News Release

Goldman Sachs Revises GSCI Commodity Weights for 2007

Mon Nov 06 2006

CHICAGO, Nov. 6 /PRNewswire-FirstCall/ -- Goldman Sachs Inc. today announced the 2007 composition and weights for the Goldman Sachs Commodity Index (GSCI®) trading at CME, the world's largest and most diverse financial exchange. The first futures contract to be affected by the change is the February 2007 contract, which is scheduled to be listed on the CME Globex® electronic trading platform on Nov. 16, 2006.

The GSCI is a world production-weighted commodity index that in 2007 will be composed of 24 liquid exchange-traded futures contracts. The GSCI includes energy, industrial metals, precious metals, agricultural and livestock products. The 2007 GSCI will include all of the futures contracts in the 2006 GSCI. No new commodities will enter the index and no existing commodities will be removed from the Index.

The GSCI has become the premier global commodity benchmark for measuring investment performance in the commodity markets. Designed as a reliable and publicly available benchmark, the GSCI tracks real economic activity as well as measuring the level of world commodity prices. CME introduced futures and options on the GSCI Spot Index in July 1992. For the first nine months of 2006 almost 454,000 CME GSCI Index futures contacts traded, an increase in volume of 22 percent over the same period in 2005.

For further information, please go to http://www.cme.com/ or visit the Goldman Sachs Web site at http://www.gs.com/gsci .

About Goldman Sachs

Goldman Sachs is a leading global investment banking, securities and investment management firm that provides a wide range of services worldwide to a substantial and diversified client base that includes corporations, financial institutions, governments and high net worth individuals. Founded in 1869, it is one of the oldest and largest investment banking firms. The firm is headquartered in New York and maintains offices in London, Frankfurt, Tokyo, Hong Kong and other major financial centers around the world.

About CME

CME ( http://www.cme.com/ ) is the world's largest and most diverse financial exchange. As an international marketplace, CME brings together buyers and sellers on the CME Globex electronic trading platform and on its trading floors. CME offers futures and options on futures in these product areas: interest rates, stock indexes, foreign exchange, agricultural commodities, energy, and alternative investment products such as weather, real estate and economic derivatives. CME is a wholly-owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME), which is part of the Russell 1000® Index and the S&P 500® Index.

Further information about CME and its products is available on the CME Web site at http://www.cme.com/ .

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CME-G

SOURCE: CME

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