News Release

CME Group Inc. Reports Strong Third-Quarter Revenues and Operating Income

Wed Oct 29 2008

CHICAGO, Oct. 29 /PRNewswire-FirstCall/ -- CME Group Inc. (NASDAQ: CME) today reported total GAAP revenues increased 20 percent to $681 million, and GAAP operating income increased 22 percent to $421 million. Net income for the third quarter was $169 million, down 16 percent versus the prior year due primarily to an income tax adjustment and other non-core items. Diluted earnings per share on a GAAP basis were $2.81. The 2008 GAAP results reflect the operations of both Chicago Mercantile Exchange (CME) and Board of Trade of the City of Chicago (CBOT), as well as the results of NYMEX Holdings, Inc. (NYMEX) after August 22, 2008 when the acquisition closed.

Pro forma non-GAAP diluted earnings per share in the third quarter were $4.13. All pro forma results reflect the operations of both CME Group Inc. and NYMEX, as if they were combined for all periods reported. Additionally, third-quarter 2008 pro forma non-GAAP results exclude a net impact of $76 million of merger-related and other items, which are listed in detail in Table 1. Total revenues increased six percent to $787 million and total operating expenses decreased three percent compared with the same period last year at $269 million. A strong rate per contract and continued focus on expense discipline helped the company reach third-quarter operating income of $518 million, an increase of 11 percent from $468 million for the year-ago period, and its second highest pro forma operating margin ever, at 66 percent. Operating margin is defined as operating income as a percentage of total revenues. Pro forma net income was $278 million for third-quarter 2008. Pro forma measures do not replace and are not a substitute for GAAP financial results. They are provided to improve overall understanding of current financial performance and to provide a meaningful comparison with prior periods. A full reconciliation of these pro forma results is included with the attached financial statements.

"CME Group's record quarterly volumes in our E-mini and FX complexes in the third quarter highlight the diversity and strength of our product base," said CME Group Executive Chairman Terry Duffy. "We are focused on continued innovation across our product lines and our technology and to that end are very excited about the strategic opportunities offered by the completion of the NYMEX acquisition. NYMEX's energy and metals products, as well as the ClearPort over-the-counter clearing platform, provide additional ways for our customers to manage risk during even the most challenging market conditions. By combining these offerings with the extensive distribution and strong international presence established by CME, we look forward to ongoing growth in these globally significant products."

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.

"At a time of unprecedented turmoil in financial markets, CME Group continues to provide the transparency, liquidity and security that enable our customers to manage their risks effectively," said CME Group Chief Executive Officer Craig Donohue. "Our strong third-quarter results underscore the value of what we provide to our customers and the strength of our business model when compared to other financial sector companies. CME Group has successfully guaranteed the performance of every contract on our exchanges for more than a century, ensuring that no customer has ever suffered a loss due to a clearing member default. As customers in the over-the-counter derivative markets move increasingly toward more regulated, transparent and centrally-cleared markets, CME Group is extremely well positioned to benefit."

  CME Group Inc. Third-Quarter 2008 Results
  Financial Highlights:


  GAAP

  ($s in millions,
   except per share)  Q3 FY08     Q3 FY07    Y/Y  YTD FY08   YTD FY07   Y/Y
    Revenues            $681        $565     20%   $1,869    $1,227     52%
    Expenses            $260        $220     18%     $705      $488     44%
    Operating Income    $421        $345     22%   $1,164      $739     58%
    Operating Margin %  61.8%       61.1%            62.3%     60.2%
    Net Income         $ 169        $202    -16%     $653      $457     43%
    Diluted EPS        $2.81       $3.87    -27%   $11.61    $11.18      4%



  Pro Forma Non-GAAP

  ($s in millions,
   except per share   Q3 FY08     Q3 FY07    Y/Y  YTD FY08  YTD FY07    Y/Y
    Revenues            $787        $744      6%   $2,360    $2,054     15%
    Expenses            $269        $276     -3%     $823      $835      1%
    Operating Income    $518        $468     11%   $1,537    $1,219     26%
    Operating Margin %  65.8%       62.9%            65.1%     59.4%
    Net Income          $278        $269      3%     $844      $699     21%
    Diluted EPS        $4.13       $4.00      3%   $12.59    $10.36     22%

NOTE: See the CME Group Inc. Reconciliation of GAAP to Pro Forma Non-GAAP Measures for detail related to the adjustments made to reach the pro forma results.

