News Release

CME and CBOT Each Report Strong Second-Quarter Revenues and Profits

Tue Jul 24 2007

CHICAGO, July 24 /PRNewswire-FirstCall/ -- CME Group (NYSE: CME)(NASDAQ: CME) today reported Chicago Mercantile Exchange Holdings Inc. (CME) second quarter results. Total revenues increased 17 percent to $329 million and net income increased 15 percent to $126 million for second-quarter 2007 compared with second-quarter 2006. Diluted earnings per share on a GAAP basis rose 14 percent to $3.57 from $3.12. Excluding merger-related expenses of $7.0 million, diluted earnings per share would have been $3.69.

A summary of financial results for CBOT Holdings, Inc. (CBOT) is included later in this release and reflects a full quarter's activity prior to the company's merger with CME on July 12, 2007. CME Group results for the third quarter ended September 30, 2007 will include CBOT results from July 13, 2007.

"We are pleased to have completed the historic merger of CME and CBOT, which we believe will deliver significant value for the shareholders and customers of CME Group," said CME Group Executive Chairman Terry Duffy. "Together, CME and CBOT had combined revenues of more than $500 million in second-quarter 2007, which underscores the ability of our combined enterprise to deliver organic growth as well as be positioned to compete better globally for expanded business in regulated and over-the-counter derivatives markets. We look forward to building on our shared legacies of product innovation, technological expertise and superior customer service to capitalize on the tremendous growth opportunities we see in this global marketplace."

"In addition to delivering another solid quarter and closing the merger, we focused intensely on integration planning and new growth initiatives over the last few months," said CME Group Chief Executive Officer Craig Donohue. "Our hard work has put us in a position to accelerate many of our merger integration milestones. This includes completing the transition of CME and CBOT products onto a single electronic platform in January 2008, and beginning to combine our trading floors in March 2008, both ahead of our initial schedule. In addition, we continue to execute on our growth strategy -- our electronic options volume reached record levels, we delivered record transaction processing services revenue, FXMarketSpace has progressed significantly in a short amount of time, and last week we announced the addition of centralized clearing to our over-the-counter interest rate swaps offering."

All references to volume and rate per contract information in the text of this document exclude our non-traditional TRAKRS products, for which CME Group receives significantly lower clearing fees than other CME Group products, CME Group Auction Markets products and Swapstream products.

  CME Holdings Second-Quarter 2007 Results

  Financial Highlights:



  GAAP

  ($s in millions,          Q2       Q2     Y/Y    YTD      YTD      Y/Y
  except per share)        FY07     FY06           FY07     FY06

  Revenues                 $329     $282    17%    $661     $534     24%
  Expenses                 $137     $115    19%    $269     $228     18%
  Operating Income         $192     $167    15%    $393     $306     29%
  Operating Margin %       58.4%    59.1%          59.4%    57.2%
  Net Income               $126     $110    15%    $256     $201     27%
  Diluted EPS              $3.57    $3.12   14%    $7.26    $5.73    27%




  Non-GAAP (excluding merger-related expenses)

  ($s in millions,          Q2       Q2     Y/Y    YTD      YTD      Y/Y
  except per share)        FY07     FY06           FY07     FY06

  Revenues                 $329     $282    17%    $661     $534     24%
  Expenses                 $130     $115    12%    $260     $228     14%
  Operating Income         $199     $167    19%    $401     $306     31%
  Operating Margin %       60.5%    59.1%          60.7%    57.2%
  Net Income               $130     $110    19%    $261     $201     30%
  Diluted EPS              $3.69    $3.12   18%    $7.41    $5.73    29%

NOTE: The non-GAAP financial measures of operating performance exclude merger-related expenses of $7.0 million for the second quarter 2007 and $8.7 million for the six months ended June 30, 2007. Non-GAAP measures do not replace and are not a substitute for GAAP financial results but are provided to improve overall understanding of current financial performance.

