News Release

CME Establishes Single-Day CME Eurodollar Interest Rate Volume Records

Fri May 06 2005

CHICAGO, May 9, 2005 -- CME, the largest U.S. futures exchange, reported record electronic, combined (electronic and trading floor) and electronic options trading volume in its benchmark CME Eurodollar interest rate product during the Friday, May 6 trading session. A total of 3.4 million CME Eurodollar futures contracts were traded Friday, including 2.9 million contracts traded on CME Globex, the exchange’s electronic platform that operates virtually 24 hours every trading day. In addition, CME traded a record 99,582 CME Eurodollar options electronically. The new records eclipse the prior total of electronically traded CME Eurodollar volumes of 3.2 million and 2.4 million, which were set on May 7, 2004, and April 1, 2005, respectively. The previous record of electronically traded CME Eurodollar options was 89,886, which occurred on April 18, 2005. 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 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 $1.5 billion per day in settlement payments in first quarter 2005 and managed $44.4 billion in collateral deposits as of March 31, 2005, including $4.3 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. 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. TRAKRS 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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