News Release

CME Reports January 2007 Volume Averaged 5.5 Million Contracts per Day, Up 16 Percent from Year-Ago Period

Thu Feb 01 2007

CHICAGO, Feb. 1 /PRNewswire-FirstCall/ -- CME, the world's largest and most diverse derivatives exchange, today announced January volume averaged 5.5 million contracts per day, up 16 percent from January 2006. Total monthly volume was 116 million contracts. Volume on the CME Globex electronic trading platform increased 19 percent from January 2006 to average 4.0 million contracts per day, representing 72 percent of total exchange volume. Total options volume was 1.3 million contracts per day, up 24 percent from January 2006. Electronic options volume averaged 158,000 contracts per day for the month, up 110 percent from the same period a year ago, and represented 12 percent of total CME options volume.

CME total interest rate volume averaged 3.2 million contracts, up 18 percent from the same period a year ago. CME Eurodollar futures volume averaged 2.1 million contracts per day, up 16 percent from January 2006, and CME Eurodollar options volume was up 22 percent to an average of 1.1 million contracts per day. Electronic volume of CME Eurodollar options averaged 98,000 contracts per day, up 107 percent from January 2006, and represented 9 percent of total Eurodollar options volume.

CME E-mini index volume averaged 1.6 million contracts per day in January, up 12 percent compared with January 2006. Total equity options volume grew to 120,000 contracts per day, up 54 percent from the same period a year ago. During the month CME set records in both the E-mini Russell 2000 Options ADV with 6,900 per day and the E-mini NASDAQ 100 Options ADV with 3,300 per day. CME equity standard volume grew 5 percent to average 122,000 per day.

CME foreign exchange volume in January averaged 494,000 per day, up 29 percent compared with the year-ago period. Electronic foreign exchange volume averaged 450,000 contracts per day, up 35 percent compared with January 2006.

CME commodities and alternative investment products volume averaged a record 95,000 contracts per day in January, up 7 percent compared with the same period a year ago. Records were set in live cattle with 47,000 contracts per day. In addition, the commodities volume on the CME Globex platform was a record 3,600 contracts per day, representing 4 percent of the total commodities and alternative investments volume.

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.

NYMEX volume on CME Globex averaged a record 671,000 contracts per day in January, up from 399,000 contracts per day in December. Additionally, NYMEX volume on CME Globex reached a daily record of 919,900 contracts on January 11.

  CME MONTHLY AVERAGE DAILY VOLUME (In Thousands)

                                January 2007   January 2006  Percent Change
  CME PRODUCT LINE
  Interest Rates                    3,199          2,713           18%
  E-Minis                           1,611          1,439           12%
  Equity Standard                     122            116            5%
  Foreign Exchange                    494            384           29%
  Commodities and Alt. Inv.            95             89            7%
    Sub Total                       5,522          4,741           16%
  TRAKRS                              136            268          -49%
    Total                           5,657          5,009           13%

  VENUE
  Open Outcry                       1,482          1,348           10%
  CME Globex (EX TRAKRS)            3,987          3,342           19%
  Privately Negotiated                 52             51            2%


  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
  Dec-06  0.508   0.707   1.430    1.085   0.942  0.655  0.512  0.660  3.713
  Nov-06  0.502   0.703   1.357    1.112   0.918  0.645  0.494  0.657  3.719
  Oct-06  0.495   0.714   1.335    1.133   0.946  0.638  0.469  0.664  3.567
  Sep-06  0.496   0.712   1.338    1.146   0.939  0.641  0.475  0.668  3.545


  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
  Jan-07  3,016   1,610    147      540      80   5,392  1,337  4,000   55
  Dec-06  2,990   1,596    147      508      72   5,313  1,293  3,967   53
  Nov-06  3,120   1,661    151      476      80   5,489  1,376  4,061   52
  Oct-06  3,204   1,535    150      433      74   5,397  1,490  3,855   52

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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