News Release

CME Group to Launch 26 New Monthly PJM Electricity Futures Contracts on ClearPort

Thu Nov 20 2008

CHICAGO, Nov. 20 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives exchange, today announced that it will launch 26 new PJM peak and off-peak electricity swap futures contracts on ClearPort®, beginning December 7 for trade date December 8.

The contracts and their commodity codes are: PJM Northern Illinois Hub peak calendar month day-ahead LMP (N3); PJM Northern Illinois off-peak calendar month day-ahead LMP (L3); PJM AECO Zone peak calendar month day-ahead LMP (A1); PJM AECO Zone off-peak calendar month day-ahead LMP (X1); PJM AEP Dayton Hub peak calendar month day-ahead LMP (D7); PJM AEP Dayton Hub off-peak calendar month day-ahead LMP (R7); PJM APS Zone peak calendar month day-ahead LMP (S4); PJM APS Zone off-peak calendar month day-ahead LMP (W4); PJM BGE Zone peak calendar month day-ahead LMP (E3); PJM BGE Zone off-peak calendar month day-ahead LMP (R3); PJM DPL Zone peak calendar month day-ahead LMP (L8); PJM DPL Zone off-peak calendar month day-ahead LMP (E8); PJM Eastern Hub peak calendar month day-ahead LMP (E9); PJM Eastern Hub off-peak calendar month day-ahead LMP (O9); PJM JCPL Zone peak calendar month day-ahead LMP (J2); PJM JCPL Zone off-peak calendar month day-ahead LMP (F2); PJM PEPCO Zone peak calendar month day-ahead LMP (R8); PJM PEPCO Zone off-peak calendar month day-ahead LMP (Q8); PJM PPL Zone peak calendar month day-ahead LMP Swap Futures Contract (L5); PJM PPL Zone off-peak calendar month day-ahead LMP (F5); PJM PSEG Zone peak calendar month day-ahead LMP (L6); PJM PSEG Zone off-peak calendar month day-ahead LMP (W6); PJM Western Hub peak calendar month day-ahead LMP (J4); PJM Western Hub off-peak calendar month day-ahead LMP (E4); PJM Western Hub peak calendar month real-time LMP (F9); and PJM Western Hub off-peak calendar month real-time LMP (N9).

These contracts will be financially settled using PJM day-ahead and real time prices. They will be listed for the current year plus the next five calendar years, beginning with the January 2009 contract. The contract size will be 80 megawatt hours (5 megawatt hours per hour) for the peak contracts and 5 megawatt hours for the off-peak contracts. The minimum price fluctuation will be $0.05 per megawatt hour.

For more information, please visit http://www.nymex.com/.

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

CONTACT: media, Anu Ahluwalia, +1-212-299-2439, or Allan Schoenberg,
+1-312-930-8189, news@cmegroup.com, or investors, John Peschier,
+1-312-930-2439, all of CME Group

Web site: http://www.cmegroup.com/
http://www.cme.com/
http://www.nymex.com/
http://www.cmegroup.mediaroom.com/

Corporate Communications

+1 312 930 3434
Email