Sears tower?
From looking on the internet, the address is listed as 141 West Jackson Boulevard in Chicago. I tried to find more at the CBOT site and found a really eerie picture of a man who bears a striking resemblance to UBL at this link: http://www.cbot.com/cbot/building/page/0,3473,540,00.html
Very close to it. CBT is on Jackson, a few blocks