After a slow start in April, stronger May and June volumes drove a CME clearing and transaction fee increase of 11 percent to $253 million, up from $229 million for second-quarter 2006. In addition, CME generated record revenue from processing services, increasing 86 percent from the same period a year ago to reach $38 million. CME Clearing handled record CBOT volumes of 4.0 million contracts per day, resulting in revenue of $24 million, up 20 percent from last year's second quarter. NYMEX volume on CME Globex averaged a record 710,000 contracts per day, resulting in revenue of $14 million. Additionally, quotation data fees were up 18 percent to $24 million.

The average rate per contract was $0.624 for the quarter compared with $0.632 in the second quarter of 2006. The slight rate decrease was primarily driven by a higher proportion of the volume coming from members, who have lower average fees.

Total expenses increased 19 percent to $137 million. The incremental expense in the second quarter for CME-CBOT merger-related expenses was $7.0 million, driven primarily by legal, marketing and branding, and integration consulting costs. Excluding this, expenses would have been $130 million, up 12 percent compared with the prior year and in line with historical growth rates. Capital expenditures were $26 million in second-quarter 2007, excluding leasehold improvement allowances.

Second-quarter income before income taxes was $209 million, an increase of 16 percent from $180 million for the year-ago period. The company's operating margin was 58 percent on a GAAP basis, or 61 percent excluding merger-related costs of $7.0 million, compared with 59 percent for the same period last year. Operating margin is defined as operating income as a percentage of total revenues.

CME's working capital increased by approximately $97 million during the second quarter, to $1.5 billion at June 30, 2007.

CME Holdings Six-Month Results

Average daily volume was 6.4 million contracts for the first half of 2007, up 19 percent from 5.3 million contracts in the same period in 2006. Volume on the CME Globex electronic platform increased 28 percent year over year, to an average of 4.8 million contracts per day.

For the first six months of 2007, total revenues increased 24 percent to $661 million from $534 million for the first half of 2006. Clearing and transaction fees improved 19 percent to $511 million from $429 million a year ago, benefiting from higher trading volume. Processing services increased 89 percent to $72 million, from $38 million a year ago, driven primarily by increased revenue from our trade-matching services for NYMEX, which began in June 2006.

Total expenses were $269 million for the first half of 2007, an increase of 18 percent from $228 million for the comparable period in 2006. The incremental expense for CME-CBOT merger-related expenses in the first half of 2007 was $8.7 million. Excluding this, expenses would have been $260 million, up 14 percent compared to the prior year.

Capital expenditures were $42 million for the first six months of 2007, excluding leasehold improvement allowances.

Income before taxes was $425 million for the first half of 2007, up 29 percent versus the same period a year ago. The operating margin was 59 percent, on a GAAP basis, for the first six months of 2007, or 61 percent excluding merger-related costs of $8.7 million, compared with 57 percent for the year-earlier period.

The company reported record net income of $256 million, or $7.26 per diluted share, for the first six months of this year, compared with $201 million, or $5.73 per diluted share, for the first half of 2006.

CME Group will hold a conference call to discuss second-quarter results at 8:30 a.m. Eastern Time today. A live audio Webcast of the call will be available on the Investor Relations section of CME Group's Web site at http://www.cmegroup.com/. An archived recording will be available for up to two months after the call.

CME Group (http://www.cmegroup.com/) is the world's largest and most diverse exchange. Formed by the 2007 merger of the Chicago Mercantile Exchange Holdings Inc. (CME) and the CBOT Holdings, Inc. (CBOT), CME Group serves the risk management needs of customers around the globe. As an international marketplace, CME Group brings buyers and sellers together on the CME Globex electronic trading platform and on its trading floors. CME Group offers the widest range of benchmark products available across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, agricultural commodities, and alternative investment products such as weather and real estate. CME Group is traded on the New York Stock Exchange and NASDAQ under the symbol "CME".

The Globe logo, CME, Chicago Mercantile Exchange, CME Group, Globex and E-mini, are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago. TRAKRS and Total Return Asset Contracts are trademarks of Merrill Lynch & Co., Inc. These trademarks are used herein under license. All other trademarks are the property of their respective owners. Further information about CME Group and its products can be found at http://www.cmegroup.com/.

