News Release

CME Reports Average Daily Volume of 3.7 Million Contracts in August 2005, Up 27 Percent from Year-Ago Period

Thu Sep 01 2005

CME Sets Multiple Single-Day Trading Records on August 31, Including Total Volume of Nearly 10 Million Contracts CHICAGO, September 1, 2005 –CME, the largest U.S. futures exchange, today said average daily volume in August was 3.7 million contracts, up 27 percent from the same period a year ago. Total monthly volume was more than 85 million contracts. Average daily volume on the CME® Globex® electronic trading platform averaged 2.6 million contracts, a 42 percent increase from August 2004. Electronic trading represented 69 percent of total CME volume in August, compared with 62 percent in the prior-year period. August 31, 2005 was the most active trading day in CME history. Total trading volume was 9.97 million contracts, breaking the previous record of 7.5 million contracts on June 1. Volume on the CME Globex platform was 6.8 million contracts, compared with the prior record of 5.1 million contracts on June 1. Interest rate contracts reached a record above 7.5 million contracts, versus the prior record of 5.2 million contracts on June 1. CME Eurodollar futures and options traded on the CME Globex platform posted a record 4.6 million contracts compared with the prior record of 3.3 million contracts on June 3. CME total interest rate volume was 2.2 million contracts per day in August, up 29 percent from the same period a year ago. This increase was driven by electronic CME Eurodollar futures, which represented 81 percent of total CME Eurodollar futures volume in August, compared with 63 percent in August 2004. Electronic CME Eurodollar futures averaged 1.2 million contracts per day in August, up 63 percent from the same period a year ago. Average daily volume of CME foreign exchange products was 285,000 contracts, a 68 percent increase compared with August 2004. During the month, electronic foreign exchange products increased 101 percent from the same period one year ago to reach 240,000 contracts per day. Trading in CME E-mini™ equity index products averaged 1.1 million contracts per day in August, an increase of 18 percent compared with the same period last year. Open interest for all CME products at the end of August approached 34 million contracts, with an additional 7 million Total Return Asset ContractsTM (Trakrs). Additionally, the Chicago Board of Trade (CBOT) had approximately 11 million open positions at the CME Clearing House at the end of August. Open interest represents the number of contract positions that are not closed out at the end of a trading session. CME MONTHLY AVERAGE DAILY VOLUME (In Thousands) August 2005 August 2004 Percent Change CME PRODUCT LINE Interest Rates 2,162 1,679 29% E-Minis 1,123 951 18% Equity Standard 102 88 16% Foreign Exchange 285 169 68% Commodities 42 35 20% Sub Total 3,714 2,923 27% trakrs 32 24 31% Total 3,745 2,947 27% VENUE Open Outcry 1,100 1,057 4% Globex (Ex trakrs) 2,574 1,816 42% Privately Negotiated 40 50 -21% CME RATE PER CONTRACT THROUGH JULY 2005 (excluding trakrs) Average Rate Per Contract (In Dollars) Rolling Three-Month Average 3-Month Period Ending By Product Line Total By Venue Interest Rates E-Minis Equity Standard Foreign Exchange Commodities Open Outcry CME Globex Privately Negotiated Jul-05 0.502 0.684 1.324 1.348 0.855 0.655 0.472 0.679 3.561 Jun-05 0.506 0.687 1.330 1.357 0.870 0.651 0.467 0.678 3.615 May-05 0.510 0.684 1.336 1.414 0.883 0.655 0.471 0.686 3.637 Average Daily Volume (In Thousands) Rolling 3 Month Average 3-Month Period Ending By Product Line Total By Venue Interest Rates E-Minis Equity Standard Foreign Exchange Commodities Open Outcry CME Globex Privately Negotiated Jul-05 2,311 1,179 119 334 50 3,994 1,107 2,839 47 Jun-05 2,577 1,301 124 332 46 4,380 1,210 3,144 47 May-05 2,574 1,334 130 310 50 4,397 1,308 3,041 49 Monthly Volume Reports 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 $1.6 billion per day in settlement payments in first-half of 2005 and managed $43.7 billion in collateral deposits at June 30, 2005, including $4.0 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE, 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 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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