News Release

CME Interest Rate Products Continue to Set New Open Interest Records

Thu Feb 24 2005

E-mini Russell 2000 Open Interest Also Reaches a Milestone CHICAGO, Feb. 24, 2005 - CME, the largest U.S. futures exchange, set a new open interest record yesterday for its Interest Rate Products group, which includes the world’s most actively traded futures contract, CME Eurodollar futures. Open interest of 25,078,878 positions broke the previous record of 24,763,247 set on Feb. 22, 2005. Interest rate options accounted for 16,767,125 of these positions, also a record. In February alone, CME interest rate products broke 10 overall open interest records prior to yesterday. Other open interest records within the product group were CME Eurodollar futures contracts, 8,151,610 positions, and CME Eurodollar options, 16,766,812. In other product groups, CME’s E-mini™ Russell 2000® futures contract saw record open interest of 204,336 positions yesterday with volume of 105,981 futures contracts. Open interest reflects the total number of contracts that have not yet been offset or fulfilled for delivery. Chicago Mercantile Exchange Inc. (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 floor. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.5 billion per day in settlement payments in 2004 and managed $44.1 billion in collateral deposits as of Dec. 31, 2004, including $3.1 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: 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 quarterly report on Form 10-Q, which can be obtained at its Web site at 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, the globe logo and CME Globex are registered trademarks of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. CLEARING 21 is a registered trademark of CME and New York Mercantile Exchange, Inc. S&P, S&P 500, NASDAQ-100, Nikkei 225, Russell 1000, Russell 2000, TRAKRS, Total Return Asset Contracts and 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.

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