Goodbye CPI - CME Delists CPI Contracts

http://www.cme.com/clearing/clr/clradv/20830.html

Effective Friday, December 15, 2006, CME will delist the CME Consumer Price Index (Clearing code: CU) futures contract months. There is currently no open interest in any contract month, nor has there been any recent activity in this contract.

So its back to gold for inflation hedgers.