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. Among the factors that might affect our performance are: our ability to successfully integrate the businesses of CME Holdings and CBOT Holdings, including the fact that such integration may be more difficult, time consuming or costly than expected; revenues following the merger may be lower than expected; increasing competition by foreign and domestic competitors, including new entrants into our markets; our ability to keep pace with rapid technological developments, including our ability to complete the development and implementation of the enhanced functionality required by our customers; our ability to continue introducing competitive new products and services on a timely, cost-effective basis, including through our electronic trading capabilities, and our ability to maintain the competitiveness of our existing products and services; our ability to adjust our fixed costs and expenses if our revenues decline; our ability to continue to realize the benefits of our transaction processing services provided to third parties; our ability to maintain existing customers and attract new ones; our ability to expand and offer our products in foreign jurisdictions; changes in domestic and foreign regulations; changes in government policy, including policies relating to common or directed clearing; the costs associated with protecting our intellectual property rights and our ability to operate our business without violating the intellectual property rights of others; our ability to generate revenue from our market data that may be reduced or eliminated by the growth of electronic trading and the redundancies in the market data offerings of Chicago Mercantile Exchange Inc. and Board of Trade of the City of Chicago, Inc.; changes in the rate per contract due to shifts in the mix of the products traded, the trading venue and the mix of customers (whether the customer receives member or non-member fees or participates in one of our various incentive programs) and the impact of tiered pricing; the ability of our financial safeguards package to adequately protect us from the credit risk of clearing firms; changes in price levels and volatility in the derivatives markets and in underlying fixed income, equity, foreign exchange and commodities markets; economic, political and market conditions; our ability to accommodate increases in trading volume without failure or degradation of performance of our systems; our ability to execute our growth strategy and maintain our growth effectively; our ability to manage the risks and control the costs associated with our acquisition, investment and alliance strategy; industry and customer consolidation; decreases in trading and clearing activity; the imposition of a transaction tax on futures and options on futures transactions; and seasonality of the derivatives business. 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 is available in the Investor Relations section of the CME Group Web site. 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 Holdings Inc. and Subsidiaries
                       Consolidated Balance Sheets
                          (dollars in thousands)

                                                    June 30,    December 31,
                                                      2007         2006
  ASSETS
  Current Assets:
   Cash and cash equivalents                       $1,174,947     $969,504
   Collateral from securities lending               2,435,851    2,130,156
   Marketable securities, including pledged
    securities                                        203,159      269,516
   Accounts receivable, net of allowance              158,301      121,128
   Other current assets                                43,064       37,566
   Cash performance bonds and security deposits       974,603      521,180
  Total current assets                              4,989,925    4,049,050
  Property, net of accumulated depreciation and
   amortization                                       179,453      168,755
  Other assets                                        134,355       88,700
  Total Assets                                     $5,303,733   $4,306,505

  LIABILITIES AND SHAREHOLDERS' EQUITY
  Current liabilities:
   Accounts payable                                   $25,824      $25,552
   Payable under securities lending agreements      2,435,851    2,130,156
   Other current liabilities                           76,479       78,466
   Cash performance bonds and security deposits       974,603      521,180
  Total current liabilities                         3,512,757    2,755,354
  Other liabilities                                    50,220       32,059
  Total liabilities                                 3,562,977    2,787,413
  Shareholders' equity                              1,740,756    1,519,092
  Total Liabilities and Shareholders' Equity       $5,303,733   $4,306,505



        Chicago Mercantile Exchange Holdings Inc. and Subsidiaries
                    Consolidated Statements of Income
                 (in thousands, except per share amounts)

                                  Quarter Ended          Six Months Ended
                                     June 30,                June 30,
                                 2007        2006       2007         2006
  Revenues
   Clearing and transaction
    fees                       $252,723   $228,519    $510,964    $429,316
   Processing services           37,560     20,184      72,319      38,309
   Quotation data fees           24,326     20,579      49,342      40,679
   Access fees                    5,519      4,875      10,980       9,753
   Communication fees             2,024      2,173       4,040       4,399
   Other                          6,857      5,879      13,695      11,470
   Total Revenues               329,009    282,209     661,340     533,926

