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CHICAGO (CNN) -- Jimmy Fallon spent his Sunday morning chilling out in Chicago...literally.

Here you can see the "Tonight Show" host, dressed in a suit and tie, coming back onto dry land after plunging into Lake Michigan's bitter cold waters.

It was all part of the so-called Polar Plunge, an event aimed at raising money for Special Olympics Chicago.

Fallon agreed to take part in the event with Chicago Mayor Rahm Emanuel.

In exchange, the mayor said he would appear on Fallon's show.

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