cme ®

Chicago Mercantile Exchange

20 South Wacker Drive 312/930, 1000 tel
Chicago, IL 60606-7499 312/466.4410 fax
www.cme.com

July 3, 2006

Ms, Eileen Donovan

Office of the Secretariat

Commodity Futures Trading Commission
Three Lafayette Centre, 1155 21" Street, NW
Washington, DC 20581

RE: Exchange Certification of Amendments to PIMCO® CommodityRealReturnTM
DJ-AIGCITM TRAKRSTM (“PIMCO CCR TRAKRS”) Futures. Submitted per Sec. 5c(c)(1)
of the CEA and Regulation §40.6(1) Thereunder. CME Submission # 06-59.

Dear Ms. Donovan:

Chicago Mercantile Exchange (“CME” or “Exchange”) hereby notifies the Commission
of amendments to Rule 41504, PERFORMANCE BONDS. These amendments are submitted
pursuant to Sec. Sc(c)(1) of the CEA and Regulation §40.6(1) Thereunder.' The Exchange
intends to make these amendments effective as of July 5, 2006.

These amendments are of a technical nature and are intended downwardly to adjust
TRAKRS Platform Fees and the Index Expense Factor by five (5) basis points. Specifically,
TRAKRS Platform Fees are reduced from 1.34% to 1.29% per annum. As such, the Index
Expense Factor, of which TRAKRS Platform Fees represent a component, is reduced from
1.72% to 1.67% per annum.

‘ Note that CME submitted Exchange Certification of PIMCO® CommodityRealRetumTM DJ-AIGCITM TRAKRSTM
(“PIMCO CCR TRAKRS”) Futures per Sec. 5c(c)(1) of the CEA and Regulation Sec. 40.6(a) Thereunder via CME
Submission #06-46 dated May 24, 2006. The Special Marketing Period commenced on May 26, 2006 and
concluded June 28, 2006. PIMCO CCR TRAKRS futures were subsequently opened for trade on the CME”
Globex® electronic trading system on June 29, 2006 per Rule 37402.K, Special Opening Procedures.



Ms. Eileen Donovan
July 3, 2006
Page 2 of 3

The Exchange certifies that this action neither violates nor is inconsistent with any

portion of the Commodity Exchange Act or of the rules thereunder.

Please do not hesitate to contact me at 312-466-7469 or jlab@cme.com if any questions
arise during the processing of this submission. Please reference our CME Submission #06-59 on
all future correspondence for this submission.

Sincerely,

John W. Labuszewski, Managing Director
Research & Product Development

CC: Mr. Thomas Leahy, CFTC Division of Trading and Markets


Ms. Eileen Donovan
July 3, 2006
Page 3 of 3

Amendments to
PIMCO® CommodityRealReturnTM DJ-AIGCITM TRAKRSTM

(Additions are underlined, deletions are bracketed and overstruck)

37401.D. Index Expense Factor

1.

The Index Expense Factor shall be [442%] 1.67% per annum. Each day, the Index Expense
Factor will be applied to the Multiplier pro rata based on a 365-day year. The daily application
of the Index Expense Factor will reduce the Multiplier, which will, in turn, reduce the value of the
Index on a daily basis. The Index Expense Factor will equal the sum of the Spread, the TRAKRS
Platform Fees and the Estimated Index Replication Costs (each, as defined below).

The Spread shall equal 0.00% per annum.
TRAKRS Platform Fees shall equal [434%] 1.29% per annum.

Estimated Index Replication Costs shall equal 0.38% per annum.

Clean Copy of Amendments to
PIMCO® CommodityRealReturnTM DJ-AIGCITM TRAKRSTM

(Additions are underlined, deletions are bracketed and overstruck)

37401.D, Index Expense Factor

4.

The Index Expense Factor shall be 1.67% per annum. Each day, the Index Expense Factor will
be applied to the Multiplier pro rata based on a 365-day year. The daily application of the Index
Expense Factor will reduce the Multiplier, which will, in turn, reduce the value of the Index on a
daily basis. The Index Expense Factor will equal the sum of the Spread, the TRAKRS Platform
Fees and the Estimated Index Replication Costs (each, as defined below).

The Spread shall equal 0.00% per annum.
TRAKRS Platform Fees shall equal 1.29% per annum.

Estimated Index Replication Costs shall equal 0.38% per annum.