  Expenses
   Compensation and benefits     56,729     48,055     113,129      97,892
   Communications                 8,850      7,945      17,929      15,793
   Technology support
    services                      8,645      7,656      17,537      14,918
   Professional fees and
    outside services             12,110      9,622      21,282      17,753
   Depreciation and
    amortization                 20,428     17,596      40,417      34,983
   Occupancy                      9,361      7,223      18,188      14,471
   Licensing and other fee
    agreements                    6,794      6,929      13,829      12,861
   Marketing, advertising and
    public relations              7,116      3,987      13,099       7,083
   Other                          6,755      6,400      13,102      12,534
   Total Expenses               136,788    115,413     268,512     228,288

  Operating Income              192,221    166,796     392,828     305,638

  Non-Operating Income and
   Expense
    Investment income            19,394     12,726      36,699      24,135
    Securities lending
     interest income             35,520     23,360      68,410      51,096
    Securities lending
     interest expense           (34,331)   (22,769)    (66,756)    (49,866)
    Equity in losses of
     unconsolidated
     subsidiaries                (3,371)      (219)     (6,391)       (608)
    Total Non-Operating          17,212     13,098      31,962      24,757

  Income Before Income Taxes    209,433    179,894     424,790     330,395

  Income tax provision          (83,558)   (70,361)   (168,887)   (129,449)
  Net Income                   $125,875   $109,533    $255,903    $200,946

  Earnings per Common Share:
   Basic                          $3.61      $3.16       $7.34       $5.81
   Diluted                         3.57       3.12        7.26        5.73

  Weighted Average Number of
   Common Shares:
    Basic                        34,882     34,639      34,867      34,610
    Diluted                      35,242     35,096      35,236      35,070



                               CME Holdings

                                 2Q      3Q       4Q         1Q          2Q
                               2006    2006     2006       2007        2007

  Trading Days                   63      63       63         62          64



            Average Daily Volume (Round Turns, in Thousands)*

                                 2Q      3Q       4Q         1Q          2Q
                               2006    2006     2006       2007        2007

  Interest rates              3,255   3,148    2,990      3,639       3,560
  Equity E-mini               1,748   1,564    1,596      1,977       1,988
  Equity standard-size          173     154      147        190         173
  Foreign exchange              471     423      508        555         527
  Commodities                    81      78       72         93          75
    Subtotal                  5,728   5,367    5,313      6,454       6,323
  TRAKRS                        419     117      294        143          98
    Total                     6,147   5,484    5,607      6,597       6,421

  Open outcry                 1,657   1,517    1,293      1,578       1,562
  Electronic
   (including TRAKRS)         4,441   3,917    4,261      4,958       4,802
  Privately negotiated           49      50       53         61          57
    Total                     6,147   5,484    5,607      6,597       6,421



                     Transaction Fees (in Thousands)*

                             2Q            3Q       4Q         1Q        2Q
                           2006          2006     2006       2007      2007

  Interest rates        $97,768       $98,306   $95,741  $110,950  $107,464
  Equity E-mini          76,889        70,194    71,111    86,571    88,247
  Equity standard-size   15,493        12,947    13,271    16,631    15,014
  Foreign exchange       33,212        30,576    34,752    38,176    36,768
  Commodities             4,673         4,597     4,257     5,417     4,895
    Subtotal            228,035       216,620   219,132   257,745   252,388
  TRAKRS                    384           244       344       180       176
    Total              $228,419      $216,864  $219,476  $257,925  $252,564

  Open outcry           $50,067       $45,429   $41,710   $47,841   $47,271
  Electronic
   (including TRAKRS)   166,741       160,295   165,399   196,377   192,067
  Privately negotiated   11,611        11,140    12,367    13,707    13,226
    Total              $228,419      $216,864  $219,476  $257,925  $252,564



                     Average Rate Per Contract (RPC)*

                                 2Q       3Q       4Q          1Q       2Q
                               2006     2006     2006        2007     2007

  Interest rates             $0.477   $0.496   $0.508      $0.492   $0.472
  Equity E-mini               0.698    0.712    0.707       0.706    0.693
  Equity standard-size        1.421    1.338    1.430       1.414    1.356
  Foreign exchange            1.119    1.146    1.085       1.109    1.090
  Commodities                 0.921    0.939    0.942       0.944    1.021
   Average
    (excluding TRAKRS)       $0.632   $0.641   $0.655      $0.644   $0.624