Table 1 - Net Impacts Excluded from Third-Quarter 2008 Pro Forma Non-GAAP Results

  ($s in millions)                                    Q3 FY08

  Termination of the company's FX hedge associated
   with its investment in BM&F BOVESPA SA (BM&F)        $7

  Valuation of guarantee for holders of the Chicago
   Board Options Exchange (CBOE) exercise right
   privilege (ERP)                                       8

  Write downs of FXMarketSpace and Swapstream,
   and sale of legacy CBOT metals                      (28)

  Revaluation of the company's securities
   lending portfolio                                   (16)

  Other                                                 (9)

  Decrease in income before income taxes               (38)

  Income tax benefit of above items                     10

  Revaluation of the company's deferred tax
   liabilities                                         (48)

  Decrease in net income                              $(76)



  Pro Forma Non-GAAP Third-Quarter 2008 Financial Results

Third-quarter 2008 average daily volume of 13.2 million contracts per day drove $665 million in clearing and transaction fee revenue, an increase of four percent from $641 million in third-quarter 2007. Third-quarter 2008 quotation data fees were up 24 percent to $92 million, which included $4 million from a market data subscriber audit.

The average rate per contract for CME Group, excluding NYMEX for the entire period, was $0.659 for the quarter, up six percent compared with the average rate per contract of $0.622 in third-quarter 2007. The total pro forma average gross rate per contract for the NYMEX business was $1.567 for the quarter, up one percent compared with $1.547 in third-quarter 2007.

Third-quarter 2008 pro forma non-operating expense was $28 million. Investment income included $9 million from a dividend payment associated with the company's BM&F investment. Securities lending expense included $6 million expense related to the revaluation of a portion of the company's securities lending portfolio. Additionally, the third-quarter 2008 effective tax rate was 43.3 percent.

As of September 30, the company had $710 million of cash and marketable securities and $2.9 billion of debt. Since the $1.1 billion share buyback program was announced in June, the company has expended approximately $100 million on repurchases through October 28.

Company Guidance

The company expects total pro forma operating expenses in the fourth quarter to range from $270 million to $275 million. Fourth-quarter capital expenditures are expected to range from $85 million to $95 million. In addition, the expected effective tax rate for fourth-quarter 2008 and the full-year 2009 will range between 41 percent and 42 percent.

CME Group will hold a conference call to discuss third-quarter results at 5:00 p.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 derivatives exchange. Building on the heritage of CME, CBOT and NYMEX, 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 trading floors in Chicago and New York. By acting as the buyer to every seller and the seller to every buyer, CME Clearing virtually eliminates counterparty credit risk. CME Clearing also offers $7 billion in financial safeguards to help mitigate systemic risk, providing the security and confidence market participants need to operate, invest and grow. 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, energy, agricultural commodities, metals, and alternative investment products such as weather and real estate. CME Group is listed on 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. NYMEX, New York Mercantile Exchange, and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. 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 press 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 realize the benefits and control the costs of our merger with NYMEX Holdings, Inc. and our ability to successfully integrate the businesses of CME Group and NYMEX Holdings, including the fact that such integration may be more difficult, time consuming or costly than expected and revenues following the merger may be lower than expected and expected cost savings from the merger may not be fully realized within the expected time frames or at all; increasing competition by foreign and domestic entities, including increased competition from new entrants into our markets and consolidation of existing entities; 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 generate future revenues from processing services; 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, changes as a result of a combination of the Securities and Exchange Commission and the Commodity Futures Trading Commission, or changes relating to the recently enacted Emergency Economic Stabilization Act of 2008; 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 decreased demand or the growth of electronic trading; changes in our 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 our tiered pricing structure; the ability of our financial safeguards package to adequately protect us from the credit risks of clearing members; the ability of our compliance and risk management methods to effectively monitor and manage our risks; changes in price levels and volatility in the derivatives markets and in underlying fixed income, equity, foreign exchange and commodities markets; economic, political, geopolitical and market conditions, including the recent volatility of the capital and credit markets; natural disasters and other catastrophes, our ability to accommodate increases in trading volume and order transaction traffic 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; our ability to continue to generate funds and/or manage our indebtedness to allow us to continue to invest in our business; industry and customer consolidation; decreases in trading and clearing activity; the imposition of a transaction tax on futures and options on futures transactions; the seasonality of the futures business; changes in regulation or our industry as a result of a combination with the Securities and Exchange Commission and the Commodity Futures Trading Commission and changes in the regulation of our industry with respect to speculative trading in commodity interests and derivatives contracts. 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 periodic reports filed on Form 10-K and Form 10-Q and our Current Report on Form 8-K, filed on October 29, 2008, which are 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.

