News Release

CME FX Volume Crosses the 1 Million Contract Mark

Mon Dec 11 2006

CHICAGO, Dec. 11 /PRNewswire-FirstCall/ -- CME, the world's largest and most diverse financial exchange and the largest regulated marketplace for foreign exchange (FX) trading, reached a significant growth milestone on Friday, December 8, 2006, when it experienced record FX trading volume of 1,268,883 futures and options on futures contracts, reflecting record notional value of $157.8 billion. This record reflects a significant increase over the previous volume and notional value records of 892,000 contracts and $102 billion notional, set on June 13, 2006.

Electronic trading accounted for the majority of Friday's volume and was at an all-time high level with 1,045,023 FX contracts traded on the CME Globex® electronic trading platform. This record represented $133.7 billion in notional value. The previous electronic record for CME FX was 726,660 contracts set on the previous Friday, December 1, 2006.

Records were also set on Friday in the following FX futures and options contracts:

   -- CME Euro FX -- 419,907 contracts
   -- CME Japanese Yen -- 300,262 contracts
   -- CME British Pound -- 216,039 contracts
   -- CME Swiss Franc -- 134,790 contracts

CME FX has experienced strong growth in 2006 with year-to-date average daily volume up 33 percent as of last Friday's record day over the previous year's. As of last month, CME annual FX volume stood at more than 100 million contracts surpassing the 84 million contracts traded in 2005.

CME offers the world's largest regulated FX trading complex, providing users with liquid, transparent markets, guaranteed execution and central counterparty clearing risk management on 41 individual FX futures and 31 options on futures products. In the third quarter of 2006, CME FX average daily volume was 423,000 contracts, with a notional value of $51.5 billion, up 26 percent from third quarter 2005. In November 2006, CME FX had average daily volume of 507,597 contracts, reflecting notional value of $62.7 billion. Last year, more than 84 million FX contracts with a notional value of more than $10.2 trillion traded at CME.

For more information on this CME FX, please visit http://www.cme.com/fx .

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

CONTACT: Media, Allan Schoenberg, +1-312-930-8189, Pamela Plehn,
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