News Release

CME Reports Average Daily Volume of 4.7 Million Contracts in February, a 26 Percent Increase from Year-Ago Period

Wed Mar 01 2006

CHICAGO, March 1 /PRNewswire-FirstCall/ -- CME, the world's largest and most diverse financial exchange, today announced average daily volume in February was 4.7 million contracts, up 26 percent from the same period a year ago. Total monthly volume was more than 90 million contracts. Average daily volume on the CME Globex electronic trading platform increased 30 percent from the same period a year ago to 3.2 million contracts per day, representing 68 percent of total exchange trading. Overall total options reached a record 1.2 million contracts per day, up 44 percent compared to February 2005. Electronic options trading continued to gain momentum as average daily volumes increased to 79,000, up from 19,000 in February 2005.

CME total interest rate volume was 2.9 million contracts per day in February, up 27 percent from the same period a year ago. This increase was driven by continued growth in CME Eurodollar options, up 42 percent to a record 1.1 million contracts per day in February. Electronic average daily volume of CME Eurodollar options for February was five times the average during February 2005, reaching 51,000 contracts per day. CME Eurodollar futures grew 20 percent to 1.8 million contracts per day. Electronic CME Eurodollar futures averaged 1.5 million contracts per day in February, up 33 percent.

Average daily volume of CME foreign exchange products was 368,000 contracts, a 38 percent increase compared with February 2005. During the month, electronic foreign exchange products increased 50 percent from the same period a year ago to 315,000 contracts per day.

Trading in CME E-mini™ equity index products averaged 1.3 million contracts per day in February, an increase of 19 percent compared with the same period last year. CME E-mini options average daily volume in February increased 174 percent month over month, averaging 28,000 contracts per day.

CME total commodity volume reached 57,000 contracts per day in February, up 32 percent over the same period a year ago. Commodity volume traded on the CME Globex platform in February increased 11 percent compared to the prior year.

All statistics in this news release exclude data on CME's non-traditional TRAKRS™ products, and CME Auction Markets™ products, unless otherwise noted.

Open interest for all CME products at the end of February was a record 40.7 million contracts, with an additional 43 million Total Return Asset Contracts™ (TRAKRS). Additionally, the Chicago Board of Trade had approximately 13 million open positions at the CME Clearing House at the end of February. Open interest represents the number of contract positions that remain open at the end of a trading session.

  CME MONTHLY AVERAGE DAILY VOLUME (In Thousands)

                               February 2006   February 2005  Percent Change
  CME PRODUCT LINE
  Interest Rates                    2,870           2,256           27%
  E-Minis                           1,319           1,105           19%
  Equity Standard                     129             102           27%
  Foreign Exchange                    368             266           38%
  Commodities                          57              43           32%
    Sub Total                       4,742           3,772           26%
  TRAKRS                              115              28          306%
    Total                           4,857           3,800           28%

  VENUE
  Open Outcry                       1,450           1,237           17%
  CME Globex (EX TRAKRS)            3,243           2,489           30%
  Privately Negotiated                 49              46            7%


  CME RATE PER CONTRACT THROUGH JANUARY 2006 (excluding TRAKRS)

  Average Rate Per Contract (In Dollars)
  Rolling Three-Month Average

  3-Month
  Period
  Ending            By Product Line                         By Venue
                                                                     Priv-
                                                                     ately
        Interest  E-    Equity  Foreign  Commod-      Open    CME    Nego-
          Rates  Minis Standard Exchange ities  Total Outcry Globex  tiated
  Jan
   -06    0.506  0.708   1.428   1.216   0.942  0.672  0.502  0.689  3.670
  Dec
   -05    0.509  0.706   1.436   1.246   0.944  0.678  0.512  0.690  3.759
  Nov
   -05    0.500  0.708   1.410   1.252   0.934  0.657  0.476  0.680  3.715


  Average Daily Volume (In Thousands)
  Rolling 3 Month Average

  3-Month
  Period
  Ending              By Product Line                 By Venue
                                                                     Priv-
                                                                     ately
        Interest   E-   Equity   Foreign Commod-      Open    CME    Nego-
          Rates  Minis Standard Exchange ities

Total Outcry Globex tiated

  Jan
   -06   2,324   1,268   145      394      62   4,193  1,183  2,960    51
  Dec
   -05   2,209   1,335   147      375      51   4,117  1,107  2,961    49
  Nov
   -05   2,346   1,414   156      392      52   4,361  1,175  3,135    51

Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) became the first publicly traded U.S. financial exchange on Dec. 6, 2002. The company was added to the Russell 1000® Index on July 1, 2003. It is the parent company of Chicago Mercantile Exchange Inc. ( http://www.cme.com/ ), the world's largest and most diverse futures exchange. As an international marketplace, CME brings together buyers and sellers on its CME Globex electronic trading platform and on its trading floors. CME offers futures and options on futures primarily in interest rates, equities, foreign exchange and commodities. The exchange moved about $1.7 billion per day in settlement payments in 2005 and managed $45.8 billion in collateral deposits at December 30, 2005, including $3.2 billion in deposits for non-CME products.

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

SOURCE: CME

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