08-193 CME-E

                     CME Group Inc. and Subsidiaries
                       Consolidated Balance Sheets
                          (dollars in thousands)

                                              September 30,     December 31,
                                                  2008              2007
  ASSETS
  Current Assets:
       Cash and cash equivalents                $582,421          $845,312
       Collateral from securities lending        909,360         2,862,026
       Marketable securities, including
        pledged securities                       127,322           203,308
       Accounts receivable, net of allowance     339,941           187,487
       Other current assets                       92,893            55,900
       Cash performance bonds and
        security deposits                      7,506,397           833,022
  Total current assets                         9,558,334         4,987,055
  Property, net of accumulated
   depreciation and amortization                 660,795           377,452
  Intangible assets - trading products        16,959,000         7,987,000
  Intangible assets - other, net of
   accumulated amortization                    3,443,331         1,796,789
  Goodwill                                     7,765,049         5,049,211
  Other assets                                   868,543           108,690
  Total Assets                               $39,255,052       $20,306,197

  LIABILITIES AND SHAREHOLDERS' EQUITY
  Current Liabilities:
       Accounts payable                          $53,130           $58,965
       Payable under securities lending
        agreements                               947,073         2,862,026
       Short-term debt                           503,703           164,435
       Other current liabilities                 598,321           157,615
       Cash performance bonds and
        security deposits                      7,506,397           833,022
  Total current liabilities                    9,608,624         4,076,063
  Long-term debt                               2,412,817                 -
  Deferred tax liabilities                     8,090,348         3,848,240
  Other liabilities                              114,503            76,257
  Total Liabilities                           20,226,292         8,000,560
  Shareholders' equity                        19,028,760        12,305,637
  Total Liabilities and Shareholders'
   Equity                                    $39,255,052       $20,306,197



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

                                    Quarter Ended       Nine Months Ended
                                    September 30,          September 30,
                                    2008      2007       2008        2007
  Revenues
       Clearing and transaction
        fees                      $558,721  $477,840  $1,542,280   $988,803
       Quotation data fees          75,644    45,821     192,281     95,163
       Processing services          17,910    17,981      53,944     90,300
       Access and communication
        fees                        10,894    10,487      32,194     25,862
       Other                        17,783    13,093      48,551     26,434
       Total Revenues              680,952   565,222   1,869,250  1,226,562

  Expenses
       Compensation and benefits    84,581    78,462     231,458    191,591
       Communications               11,496    12,044      39,118     29,973
       Technology support services  11,929    15,747      47,041     33,284
       Professional fees and
        outside services            16,958    15,046      47,783     36,328
       Amortization of purchased
        intangibles                 29,047    15,964      63,158     16,592
       Depreciation and
        amortization                34,087    32,872     102,869     72,661
       Occupancy and building
        operations                  18,960    14,647      52,904     32,835
       Licensing and other fee
        agreements                  19,253    11,471      44,792     25,300
       Restructuring                    49     4,512       2,065      4,512
       Other                        33,821    19,082      73,722     44,925
       Total Expenses              260,181   219,847     704,910    488,001

  Operating Income                 420,771   345,375   1,164,340    738,561

  Non-Operating Income and Expense
       Investment income            17,986    21,027      41,409     57,727
       Gains (losses) on
        derivative investments       7,504        60      (7,758)        60
       Securities lending
        interest income              8,503    23,150      32,147     91,560
       Securities lending
        interest and other costs   (28,906)  (21,710)    (48,211)   (88,801)
       Interest and other
        borrowing costs            (17,884)   (1,420)    (21,590)    (1,444)
       Guarantee of exercise
        right privileges             8,016   (28,499)     12,789    (28,499)
       Equity in losses of
        unconsolidated
        subsidiaries               (20,057)   (3,663)    (27,927)   (10,054)
       Other non-operating
        expense                         67         -      (8,398)         -
       Total Non-Operating         (24,771)  (11,055)    (27,539)    20,549

