News Release

CME Group Volume Averaged 12.5 Million Contracts per Day in October, Up 13 Percent from Year-Ago Levels on a Combined Basis

Mon Nov 03 2008

CHICAGO, Nov. 3 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives exchange, today announced that October 2008 volume averaged 12.5 million contracts per day, up 13 percent from October 2007, assuming combined CME Group/NYMEX volumes. Total monthly volume exceeded 287 million contracts, 80 percent of which was traded electronically. On a combined basis, CME Group year-to-date volume through October averaged 13.7 million contracts per day, up 11 percent from the same period in 2007.

CME Group E-mini equity index volume averaged 4.7 million contracts per day, up 83 percent compared with October 2007. Equity standard volume averaged 241,000 contracts per day, up 85 percent compared with the same period last year. CME Group commodities and alternative investments volume averaged 772,000 contracts per day, up 11 percent from October 2007. CME Group foreign exchange (FX) contracts volume averaged 561,000 contracts per day, up 5 percent, and represented an average daily notional value of $72 billion, up 4 percent. CME Group interest rate volume averaged 4.6 million contracts per day, down 18 percent compared with the same period in 2007.

Total NYMEX volume averaged 1.7 million contracts for October 2008, up 5 percent compared with the same period last year. Monthly NYMEX energy futures and options volume averaged 923,000 contracts per day, down 8 percent from October 2007. COMEX metals volume averaged 194,000 contracts per day for October 2008, up 14 percent. Average daily volume cleared on NYMEX ClearPort was 524,000 contracts for October 2008, up 65 percent compared with October 2007, as users continue to seek the safety and soundness of CME Group's regulated, transparent and centrally cleared markets. The remaining NYMEX volume of 59,000 trades per day consisted of other transactions, which include position transfers and exchanges.

All references to CME Group 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.

  MONTHLY AVERAGE DAILY VOLUME (ADV)

  Total Exchange Pro Forma ADV (Legacy CME, CBOT, and NYMEX combined, in
  thousands)
                               October 2008    October 2007   Percent Change
  Total                           12,496          11,060              13%


  CME Group ADV (Legacy CME and CBOT combined, in thousands)
  PRODUCT LINE                 October 2008    October 2007   Percent Change
  Interest Rates                   4,566           5,556             -18%
  E-minis                          4,689           2,559              83%
  Equity Standard                    241             131              85%
  FX                                 561             533               5%
  Commodities and Alt. Inv.          772             697              11%
    Total                         10,828           9,476              14%

  VENUE                        October 2008    October 2007   Percent Change
  Open outcry                      1,528           1,701             -10%
  CME Globex                       9,137           7,650              19%
  Privately negotiated               164             125              31%

  NYMEX/COMEX ADV (In thousands)
                               October 2008    October 2007   Percent Change
  NYMEX floor                        197             254             -23%
  NYMEX electronic                   726             748              -3%
  COMEX floor                         34              39             -15%
  COMEX electronic                   160             130              23%
  NYMEX ClearPort                    524             318              65%
  Other                               59              94             -37%
  Total                            1,668           1,584               5%



  ROLLING THREE-MONTH AVERAGES

  CME Group (Legacy CME and CBOT combined)
  Average Rate Per Contract (In dollars)
                                           3-Month Period Ending
                                 Sep-08       Aug-08     Jul-08    Jun-08
  Interest Rates                 0.521        0.519      0.518     0.522
  E-minis                        0.677        0.670      0.665     0.668
  Equity Standard                1.486        1.444      1.455     1.453
  FX                             0.936        0.911      0.905     0.907
  Commodities/Alt. Investments   1.154        1.155      1.146     1.134
  Total                          0.659        0.658      0.647     0.648
  Open outcry                    0.607        0.608      0.594     0.572
  Electronic                     0.637        0.634      0.624     0.629
  Privately negotiated           2.526        2.481      2.464     2.427

  Average Daily Volume (In thousands)
                                           3-Month Period Ending
                                 Oct-08       Sep-08     Aug-08    Jul-08
  Interest Rates                 5,538        6,030      5,922     6,438
  E-minis                        4,049        3,638      3,211     3,186
  Equity Standard                  228          204        179       177
  FX                               681          710        687       675
  Commodities/Alt. Investments     786          822        945       913
  Total                         11,282       11,404     10,945    11,388
  Open outcry                    1,607        1,602      1,580     1,721
  Electronic                     9,510        9,641      9,202     9,494
  Privately negotiated             165          161        162       173



  NYMEX/COMEX
  Average Rate Per Contract (In dollars, on a pro forma basis*)
                                           3-Month Period Ending
                                 Sep-08       Aug-08     Jul-08    Jun-08
  NYMEX floor                     1.38         1.40       1.63      1.61
  NYMEX electronic                1.32         1.32       1.32      1.30
  COMEX floor                     1.62         1.64       1.63      1.71
  COMEX electronic                1.72         1.73       1.73      1.71
  NYMEX ClearPort                 1.64         1.60       1.58      1.57
  Other                           1.93         1.86       1.85      1.85
  Total Pro Forma Average
   Net Rate                       1.49         1.48       1.50      1.48
  Direct Transaction Cost         0.08         0.08       0.08      0.08
  Total Pro Forma Average
   Gross Rate                     1.57         1.56       1.58      1.56

  * Pro forma adjustment excludes the Globex payment to CME Group from the
    NYMEX electronic, COMEX electronic and Direct Transaction Cost lines.


  Average Daily Volume (In thousands)
                                           3-Month Period Ending
                                 Oct-08       Sep-08     Aug-08    Jul-08
  NYMEX floor                      185          193        208       232
  NYMEX electronic                 796          831        841       883
  COMEX floor                       35           36         35        37
  COMEX electronic                 192          214        194       190
  NYMEX ClearPort                  500          492        455       443
  Other                             59           65         72        84
  Total                          1,760        1,831      1,805     1,869

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/.

CME-G

SOURCE: CME Group

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