 per ton or less

$3 per ton or less

$.025 per gallon or less
$0.80 $0.25

$0:80 $0.25
$046 $0.05

Natural Gas
NYMEX Natural Gas (last-day) futures

$046 $0.05

NYMEX Heating Oil and NYMEX miNY

Heating Oil
NYMEX RBOB Gasoline and NYMEX miNY

$0.02 $0.01
$0.02 $0.01

RBOB Gasoline
NYMEX Unleaded Gas

NYMEX Propane
NYMEX Gas Oil
NYMEX Palladium
NYMEX Platinum

Futures Combinations

All Eurodotlar Combinations

$0.01

$0.01

$5.00 $4.00

$5.00 per troy ounce or less
$10.00 per troy ounce or less

2.5 basis points or less


5875

Intra-Commodity (non-ED and non-E-
Livestock) Futures Spreads

Intra-Commodity E-Livestock Futures Spreads
(Lean Hogs, Live Cattle, Feeder Cattle, Pork
Bellies, Milk)

Inter-Commodity (non-ED) Futures Spreads

All NYMEX Intra-commodity Combinations

5 ticks or less

Same as the no bust range of the
individual legs

The wider of the no bust ranges of the
two individual legs

Same as the no bust range of the

in ual legs
impli $9:20
NYMEX Non implied Natural ad $0.04
NYMEX Non implied Natural Gas Hiast- day $0.04

spreads
NYMEX Inter-Commodity Futures Spreads

The wider of the no bust ranges of the

NYMEX Strips

Options on Futures

Interest Rate Options

All Eurodollar Covered Strategies

Prices below or equal to 5 basis points

Prices greater than 5 through 15 basis points
Prices greater than 15 through 25 basis points
Prices greater than 25 basis points

Equity Index Options

Any premium level

Currency Options
Any premium level
Options Combinations

Interest Rate Options (Deltas greater than
50%)

two individual legs
Same as the no bust range of the
individual legs

No Bust Range

1 basis point

1 basis point
1.5 basis points
2 basis points
2.5 basis points

20% of premium (up to 3.00 index points
with a minimum of 1 tick) or less

20% of premium (up to 10 ticks with a
minimum of 1 tick) or less

2.5 basis points