News Release

CME Sets New Daily Volume Record with 7.5 Million Contracts on June 1

Wed Jun 01 2005

CME® Globex®Sets New Daily Volume Record of 5.1 Million Contracts; Eurodollar and Euro FX Records Set CHICAGO, June 2, 2005 - CME, the largest U.S. futures exchange, today announced that trading volume exceeded 7.5 million contracts* on Wednesday, June 1, surpassing the previous CME record of 7.0 million contracts traded set on Friday, April 15. The CME Globex electronic trading platform set a new single-day record with 5.1 million contracts trading, overtaking the prior record of 4.9 million contracts traded on Friday, April 15. CME also set a one-day open interest record of 33.6 million positions*, breaking the previous mark of 33.4 million positions set on March 10. Open interest is the number of contracts that have been opened with either a purchase or sale, but not closed with an offsetting transaction. In addition, CME achieved new records in a number of its individual products on Wednesday. Interest rate products set a new electronic trading record of 3.1 million contracts, driven by a record day for the benchmark CME Eurodollar futures contracts, which traded 3 million contracts. Open interest in interest rate products for the day reached a new high of 28.4 million positions, including a record 9 million open CME Eurodollar futures positions and 19 million CME Eurodollar options positions. For the second consecutive day, CME Euro FX futures hit a new record with 209,765 contracts traded on CME Globex, up from the 206,465 contracts traded on Tuesday, May 31. Total CME Euro FX volume reached a new trading high of 233,181 contracts. This represents notional value of $32 billion and $36 billion respectively. New open interest records were also achieved yesterday in CME’s new Euro FX and Japanese yen options contracts. Open interest in the Yen options was 8,339 positions and 6,484 for the Euro FX options. *excluding its non-traditional TRAKRS TM products 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. 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 annualreport on Form 10-K, 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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