News Release

CME Reports August 2006 Volume Averaged 5 Million Contracts per Day, Up 35 Percent from Year-Ago Period

Fri Sep 01 2006

CHICAGO, Sept. 1 /PRNewswire-FirstCall/ -- CME, the world's largest and most diverse financial exchange, today announced August volume averaged 5 million contracts per day, up 35 percent from August 2005. Total monthly volume in August 2006 was 115 million contracts. Average daily volume on the CME Globex electronic trading platform increased 34 percent from August 2005 to 3.4 million contracts per day, representing 69 percent of total exchange volume. Total options volume was 1.3 million contracts per day, up 62 percent month over month. Electronic options volume averaged 149,000 contracts per day for the month, up 231 percent from the same period a year ago.

CME total interest rate volume averaged 3.1 million contracts per day in August, up 44 percent from the same period a year ago. CME Eurodollar futures volume was up 37 percent to an average of 2.0 million contracts per day, and CME Eurodollar options volume was up 59 percent to an average of 1.2 million contracts per day. Electronic volume of CME Eurodollar options averaged 98,000 contracts per day during the month, more than tripling from 30,000 during August 2005 and representing 8.5 percent of Eurodollar options volume, the highest monthly percentage to date.

Trading in CME E-mini equity index products averaged 1.3 million contracts per day in August, up 18 percent compared with August 2005. Total equity options volume grew 128 percent from the same period a year ago, to 113,000 contracts per day. CME E-mini options volume averaged 50,000 contracts per day, up 259 percent from August 2005. CME E-mini S&P 500 options reached 46,000 contracts per day in August, up 258 percent. CME equity standard volume grew 29 percent to average 125,000 contracts per day.

CME foreign exchange volume in August averaged 383,000 contracts per day, up 35 percent compared with the year-ago period. In August, electronic foreign exchange volume increased 45 percent to 347,000 contracts per day compared with August 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 67,000 contracts per day in August, up 42 percent over the same period a year ago.

NYMEX volume on the CME Globex platform averaged 154,000 contracts per day in August, up 94 percent compared with June 2006, when products were first available to trade under the current NYMEX-CME agreement.

Open interest for all CME products was 50 million contracts at the end of August, up from 30 million contracts at the end of December. Additionally, the Chicago Board of Trade had 14 million open positions with CME Clearing at month end. 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)


                                August 2006    August 2005  Percent Change
  CME PRODUCT LINE
  Interest Rates                    3,120           2,162           44%
  E-Minis                           1,319           1,123           18%
  Equity Standard                     125              97           29%
  Foreign Exchange                    383             285           35%
  Commodities and Alt. Inv.            67              48           42%
    Sub Total                       5,015           3,714           35%
  TRAKRS                               84              32          166%
    Total                           5,099           3,745           36%

  VENUE
  Open Outcry                       1,520           1,100           38%
  CME Globex (Ex TRAKRS)            3,445           2,574           34%
  Privately Negotiated                 50              40           27%

  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
  Period
  Ending         By Product Line                       By Venue
                                      Commodities
                                          and                     Privately
         Interest E-    Equity   Foreign  Alt.        Open   CME   Nego-
          Rates  Minis Standard  Exchange Inv. Total Outcry Globex  tiated

  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
  May-06  0.480  0.724  1.429     1.173  0.924 0.644 0.479  0.667  3.700
  Apr-06  0.478  0.717  1.445     1.253  0.948 0.641 0.471  0.667  3.672


  Average Daily Volume (In Thousands)

  3-Month
  Period
  Ending         By Product Line                       By Venue
                                      Commodities
                                          and                     Privately
        Interest  E-    Equity   Foreign  Alt.        Open    CME  Nego-
         Rates   Minis Standard  Exchange Inv. Total Outcry Globex  tiated

  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
  Jun-06 3,255  1,748    173      471     81   5,728 1,657  4,022    49
  May-06 3,123  1,526    156      466     80   5,352 1,535  3,764    53

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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