News Release

CME Group Reports August 2007 Volume Averaged 14.9 Million Contracts per Day, Up 78 Percent

Tue Sep 04 2007

CHICAGO, Sept. 4 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse exchange, today announced August volume averaged 14.9 million contracts per day, up 78 percent from August 2006. Total monthly volume exceeded 341 million contracts, of which 77 percent was traded electronically. Total options volume averaged a record 3.0 million contracts per day, up 69 percent from August 2006. Electronic options volume averaged a record 442,000 contracts per day, up 107 percent from the same period a year ago, representing 15 percent of total CME Group options volume.

CME Group E-mini equity index product volume averaged a record 3.6 million contracts per day in August, up 155 percent compared with August 2006. CME Group achieved monthly total volume records in E-mini S&P 500 contracts, averaging 2.5 million per day; Nasdaq-100 contracts, averaging 461,000 per day; Russell 2000 contracts, averaging 336,000 per day; S&P MidCap 400 contracts, averaging 42,000 per day; and $5 Dow contracts, averaging 234,000 per day. Total equity options volume averaged 209,000 contracts per day, an 82 percent increase from the same period a year ago. Total E-mini index options volume averaged 109,000 contracts per day, more than doubling from August 2006.

CME Group interest rate product volume averaged a record 9.8 million contracts per day in August, up 67 percent from August 2006. CME Group achieved monthly total volume records in Eurodollars, 5-year and 2-year U.S. Treasury Notes of 5.6 million, 1.1 million and 468,000 contracts per day, respectively.

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.

During August, a record 10 percent of Eurodollar options traded electronically and 24 percent of Treasury and Bond options were traded electronically, and a combined 12 percent of interest rate options were traded electronically.

CME Group foreign exchange product volume averaged 641,000 contracts per day in August, up 67 percent compared with the year-ago period, reaching the highest non-roll month average daily volume ever. Electronic foreign exchange volume averaged a record 608,000 contracts per day, up 75 percent compared with August 2006. August foreign exchange futures and options volume represented a notional value of $79 billion.

CME Group commodities and alternative investment products volume averaged 676,000 contracts per day in August, up 13 percent compared with the same period a year ago. Corn futures volume averaged 189,000 contracts per day, up 3 percent from August 2006. Soybean futures averaged 101,000 contracts per day, up 42 percent, and wheat futures averaged 92,000 contracts per day, up 27 percent. CME Group electronic commodities and alternative investments volume was 52 percent of total CME Group commodities and alternative investments volume in August.

NYMEX energy and metals volume on the CME Globex platform in August averaged a record 774,000 contracts per day, increasing 5 times the average daily volume for the same period a year ago.

  CME GROUP MONTHLY AVERAGE DAILY VOLUME - INTEREST RATES

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

                            August 2007 ADV      % Change vs. August 2006

  Eurodollar futures            3,371K                    72 %
  10-year U.S. Treasury
   Note futures                 1,686K                    56 %
  5-year U.S. Treasury
   Note futures                   972K                    67 %
  30-year Bond futures            497K                    31 %
  2-year U.S. Treasury
   Note futures                   459K                   137 %

  Eurodollar options            2,179K                    89 %
  Treasury and Bond
   options                        410K                    12 %


  CME GROUP MONTHLY AVERAGE DAILY VOLUME
  (In thousands, average daily volume combined for entire month)

                       August 2007      August 2006       Percent Change
  PRODUCT LINE
  Interest Rates          9,753            5,843               67 %
  E-Minis                 3,582            1,404              155 %
  Equity Standard           211              129               63 %
  Foreign Exchange          641              383               67 %
  *Commodities and
   Alt. Inv.                676              596               13 %
       Total             14,864            8,356               78 %


  VENUE
  Open Outcry             3,221            2,426               33 %
  CME Globex and e- CBOT 11,409            5,794               97 %
  Privately Negotiated      234              136               72 %

*CME Group Commodities and Alternative Investments product line includes the legacy CME Commodities and Alternative Investments product line and the legacy CBOT Agricultural product line and Metals, Energy and Other product line.

  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

  Jul-07  0.514   0.686   1.357  1.036    1.021  0.627   0.487  0.611  2.914
  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


  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

  Aug-07   8,345   3,051    206   645      794   13,041  2,705  10,104  232
  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



  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 of July and the full month of August, averaged 12.4 million contracts per day, up 61 percent through the same period in the third-quarter 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 QUARTER-TO-DATE 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)

                         Q3TD 2007        Q3TD 2006         Percent Change
  PRODUCT LINE
  Interest Rates           7,925            4,298               55 %
  E-Minis                  3,106            1,743               99 %
  Equity Standard            187              139               40 %
  Foreign Exchange           635              373               68 %
  Commodities and
  Alt. Inv.                  593              412               16 %
       Total              12,446            6,965               61 %


  CME GROUP ROLLING THREE-MONTH AVERAGES (excluding trakrs)

  Average Rate Per Contract

(In dollars, and calculated using July volume reflecting CME standalone volume for the first eight trading days and combined volume for the remainder of the month)

                   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  0.513   0.684   1.359  1.036    1.042  0.628  0.486  0.614  2.937

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-G

SOURCE: CME Group

CONTACT: Media, Anita Liskey, +1-312-466-4613, or William Parke,
+1-312-930-3467, news@cmegroup.com, or Investors, John Peschier,
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