  Income Before Income Taxes       396,000   334,320   1,136,801    759,110

  Income tax provision            (227,309) (132,748)   (483,380)  (301,635)
  Net Income                      $168,691  $201,572    $653,421   $457,475

  Earnings per Common Share:
       Basic                         $2.82     $3.90      $11.66     $11.28
       Diluted                       $2.81     $3.87      $11.61     $11.18

  Weighted Average Number of
   Common Shares:
       Basic                        59,870    51,748      56,054     40,556
       Diluted                      60,086    52,103      56,302     40,920



                     CME Group Inc. and Subsidiaries
           Pro Forma Non-GAAP Consolidated Statements of Income
                 (in thousands, except per share amounts)

                                   Quarter Ended        Nine Months Ended
                                   September 30,          September 30,
                                   2008      2007       2008        2007
  Revenues
       Clearing and transaction
        fees                     $665,158  $641,452  $2,008,169  $1,749,189
       Quotation data fees         91,616    73,850     261,379     219,046
       Processing services            582       558       1,619       1,502
       Access and communication
        fees                       11,076    10,751      32,965      29,865
       Other                       18,306    17,109      55,592      54,069
       Total Revenues             786,738   743,720   2,359,724   2,053,671

  Expenses
       Compensation and benefits   90,495   100,176     272,984     295,941
       Communications              12,094    14,235      42,355      42,436
       Technology support
        services                   13,147    18,633      52,675      55,982
       Professional fees and
        outside services           18,417    18,712      57,665      54,876
       Amortization of purchased
        intangibles                31,323    30,756      92,470      92,031
       Depreciation and
        amortization               34,848    35,084     105,459     108,315
       Occupancy and building
        operations                 21,652    18,973      64,254      55,743
       Licensing and other fee
        agreements                 25,155    21,733      70,643      64,447
       Other                       21,771    17,535      64,366      64,814
       Total Expenses             268,902   275,837     822,871     834,585

  Operating Income                517,836   467,883   1,536,853   1,219,086

  Non-Operating Income and Expense
       Investment income           19,588    26,831      50,207      85,633
       Gains (losses) on
        derivative investments         70        60         129          60
       Securities lending
        interest income            10,508    43,105      46,749     172,008
       Securities lending
        interest and other costs  (15,011)  (40,532)    (44,682)   (166,663)
       Interest and other
        borrowing costs           (38,081)  (38,081)   (114,243)   (114,243)
       Equity in losses of
        unconsolidated
        subsidiaries               (5,106)   (5,767)    (17,212)    (17,469)
       Total Non-Operating        (28,032)  (14,384)    (79,052)    (40,674)

  Income Before Income Taxes      489,804   453,499   1,457,801   1,178,412

  Income tax provision           (211,996) (184,342)   (613,658)   (479,345)
  Net Income                     $277,808  $269,157    $844,143    $699,067

  Earnings per Diluted Common
   Share                            $4.13     $4.00      $12.59      $10.36

  Weighted Average Number of
   Diluted Common Shares*          67,325    67,233      67,062      67,488

  Note:  Pro Forma Non-GAAP results exclude merger-related costs and other
  items listed in Table 1 in the text of the press release.  All pro forma
  results reflect both the operating results of CME Group and NYMEX, as if
  they were combined for all periods presented.   See CME Group Inc.
  Reconciliation of GAAP to Pro Forma Non-GAAP Measures for detail on the
  adjustments made to reach the pro forma results.

  *Weighted average number of diluted common shares includes merger-related
  shares converted or issued for the entire period reported.