  TRAKRS                      0.015    0.033    0.019       0.020    0.028

  Open outcry                $0.480   $0.475   $0.512      $0.489   $0.473
  Electronic
   (excluding TRAKRS)         0.657    0.668    0.660       0.657    0.637
  Privately negotiated        3.785    3.545    3.713       3.650    3.625

*Note: All volume, transaction fee data, and rate per contract information exclude CME Group Auction Markets products and Swapstream products.

CBOT Holdings Second-Quarter 2007 Results

For the second quarter ended June 30, 2007, CBOT reported a 33 percent increase in revenue, reaching a record $204 million, which reflects growth in trading volume and a higher average rate per contract. Net income for the quarter also hit record levels, increasing 34 percent to $58 million, or $1.10 per diluted share, for the second quarter. Excluding merger-related expenses, net income would have been $72 million, or $1.35 per diluted share, a 65 percent increase from second-quarter 2006. In last year's second quarter, CBOT reported net income of $43 million, or $0.82 per diluted share.

Revenue growth combined with curtailed spending in advance of the merger resulted in higher operating margins in the second quarter for CBOT. The operating margin for the quarter expanded to 46 percent from 45 percent in the same period last year. Excluding merger-related expenses, the operating margin for the quarter would have been 56 percent.

Included in second-quarter 2007 results are $20.1 million in merger- related expenses. These expenses consist primarily of legal and advisory fees incurred in connection with CBOT's merger with CME and the unsolicited proposal from IntercontinentalExchange, Inc.

  Financial Highlights:

  GAAP

  ($s in millions,
  except per share)     Q2 FY07   Q2 FY06   Y/Y  YTD FY07  YTD FY06    Y/Y

  Revenues                 $204      $154   33%    $392      $294      33%
  Expenses                 $110       $85   29%    $208      $170      23%
  Operating Income          $95       $69   37%    $184      $124      48%
  Operating Margin %      46.3%     44.7%         47.0%     42.3%
  Net Income                $58       $43   34%    $114       $79      45%
  Diluted EPS             $1.10     $0.82   34%   $2.15     $1.49      44%



  Non-GAAP (excluding merger-related expenses)

  ($s in millions,
  except per share)     Q2 FY07   Q2 FY06   Y/Y  YTD FY07  YTD FY06    Y/Y

  Revenues                 $204      $154   33%    $392      $294      33%
  Expenses                  $90       $85    5%    $175      $170       3%
  Operating Income         $115       $69   67%    $217      $124      75%
  Operating Margin %      56.1%     44.7%          55.4%    42.3%
  Net Income                $72       $43   65%    $140       $79      78%
  Diluted EPS             $1.35     $0.82   65%   $2.64     $1.49      77%

NOTE: The non-GAAP financial measures of operating performance exclude merger-related expenses of $20.1 million for the second quarter 2007 and $33.1 million for the six months ended June 30, 2007. The CME merger-related expenses have been treated as non-deductible for tax purposes. Non-GAAP measures do not replace and are not a substitute for GAAP financial results but are provided to improve overall understanding of current financial performance.

Revenue growth for the quarter was primarily driven by higher exchange and clearing fees, which increased $52 million, or 45 percent. This growth was fueled by a 23 percent increase in total trading volume and a 17 percent increase in the average rate per contract in second-quarter 2007 compared with 2006.

CBOT achieved record trading volume for the second quarter with 256 million contracts traded, a 23 percent increase from the comparable prior year period. Average daily volume for the quarter reached a record 4.0 million contracts, up 21 percent compared with the same period last year. Additionally, electronic trading grew 41 percent to 3.1 million contracts per day in the second quarter of 2007 from 2.2 million contracts per day in the prior year's second quarter.

