News Release

CBOT Successfully Launches Dow Jones-AIG Commodity Index Futures

Mon Oct 02 2006

For Immediate Release

Media Contact:                                                                 
Jennifer Rook
(312) 435-3625                                              


CHICAGO, IL, October 2, 2006 – The Chicago Board of Trade (CBOT®) today announced the successful launch of its new futures contract based on the Dow Jones-AIG Commodity Index (DJ-AIGCISM). The new Dow Jones-AIG Commodity Index Excess Return (DJ-AIG ER) futures contract was developed at the request of market participants who sought an exchange-traded instrument that provides diverse, global commodities exposure.

The DJ-AIG ER contract was developed under a license agreement among the CBOT, Dow Jones Indexes and AIG Financial Products Corp. (AIGFP).  It replaces the existing CBOT DJ-AIG contract, which will be delisted following its December 2006 expiration. The DJ-AIG ER will settle to the value of the DJ-AIGCI, rather than to the sum of its individual components, reflecting the deep liquidity of the global markets that comprise the index.  

CBOT President and CEO Bernard W. Dan said, “The CBOT’s new DJ-AIG ER contract is a testament to the Exchange’s commitment to develop and enhance products to meet market participants’ diverse needs.  Combining the highly-recognizable Dow Jones commodity index with an easy-to-use contract design and already-established liquidity in the CBOT markets will result in greater trading opportunities for the industry.”

The DJ-AIG ER contract trades exclusively on the Exchange’s electronic trading platform.  The new DJ-AIG ER futures contract will trade exclusively on the Exchange’s premier electronic trading platform, e-cbot®, from 8:15 a.m. – 1:30 p.m. CT, Monday through Friday.  The CBOT is also creating a market maker program for the new DJ-AIG ER futures contract, ensuring the availability of a two-sided market for participants.  The CBOT is currently negotiating with potential liquidity providers – AIGFP will serve as one of the market makers.

Commodities in the DJ-AIGCI include:  Aluminum, Copper, Coffee, Corn, Cotton, Crude Oil, Gold, Heating Oil, Lean Hogs, Live Cattle, Natural Gas, Nickel, Silver, Soybeans, Soybean Oil, Sugar, Unleaded Gasoline (RBOB), Wheat and Zinc.

About the CBOT

As one of the leading global derivative exchanges, the Chicago Board of Trade provides a diverse mix of financial, equity and commodity futures and options-on-futures products.  Building on its 158-year history, the CBOT continues to advance into the future using the strength of deep liquidity, market integrity and member-trader expertise.  Using superior trading technology in both electronic and open-auction trading platforms, the CBOT provides premier customer service to risk managers and investors worldwide.  For more information, visit our website at

Forward Looking Statements

Certain statements in this press release may contain forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995 and includes any use of the words “may,” “should,” “could,” “expects,” “plans,” “anticipates,” “believes,” “estimates,” “predicts,” “potential” or “continue.”  These statements are based on management’s current expectations and involve assumptions that may be subject to change or risks and uncertainties that could cause actual results to differ materially from those set forth in the statements.  Accordingly, actual outcomes and results may differ materially from what is expressed or implied in any forward-looking statement contained in this press release.  The factors that may affect our performance may be found in the Annual Report on Form 10-K and other periodic reports filed by CBOT Holdings, Inc. with the U.S. Securities and Exchange Commission (“SEC”).  These filings can be obtained at the SEC’s website at  We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.

“Dow Jones,” “AIG®” and “Dow Jones-AIG Commodity IndexSM” are service marks of Dow Jones & Company, Inc. and American International Group, Inc. (“American International Group”), as the case may be, and have been licensed for use for certain purposes by CBOT.  CBOT’s DJ-AIG ER contract based on the Dow Jones-AIG Commodity IndexSM, are not sponsored, endorsed, sold or promoted by Dow Jones, AIG Financial Products Corp. (“AIG-FP”), American International Group, or any of their respective subsidiaries or affiliates, and none of Dow Jones, AIG-FP, American International Group, or any of their respective subsidiaries or affiliates, makes any representation regarding the advisability of investing in such contracts.

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