News Release

CME FX Volumes Continue to Grow With New Overall and CME® Globex® Records on December 12

Tue Dec 13 2005

CHICAGO, Dec. 13 /PRNewswire-FirstCall/ -- CME, the world's largest and most diverse financial exchange, and the largest regulated marketplace for foreign exchange (FX) trading, set several FX volume records yesterday, including a new total FX volume record of 872,271 futures and options on futures contracts, representing $96 billion in notional value. This surpassed the previous record of 748,050 futures and options on futures contracts traded achieved on June 8, 2005. In addition, record volume of 622,329 futures and options on futures contracts was traded on the CME Globex electronic trading platform, representing 71 percent of total FX volume. This broke the previous CME electronic FX volume record of 510,922 contracts set on July 21, 2005. Monday's electronic trading record represents $70 billion in notional value.

CME set new electronic individual currency records yesterday in its Japanese Yen futures with 139,308 contracts, Swiss Franc futures with 75,389 contracts, and Canadian Dollar futures with 72,425 futures contracts traded respectively. CME also set individual currency records in its Japanese Yen futures with 166,432 contracts, Swiss Franc futures with 89,244 contracts, Canadian Dollar futures with 113,398 contracts, British Pound futures with 120,691 contracts and Euro FX futures with 249,719 contracts.

CME offers the largest regulated FX derivatives trading complex in the world, providing users with liquid, transparent markets, guaranteed execution and central counterparty clearing risk management on 36 individual FX futures and 23 options on futures products. CME received FX Week's 2004 and 2005 eFX award for the best electronic futures platform. For third quarter 2005, CME FX averaged a record 336,000 contracts per day, representing a notional value of $40 billion, approximately 82 percent of which was traded electronically on the CME® Globex® electronic trading platform. Last year, over 51 million FX contracts with a notional value of over $6.2 trillion traded at CME.

Chicago Mercantile Exchange Inc. ( http://www.cme.com/ ) is the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on CME Globex electronic trading platform and on its trading floors. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.4 billion per day in settlement payments in the first three quarters of 2005 and managed $43.8 billion in collateral deposits at September 30, 2005, including $3.8 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME), which is part of the Russell 1000® Index.

Statements in this news release that are not historical facts are forward- looking statements. These statements are not guarantees of future performance and involve risks, uncertainties and assumptions that are difficult to predict. Therefore, actual outcomes and results may differ materially from what is expressed or implied in any forward-looking statements. More detailed information about factors that may affect our performance may be found in our filings with the Securities and Exchange Commission, including our most recent annual report on Form 10-K, which can be obtained at its Web site at http://www.sec.gov/ . We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.

Chicago Mercantile Exchange, CME and Globex are registered trademarks of Chicago Mercantile Exchange Inc. Other trade names, service marks, trademarks and registered trademarks that are not proprietary to Chicago Mercantile Exchange Inc. are the property of their respective owners, and are used herein under license.

CME-G

SOURCE: CME

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