The average rate per contract was $0.662 for the quarter compared with $0.564 in the second quarter of 2006. The rate increase resulted primarily from changes in trading fees implemented in 2006. The average rate per contract also benefited from increased electronic trading of agricultural contracts following the August 1, 2006, introduction of electronic trading of agricultural futures during daytime trading hours.

Total operating expenses for the second quarter were $110 million, up 29 percent over the prior year's second quarter. Excluding merger-related expenses of $20.1 million for the quarter, operating expenses increased 5 percent compared with the prior-year period. Volume-based expenses were $26 million, up 20 percent, which is in line with the growth in trading volume. Baseline and other costs, or non-volume based expenses, were $84 million this quarter compared with $64 million in second-quarter 2006, a 32 percent increase. Excluding second-quarter 2007 merger-related expenses, non-volume based expenses were relatively flat compared with last year's second quarter.

                   CBOT Holdings, Inc. and Subsidiaries
                       Consolidated Balance Sheets
                          (dollars in thousands)

                                                  June 30,      December 31,
                                                    2007            2006
  ASSETS
  Current Assets:
   Cash and cash equivalents:
        Unrestricted                              $200,609        $177,664
        Held under deposit and
         membership transfers                       11,219           1,503

   Total cash and cash equivalents                 211,828         179,167

      Restricted cash                                   --             975
      Short term investments                       372,615         312,411
      Accounts receivable, net of allowance         90,922          62,451
      Deferred income taxes                          6,019              --
      Prepaid expenses                              12,160           9,492
  Total current assets                             693,544         564,496

  Property and Equipment:
   Land                                             34,234          34,234
   Buildings and equipment                         329,560         343,271
   Furnishings and fixtures                        161,313         184,913
   Computer software and systems                    89,541          93,942
   Construction in progress                          2,158           1,906
  Total property and equipment                     616,806         658,266
  Less accumulated depreciation and
   amortization                                    410,127         433,989
  Property and equipment, net                      206,679         224,277

  Other assets                                      21,629          22,557
  Total Assets                                    $921,852        $811,330

  LIABILITIES AND STOCKHOLDERS' EQUITY
  Current Liabilities:
   Accounts payable                                $21,486         $11,149
   Accrued clearing services                        20,459          16,226
   Accrued liabilities                              25,278          29,638
   Funds held for deposit and membership transfers  11,219           1,562
   Current portion of long-term debt                    --          10,716
   Income tax payable                                  466          10,428
   Other current liabilities                           148             562
  Total current liabilities                         79,056          80,281

  Long-term Liabilities:
      Deferred income tax liabilities                   --           2,984
      Other liabilities                             16,830          19,645
  Total long-term liabilities                       16,830          22,629

  Total Liabilities                                $95,886        $102,910

  Stockholders' Equity:
   Common stock                                         53              53
   Additional paid-in capital                      494,125         489,817
   Retained earnings                               339,085         226,961
   Accumulated other comprehensive
    income (loss)                                   (7,297)         (8,411)
  Total stockholders' equity                       825,966         708,420

  Total Liabilities and Stockholders' Equity      $921,852        $811,330



                   CBOT Holdings, Inc. and Subsidiaries
                    Consolidated Statements of Income
                 (in thousands, except per share amounts)

                                  Quarter Ended         Six Months Ended
                                     June 30,                June 30,
                                 2007       2006        2007        2006
  Revenues
   Exchange fees               $132,800    $91,855    $250,480    $174,975
   Clearing fees                 36,754     25,366      70,727      48,597
   Market data                   24,176     26,286      49,258      49,929
   Building                       6,188      5,910      12,103      11,415
   Services                       3,869      4,299       8,103       8,535
   Other                            638        407       1,491         758
   Total Revenues               204,425    154,123     392,162     294,209

  Expenses
   Clearing services             23,460     19,490      45,256      37,513
   Contracted license fees        2,214      1,914       4,333       3,652
   Salaries and benefits         18,450     19,028      38,937      38,130
   Depreciation and
    amortization                 11,851     14,789      23,371      28,875
   Professional services         26,025      4,558      42,679       8,497
   General and
    administrative expenses       4,056      4,546       8,533       9,622
   Building operating costs       5,940      6,002      12,360      12,605
   Information technology        11,357     11,885      23,129      24,115
    services Programs             2,759      3,086       5,750       5,713
   Severance and related costs    3,718        (22)      3,700       1,014
   Total Operating Expenses     109,830     85,276     208,048     169,736