                     CME Group Inc. and Subsidiaries
          Reconciliation of GAAP to Pro Forma Non-GAAP Measures
                              (in thousands)

                                   Quarter Ended       Nine Months Ended
                                   September 30,         September 30,
                                   2008      2007       2008        2007
  GAAP Results
  Revenues                       $680,952  $565,222  $1,869,250  $1,226,562
  Expenses                        260,181   219,847     704,910     488,001
  Operating income                420,771   345,375   1,164,340     738,561

  Non-operating income and
   expense                        (24,771)  (11,055)    (27,539)     20,549
  Income before income taxes      396,000   334,320   1,136,801     759,110
  Income tax provision           (227,309) (132,748)   (483,380)   (301,635)
       Net Income                $168,691  $201,572    $653,421    $457,475


  Pro Forma Adjustments
  Revenues:
  CBOT pre-merger revenue              $-   $22,720          $-    $414,881
  NYMEX pre-merger revenue        124,264   173,201     543,949     501,026
  Intercompany revenue
   elimination(1)                 (10,727)  (17,423)    (45,724)    (88,798)
  FXMarketSpace write down         (7,751)               (7,751)
  Total Pro Forma Revenue
   Adjustment                     105,786   178,498     490,474     827,109

  Expenses:
  CBOT pre-merger expense               -    11,247           -     219,296
  NYMEX pre-merger expense         81,522    65,263     229,242     199,961
  Intercompany expense
   elimination (1)                (10,727)  (17,423)    (45,724)    (88,798)
  Amortization of intangibles (2)   5,553    15,629      32,589      75,379
  Depreciation adjustment from
   building life change (3)           971     1,476       3,923       4,428
  Swapstream writeoff             (14,315)        -     (14,315)          -
  Loss on sale of metals           (2,780)        -      (2,780)          -
  FXMS writeoff                    (2,616)        -      (2,616)          -
  Other (4)                       (48,887)  (20,202)    (82,358)    (63,682)
  Total Pro Forma Expense
   Adjustment                       8,721    55,990     117,961     346,584

  Adjustment to operating income   97,065   122,508     372,513     480,525

  Non-operating income and expense:
  CBOT premerger non-operating
   income                               -       690           -      13,146
  NYMEX premerger non-operating
   income                            (226)    2,506      32,426     (16,925)
  Interest on debt acquired for
   NYMEX deal                     (19,294)  (35,024)    (88,577)   (111,905)
  Equity investment unusual gain
   or loss (5)                     15,942         -     (14,699)     25,962
  Securities lending writedown     15,746         -      15,746           -
  ERP Guarantee (6)                (8,016)   28,499     (12,789)     28,499
  BM&F (7)                         (7,413)        -      16,380           -
  Total Pro Forma Non-Operating
   Income and Expense Adjustment   (3,261)   (3,329)    (51,513)    (61,223)
  Adjustment to income before
   income taxes                    93,804   119,179     321,000     419,302
  Adjustment to income tax
   provision                       15,313   (51,594)   (130,278)   (177,710)
       Adjustment to net income  $109,117   $67,585    $190,722    $241,592


  Pro Forma Non-GAAP Results
  Revenues                       $786,738  $743,720  $2,359,724  $2,053,671
  Expenses                        268,902   275,837     822,871     834,585
  Operating income                517,836   467,883   1,536,853   1,219,086

  Non-operating income and
   expense                        (28,032)  (14,384)    (79,052)    (40,674)
  Income before income taxes      489,804   453,499   1,457,801   1,178,412
  Income tax provision (8)       (211,996) (184,342)   (613,658)   (479,345)
       Net Income                $277,808  $269,157    $844,143    $699,067

  Notes:
  (1)  Eliminate clearing services provided to CBOT prior to the merger and
  processing services provided prior to the NYMEX acquisition.
  (2)  Add amortization of intangible assets recorded in purchase of CBOT
  and NYMEX.
  (3)  Adjust depreciation for changes in value and useful life of building
  acquired from NYMEX.
  (4)  Reverse effect of restructuring, accelerated depreciation,
  integration and legal expenses related to the merger with CBOT and
  acquisition of NYMEX.  Also removes other merger-related transaction costs
  that were expensed and transaction costs related to the acquisition of
  CMA.
  (5)  Write-down of FXMarketSpace and Optionable as well as a gain related
  to TSX Group.
  (6)  Reverse impact of exercise right privilege guarantee.
  (7)  Related to change in value of the currency hedge associated with the
  company's BM&F/Bovespa investment prior to termination as well as
  transaction costs of BM&F/Bovespa investment.
  (8)  Pro forma adjustments are tax affected at 41.5%, the mid point of CME
  Group's estimated effective tax rate. Also, a first quarter 2008 tax
  benefit of $38.6 million due to a change in Illinois state tax treatment
  for apportionment of revenues sourced within the state has been removed
  for proforma purposes. Finally, a third quarter 2008 non-cash tax expense
  of $48.3 million due to adjusting deferred taxes related to the NYMEX
  acquisition has also been removed for proforma purposes.



