News Release

CME Eurodollar Electronic Options Reach a New Volume Record

Mon Jan 30 2006

CHICAGO, Jan. 30 /PRNewswire-FirstCall/ -- CME, the world's largest and most diverse financial exchange, today reported record electronic options on futures contracts trading volume in its benchmark CME® Eurodollar interest rate product during the Friday, Jan. 27 trading session. A total of 183,672 CME Eurodollar options contracts were electronically traded on the CME® Globex® platform that operates virtually 24 hours every trading day. The electronic CME Eurodollar option contracts traded Friday, Jan. 27 represented 18 percent of overall CME Eurodollar options volume of 1,013,983 contracts traded that day.

Friday's record exceeded the prior record for electronically traded CME Eurodollar options of 148,330, which was set on Sept. 22, 2005, which represented 16.5 percent of the total CME Eurodollar options volume traded that day.

In 2005 CME Eurodollar options reached an average daily volume of 746,000 options traded, up more than 50 percent from 2004 when average daily CME Eurodollar options volume was 516,000 contracts. Year to date, average daily volume in CME Eurodollar options is 900,000.

In February, CME will be launching new enhancements to its platform, including enhanced market maker protections, top-order functionality and automated Request for Cross, which will allow greater liquidity and transparency in its electronic Eurodollar options market.

Two other CME options records were set last Friday. CME E-mini™ Russell 2000® options hit a new one-day high of 5,388 options traded. CME Euro FX options with European-style expiration set a new volume record of 2,311 options reflecting a notional value of $350 million. Both options began trading in 2005.

Chicago Mercantile Exchange Inc. ( http://www.cme.com/ ) is the world's largest and most diverse financial exchange. 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 $1.4 billion per day in settlement payments in the first three quarters of 2005 and managed $43.8 billion in collateral deposits at September 30, 2005, including $3.8 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(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 http://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. Further information about CME and its products is available on the CME Web site at http://www.cme.com/ .

CME-G

First Call Analyst:
FCMN Contact: aliskey@cme.com

SOURCE: Chicago Mercantile Exchange Inc.

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