GLOBEX Advisory Notices
To CME Globex Customers
From CME Globex Account Management
Subject CME GSCI Excess Return Futures Launch
Notice Date 2006-03-02
Notice Number 030205-2
Effective Date 2006-03-02

Dear CME Globex Customers,

Effective Sunday, March 12, 2006 (for trade date March 13), CME is launching CME Goldman Sachs Commodity Index Excess Return Index (GSCI® ER) futures contracts on the CME Globex electronic trading platform.

The GSCI ER Index measures the returns accrued from investing in uncollateralized nearby commodity futures. CME GSCI ER futures will provide an opportunity to hedge commodity investments. CME GSCI ER futures will also be the creation unit for the CME GSCI Exchange Traded Fund, an ETF based on the GSCI Total Return Index.

CME GSCI ER futures are currently available for testing in the CME certification environment.

For more information on this CME Globex product launch, please contact Brett Vietmeier, Director, CME Equity Products, at 312.390.3394. If you have any questions or concerns, please contact your CME Globex Account Manager at 312.634.8700; or in Europe at +44.207.623.2550.

Thank you,

CME


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