                              CME Group Inc.
                      Quarterly Operating Statistics

                                  3Q 2007 4Q 2007 1Q 2008 2Q 2008 3Q 2008
  Trading Days                        63      64      61      64      64

                   Quarterly Average Daily Volume (ADV)

CME Group Pro Forma ADV (Legacy CME, CBOT and NYMEX combined, in thousands)

                                  3Q 2007 4Q 2007 1Q 2008 2Q 2008 3Q 2008
  Total                           14,161  12,113  15,540  12,876  13,236

  CME Group ADV (Legacy CME and CBOT combined for periods prior to 4Q07,
                              in thousands)

  Product Line                    3Q 2007 4Q 2007 1Q 2008 2Q 2008 3Q 2008
  Interest rates                   8,060   6,290   8,251   6,467   6,030
  Equity E-mini                    3,057   2,817   3,628   2,833   3,638
  Equity standard-size               202     166     201     161     204
  Foreign exchange                   635     561     640     665     710
  Commodities & alternative
   investments                       716     740     949     933     822
       Total                      12,670  10,574  13,669  11,060  11,404

  Venue
  Open outcry                      2,652   1,876   2,336   1,836   1,602
  Electronic (excluding TRAKRS)    9,806   8,528  11,097   9,054   9,641
  Privately negotiated               212     169     236     170     161
       Total                      12,670  10,574  13,669  11,060  11,404

                      NYMEX/COMEX ADV (in thousands)

                                  3Q 2007 4Q 2007 1Q 2008 2Q 2008 3Q 2008
  NYMEX floor                        229     229     257     238     193
  NYMEX electronic                   687     704     814     865     831
  COMEX floor                         36      42      47      38      36
  COMEX electronic                   114     147     205     172     214
  NYMEX ClearPort                    351     310     473     418     492
  Other                               74     107      75      85      65
       Total                       1,491   1,539   1,870   1,816   1,831

                     Average Rate Per Contract (RPC)

 CME Group RPC (Legacy CME and CBOT combined for entire periods reported)

  Product Line                    3Q 2007 4Q 2007 1Q 2008 2Q 2008 3Q 2008
  Interest rates                  $0.519  $0.530  $0.505  $0.522  $0.521
  Equity E-mini                    0.673   0.687   0.684   0.668   0.677
  Equity standard-size             1.451   1.427   1.506   1.453   1.486
  Foreign exchange                 0.951   0.985   0.927   0.907   0.936
  Commodities & alternative
   investments                     1.032   1.074   1.119   1.134   1.154
       Average RPC (excluding
        TRAKRS)                   $0.622  $0.648  $0.630  $0.648  $0.659

  Venue
  Open outcry                     $0.473  $0.517  $0.553  $0.572  $0.607
  Electronic (excluding TRAKRS)    0.613   0.629   0.609   0.629   0.637
  Privately negotiated             2.878   3.057   2.345   2.427   2.526

                             NYMEX/COMEX RPC

                                  3Q 2007 4Q 2007 1Q 2008 2Q 2008 3Q 2008
  NYMEX floor                      1.446   1.469   1.594   1.606   1.384
  NYMEX electronic                 1.254   1.204   1.324   1.304   1.315
  COMEX floor                      1.341   1.465   1.640   1.712   1.624
  COMEX electronic                 1.503   1.549   1.630   1.706   1.719
  NYMEX ClearPort                  1.670   1.151   1.490   1.571   1.642
  Other                            2.016   1.809   1.923   1.854   1.928
       Total Pro Forma Average
        Net Rate                   1.441   1.388   1.472   1.479   1.488
  Direct Transaction Cost          0.106   0.083   0.098   0.077   0.078
       Total Pro Forma Average
        Gross Rate                 1.547   1.471   1.570   1.556   1.567

  Note:  All CME Group volume and rate per contract data is based upon pro
  forma results, including the operations of CME Group and NYMEX as if they
  were combined for the entire period reported.  All data excludes our non-
  traditional TRAKRS products, for which CME Group receives significantly
  lower clearing fees than other CME Group products.  Additionally, all data
  excludes Swapstream products.

SOURCE: CME Group Inc.

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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