News Release

June 2005 Volume

Wed Jun 01 2005

CME Second-Quarter Average Daily Volume Reached Record 4.4 Million Contracts, Up 33 Percent from Last Year; Monthly Volume in June Reached 4.2 Million Contracts per DayCME® Globex® Second-Quarter Volume Increased 82 Percent from 2004; Electronic Volume in June Averaged 3.0 Million Contracts per Day, Representing 71 Percent of Total CHICAGO, July 1, 2005 - CME, the largest U.S. futures exchange, today reported that total volume for the second quarter averaged a record 4.4 million contracts per day, up 33 percent from the same period a year ago. Total CME volume was above 280 million contracts for the quarter. Average daily volume on the CME Globex electronic trading platform was 3.1 million contracts, an 82 percent increase from second-quarter 2004 and a 19 percent increase from first-quarter 2005. During the quarter, CME Globex volume represented 71 percent of total exchange volume, compared with 66 percent in first-quarter 2005 and 52 percent in second-quarter 2004. In June, CME average daily volume was 4.2 million contracts, up 34 percent from June 2004. Representing 71 percent of total exchange volume during June, trading on the CME Globex platform averaged 3.0 million contracts per day, up 78 percent from June 2004. CME’s foreign exchange (FX) markets hit a monthly average daily volume record of 388,000 contracts per day, an increase of 91 percent from the same period a year ago. Second-quarter results include the following highlights: During the quarter, CME’s FX markets averaged a record 332,000 contracts per day, representing a notional value of $43 billion per day and an increase of 89 percent from the same period a year ago. Electronic trading in CME FX markets more than doubled from last year’s levels, reaching more than 265,000 contracts per day. Record trading in CME interest rate products of 2.6 million contracts per day was up 36 percent compared with second-quarter 2004. Average daily volume of CME Eurodollar futures on the CME Globex platform in the second quarter grew to 1.5 million contracts, up from 523,000 contracts per day in second-quarter 2004. CME’s record E-mini™ volume of 1.3 million contracts per day was up 21 percent compared with the same period a year ago. June results include the following highlights: In addition to CME’s overall FX monthly volume record, CME electronic FX reached a record 304,000 contracts per day in June, up 151 percent from June 2004. CME’s E-mini™ volume reached 1.2 million contracts during June 2005, up 35 percent compared with June 2004. CME’s interest rate product line averaged 2.4 million contracts per day and was up 31 percent compared with June 2004. -- CME Eurodollar futures on CME Globex averaged 1.5 million contracts per day in June 2005. CME AVERAGE DAILY VOLUME (In Thousands) Q2 2005 Q2 2004 Percent Change CME PRODUCT LINE Interest Rates 2,577 1,889 36% E-Minis 1,301 1,075 21% Equity Standard 124 112 11% Foreign Exchange 332 176 89% Commodities 46 41 15% Sub Total 4,380 3,293 33% trakrs 21 68 -68% Total 4,401 3,360 31% VENUE Open Outcry 1,210 1,534 -21% CME Globex (Ex trakrs) 3,122 1,720 82% Privately Negotiated 47 39 19% CME MONTHLY AVERAGE DAILY VOLUME (In Thousands) June 2005 June 2004 Percent Change CME PRODUCT LINE Interest Rates 2,420 1,852 31% E-Minis 1,226 910 35% Equity Standard 162 151 7% Foreign Exchange 389 204 91% Commodities 46 39 17% Sub Total 4,243 3,156 34% trakrs 13 41 -67% Total 4,256 3,196 33% VENUE Open Outcry 1,170 1,413 -17% Globex (Ex trakrs) 3,017 1,694 78% Privately Negotiated 55 48 14% First Half 2005 First Half 2004 Percent Change CME PRODUCT LINE Interest Rates 2,410 1,655 46% E-Minis 1,270 1,072 18% Equity Standard 126 115 10% Foreign Exchange 313 182 72% Commodities 49 39 26% Sub Total 4,168 3,063 36% trakrs 26 92 -72% Total 4,194 3,155 33% VENUE Open Outcry 1,242 1,490 -17% CME Globex (Ex trakrs) 2,876 1,534 87% Privately Negotiated 50 39 28% CME RATE PER CONTRACT THROUGH MAY 2005 (excluding trakrs) Average Rate Per Contract (In Dollars)Rolling Three-Month Average 3-Month Period Ending

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