  Income From Operations         94,595     68,847     184,114     124,473

  Non-Operating Income and
   Expense
   Interest income                7,002      4,363      13,378       7,846
   Interest expense                 (23)      (388)       (239)       (973)
   Total Non-Operating            6,979      3,975      13,139       6,873

  Income Before Income Taxes    101,574     72,822     197,253     131,346

  Income tax provision           43,031     29,126      82,901      52,301

  Income Before Equity in
   Unconsolidated Subsidiary     58,543     43,696     114,352      79,045

  Equity in loss of
   unconsolidated subsidiary,
   net of tax                      (267)      (237)       (685)       (483)
  Net Income                    $58,276    $43,459    $113,667     $78,562

  Earnings per Common Share:
   Basic                          $1.10      $0.82       $2.15       $1.49
   Diluted                         1.10       0.82        2.15        1.49

  Weighted Average Number of
   Common Shares:
   Basic                         52,803     52,792      52,801      52,789
   Diluted                       52,923     52,848      52,911      52,844

Note: At December 31, 2006, the company changed the format of its income statement. The company reclassified interest income and interest expense from revenue and operating expense, respectively, to a non-operating income and expense section in the consolidated statements of income. Accordingly, prior period amounts have been reclassified to conform to current period presentation.

                              CBOT Holdings

                             2Q           3Q       4Q          1Q        2Q
                           2006         2006     2006        2007      2007

  Trading Days               63           63       63          62        64



             Average Daily Volume (Round Turns, in Thousands)

                             2Q          3Q        4Q          1Q        2Q
                           2006        2006      2006        2007      2007

  Interest Rates          2,588       2,507     2,480       3,032     3,110
  Agriculture               529         490       611         631       701
  Equity Index              131         110       112         138       146
  Metals, Energy & Other     54          56        65          65        42
     Total                3,302       3,163     3,269       3,866     3,999

  Open-Auction              990         850       813         733       734
  Electronic              2,220        2232     2,375       3,031     3,133
  Off-Exchange               91          81        81         102       132
     Total                3,302       3,163     3,269       3,866     3,999



                     Transaction Fees (in Thousands)

                             2Q          3Q        4Q          1Q        2Q
                           2006        2006      2006        2007      2007

  Interest Rates        $85,339     $89,673   $88,894    $103,697  $112,952
  Agriculture            22,664      24,378    35,821      37,818    47,192
  Equity Index            5,859       5,416     5,677       6,815     7,385
  Metals, Energy
   & Other                3,360       3,699     4,116       3,323     2,025
     Total             $117,221    $123,166  $134,509    $151,653  $169,554

  Open-Auction          $32,136     $28,060   $26,730     $23,468   $25,053
  Electronic             70,341      79,000    91,570     110,345   122,108
  Off-Exchange           14,745      16,106    16,209      17,840    22,393
     Total             $117,221    $123,166  $134,509    $151,653  $169,554



                     Average Rate Per Contract (RPC)

                             2Q          3Q        4Q          1Q        2Q
                           2006        2006      2006        2007      2007

  Interest Rates         $0.523      $0.568    $0.569      $0.552    $0.567
  Agriculture             0.680       0.790     0.931      0.966      1.051
  Equity Index            0.712       0.779     0.803      0.799      0.792
  Metals, Energy &
   Other                  0.986       1.048     1.001      0.822      0.758
     Total               $0.564      $0.618    $0.653     $0.633     $0.662

  Open-Auction           $0.515      $0.524    $0.522     $0.516     $0.533
  Electronic              0.503       0.562     0.612      0.587      0.609
  Off-Exchange            2.564       3.172     3.179      2.821      2.655
     Total               $0.564      $0.618    $0.653     $0.633     $0.662



  CME-G

SOURCE: CME Group

CONTACT: media, Anita Liskey, +1-312-466-4613, or William Parke,
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