News Release

CME Reports October 2006 Volume Averaged 5.3 Million Contracts per Day, Up 18 Percent from Year-Ago Period

Wed Nov 01 2006

CHICAGO, Nov. 1 /PRNewswire-FirstCall/ -- CME, the world's largest and most diverse financial exchange, today announced October volume averaged 5.3 million contracts per day, up 18 percent from October 2005. Total monthly volume in October 2006 was 116 million contracts. Average daily volume on the CME Globex electronic trading platform increased 17 percent from October 2005 to 3.9 million contracts per day, representing 74 percent of total exchange volume. Total options volume was 1.1 million contracts per day, up 44 percent month over month. Electronic options volume averaged 137,000 contracts per day for the month, up 68 percent from the same period a year ago.

CME total interest rate volume averaged 3.1 million contracts per day in October, up 32 percent from the same period a year ago. CME Eurodollar futures volume averaged 2.1 million contracts per day, up 26 percent month over month, and CME Eurodollar options volume was up 48 percent to an average of 1.0 million contracts per day. Electronic volume of CME Eurodollar options averaged 77,000 contracts per day during the month, up 127 percent from October 2005 and representing 8.0 percent of Eurodollar options volume.

CME E-mini equity index volume averaged 1.6 million contracts per day in October, down 4 percent compared with October 2005. Total equity options volume grew 28 percent from the same period a year ago, to average 129,000 contracts per day. CME E-mini options volume averaged a record 59,000 contracts per day, up 25 percent from October 2005. CME equity standard volume grew 2 percent to average 125,000 contracts per day.

CME foreign exchange volume in October averaged 407,000 contracts per day, up 24 percent compared with the year-ago period. Electronic foreign exchange volume increased 31 percent to average 363,000 contracts per day compared with October 2005.

All statistics in this news release exclude data on CME's non-traditional TRAKRS® products, and CME Auction Markets™ products, unless otherwise noted. All references to options refer to options on futures contracts.

CME commodities and alternative investments volume averaged 71,000 contracts per day in October, up 37 percent from the same period a year ago.

NYMEX volume on the CME Globex platform averaged a record 332,000 contracts per day in October, quadrupling since June 2006, when products were first available to trade under the current NYMEX-CME agreement. Additionally, NYMEX volume on Globex reached a daily record of 415,437 contracts on the last day of the month, topping the previous record of 411,265 contracts traded on October 19.

  CME MONTHLY AVERAGE DAILY VOLUME (In Thousands)

                               October 2006    October 2005   Percent Change
  CME PRODUCT LINE
  Interest Rates                    3,115           2,351           32%
  E-Minis                           1,570           1,634           -4%
  Equity Standard                     125             123            2%
  Foreign Exchange                    407             328           24%
  Commodities and Alt. Inv.            71              52           37%
    Sub Total                       5,288           4,488           18%
  TRAKRS                              172              21          707%
    Total                           5,460           4,509           21%

  VENUE
  Open Outcry                       1,349           1,114           21%
  CME Globex (Ex TRAKRS)            3,895           3,328           17%
  Privately Negotiated                 44              46           -4%

  Note: CME Weather and GSCI products moved from Equity Standard to
  Commodities in April, and prior months were adjusted.



  CME ROLLING THREE-MONTH AVERAGES (excluding TRAKRS)

  Average Rate Per Contract (In Dollars)

  3-Month              By Product Line                       By Venue
  Period                                  Commod-
  Ending                                   ities                       Pri-
                                            and                       vately
        Interest E-Minis Equity   Foreign   Alt.         Open   CME    Nego-
          Rates         Standard  Exchange  Inv.  Total Outcry Globex tiated
  Sep-06  0.496   0.712   1.338    1.146   0.939  0.641  0.475  0.668  3.545
  Aug-06  0.484   0.690   1.403    1.131   0.944  0.629  0.467  0.661  3.620
  Jul-06  0.486   0.691   1.406    1.110   0.913  0.637  0.484  0.662  3.814
  Jun-06  0.477   0.698   1.421    1.119   0.921  0.632  0.480  0.657  3.785


  Average Daily Volume (In Thousands)

  3-Month              By Product Line                       By Venue
  Period                                  Commod-
  Ending                                   ities                       Pri-
                                            and                       vately
        Interest E-Minis Equity   Foreign   Alt.         Open   CME    Nego-
          Rates         Standard  Exchange  Inv.  Total Outcry Globex tiated
  Oct-06  3,204   1,535    150      433     74    5,397  1,490  3,855   52
  Sep-06  3,148   1,564    154      423     78    5,367  1,517  3,801   50
  Aug-06  3,194   1,685    166      411     78    5,535  1,629  3,858   48
  Jul-06  3,144   1,818    179      452     84    5,677  1,586  4,046   44

CME ( 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 the CME Globex® electronic trading platform and on its trading floors. CME offers futures and options on futures in these product areas: interest rates, stock indexes, foreign exchange, agricultural commodities, energy, and alternative investment products such as weather, real estate and economic derivatives. CME is a wholly-owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME), which is part of the Russell 1000® Index and the S&P 500® 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, CME Globex and E-mini are trademarks of Chicago Mercantile Exchange Inc. 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

SOURCE: CME

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