News Release

CME Group Reports July 2007 Volume Averaged 11.2 Million Contracts per Day, Up 40 Percent, Assuming Combined CME/CBOT Volumes for Entire Month

Wed Aug 01 2007

CHICAGO, Aug. 1 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse exchange, today announced July volume averaged 11.2 million contracts per day, up 40 percent from July 2006, assuming CME and Chicago Board of Trade volumes were combined for the full month. On this basis, total monthly volume exceeded 235 million contracts. Electronic volume represented 79 percent of total exchange volume. Total options volume averaged 2.0 million contracts per day, up 16 percent from July 2006. Electronic options volume averaged 348,000 contracts per day, up 69 percent from the same period a year ago, representing 19 percent of total CME Group options volume.

CME Group total interest rate product volume averaged 7.0 million contracts in July, up 39 percent from July 2006.

                                                                % Change vs.
                                                July 2007 ADV     July 2006
  Eurodollar futures                                2,538K            38%
  10-year U.S. Treasury Note futures                1,541K            85%
  5-year U.S. Treasury Note futures                   619K            53%
  30-year Bond futures                                450K            54%
  2-year U.S. Treasury Note futures                   228K            81%

  Eurodollar options                                1,161K             7%
  Treasury and Bond options                           451K            18%

During July, 9 percent of Eurodollar options and 27 percent of Treasury and Bond options were traded electronically, and a combined 14 percent of the interest rate options traded electronically.

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, and Swapstream products.

CME Group E-mini equity index product volume averaged 2.6 million contracts per day in July, up 47 percent compared with July 2006. Total equity options volume averaged 205,000 contracts per day, a 62 percent increase from the same period a year ago. Total E-mini index options volume averaged a record 114,000 contracts per day, more than doubling from July 2006.

CME Group foreign exchange product volume averaged 628,000 contracts per day in July, up 68 percent compared with the year-ago period, reaching the highest non-roll month average daily volume ever. Electronic foreign exchange volume averaged 585,000 contracts per day, up 75 percent compared with July 2006. July foreign exchange futures and options volume represented a notional value of $77 billion.

CME Group commodities and alternative investment products volume averaged 764,000 contracts per day in July, up 18 percent compared with the same period a year ago. Corn futures volume averaged 192,000 contracts per day, up 3 percent from July 2006. Soybean futures averaged 130,000 contracts per day, up 45 percent, and Wheat futures averaged 72,000 contracts per day, up 35 percent. CME Group electronic commodities and alternative investments volume was 49 percent of total CME Group commodities and alternative investments volume in July.

NYMEX energy and metals volume on the CME Globex platform in July averaged a record 750,000 contracts per day, increasing more than 7 times the average daily volume for the same period a year ago.

  CME GROUP MONTHLY AVERAGE DAILY VOLUME

   (In thousands, average daily volume combined for entire month)

                                  July 2007      July 2006    Percent Change
  PRODUCT LINE
  Interest Rates                    7,049           5,058           39%
  E-Minis                           2,630           1,784           47%
  Equity Standard                     163             141           16%
  Foreign Exchange                    628             373           68%
  Commodities and Alt. Inv.           764             646           18%
    Total                          11,234           8,001           40%

  VENUE
  Open Outcry                       2,118           2,257           -6%
  CME Globex and e-CBOT             8,919           5,641           58%
  Privately Negotiated                197             103           91%



  CME GROUP ROLLING THREE-MONTH AVERAGES (excluding trakrs)

  Average Rate Per Contract (In Dollars)

                   By Product Line                         By Venue
                                         Commod-
  3-Month  Inter-         Equity Foreign  ities                    Privately
   Period  est            Stan-  Ex-     and Alt.       Open  Elec-   Nego-
   Ending  Rates  E-Minis dard   change    Inv.  Total Outcry tronic  tiated

  Jun-07   0.516   0.700  1.334   1.090   1.034  0.639  0.492  0.626  2.948
  May-07   0.515   0.715  1.364   1.080   0.994  0.639  0.492  0.631  3.018
  Apr-07   0.524   0.716  1.367   1.118   0.993  0.650  0.509  0.637  3.144
  Mar-07   0.519   0.712  1.387   1.106   0.952  0.640  0.498  0.630  3.130


  Average Daily Volume (In Thousands)
                   By Product Line                         By Venue
                                         Commod-
  3-Month  Inter-         Equity Foreign  ities                    Privately
   Period  est            Stan-  Ex-     and Alt.       Open  Elec-   Nego-
   Ending  Rates  E-Minis dard   change    Inv.  Total Outcry tronic  tiated

  Jul-07   7,386   2,482    185     591     790 11,434  2,391  8,835    208
  Jun-07   6,670   2,127    180     527     818 10,322  2,297  7,838    188
  May-07   6,444   2,055    200     525     744  9,967  2,200  7,607    159
  Apr-07   6,440   2,049    204     535     815 10,044  2,195  7,686    162


  Methodology for Reporting Third-Quarter Results

CME Group was formed on July 12, 2007, at the completion of the merger of CME and Chicago Board of Trade. For the purpose of quarterly reporting, volume will be calculated from that date onward in the following manner. CME standalone volume through July 12, 2007, plus the combined volumes of CME and CBOT for the remainder of the month, averaged 9.8 million contracts per day, up 41 percent from July 2006 using the same methodology.

This methodology also will be the basis for calculating transaction fee revenue for the third quarter. Following is a breakdown of this comparison by product line.

  CME GROUP MONTHLY AVERAGE DAILY VOLUME

  (In thousands, average daily volume totals reflect CME standalone volume
  for the first eight trading days and combined volume for the remainder of
  the month)

                                  July 2007      July 2006    Percent Change
  PRODUCT LINE
  Interest Rates                    5,924           4,298           38%
  E-Minis                           2,584           1,743           48%
  Equity Standard                     161             139           17%
  Foreign Exchange                    628             373           68%
  Commodities and Alt. Inv.           502             412           22%
  Total                             9,799           6,965           41%

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 and CBOT Holdings, 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's Class A common stock is traded on the New York Stock Exchange and the Nasdaq Global Select Market 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. 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.

CME-E

SOURCE: CME Group

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