$-4527
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.

If you have any questions, please contact Maz Chadid, at 312-930-8246, or
Richard Co, at 312-930-3227, or Steve Youngren, at 312-930-4583.


cmeé

Chicago Mercantile Exchange

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

January 2, 2007

Ms. Eileen Donovan

Office of the Secretariat :
Commodity Futures Trading Commission
Three Lafayette Centre

1155 21 Street, NW a
Washington DC 20581 >

RE: Section Sc(c)1 and Regulation 40.6 Submission. Exchange Certification of Change to
Previously Announced Termination Date for January 2007 Goldman Sachs Commodity
Index Futures and Options. CME Submission #07-01.

Dear Ms. Donovan:

On Friday, December 29, 2006, Chicago Mercantile Exchange Inc. (“CME” or “Exchange”)
announced that Goldman Sachs Commodity Index (“GSCI”) futures and options would be closed on
Tuesday, January 2, 2007 in observance of the National Day of Mourning for President Ford.

Under CME Rules 40102.G. and 401A01.I., respectively, trading in GSCI futures and options
terminates on the 11" business day of the contract month. Due to the closure on January 2, the
previously-announced termination date of Wednesday, January 17, 2007 now will be Thursday,
January 18, 2007.

CME first notified market participants of this schedule change via Special Executive Report S-4527
dated December 29, 2006. A copy of this notice is attached.

The Exchange certifies that this action complies with the Commodity Exchange Act and rules
thereunder.


Ms. Elicen Donovan

Change to GSCI Termination Date
January 2, 2007

Page 2

If you have any questions regarding this submission, please contact Mr. Paul Peterson at (312) 930-
4587 or via e-mail at ppeterso@cme.com . Please refer to CME Submission #07-01 in all
correspondence regarding this matter.

Sincerely,

be &

John W. Labuszewski, Managing Director
Research & Product Development


cme @

Chicago Mercantile Exchange

2OSouh Wacker Bove 392/990 1000
Special Executive Report Swwenecam | HMGGAAIO NEN
$-4527 December 29, 2006

NATIONAL DAY OF MOURNING FOR FORMER PRESIDENT GERALD R. FORD

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.