News Release

CME Group Volume Averaged 10.5 Million Contracts Per Day in November 2008

Tue Dec 02 2008

CHICAGO, Dec. 2 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives exchange, today announced that November 2008 volume averaged 10.5 million contracts per day, down 29 percent from November 2007, assuming combined CME Group/NYMEX volumes. Total monthly volume exceeded 199 million contracts, 79 percent of which was traded electronically. On a combined basis, CME Group year-to-date volume through November averaged 13.4 million contracts per day, up seven percent from the same period in 2007.

CME Group E-mini equity index volume averaged 3.8 million contracts per day, up 11 percent compared with November 2007. Equity standard volume averaged 160,000 contracts per day, down one percent compared with the same period last year. CME Group commodities and alternative investments volume averaged 724,000 contracts per day, down 12 percent from November 2007. CME Group foreign exchange (FX) contracts volume averaged 471,000 contracts per day, down 26 percent, and represented an average daily notional value of $60 billion. CME Group interest rate volume averaged 3.7 million contracts per day, down 53 percent compared with the same period in 2007.

Total NYMEX volume averaged 1.6 million contracts for November 2008, down three percent compared with the same period last year. Monthly NYMEX energy futures and options volume averaged 832,000 contracts per day, down 15 percent from November 2007. COMEX metals volume averaged 207,000 contracts per day for November 2008, down 24 percent. Average daily volume cleared on NYMEX ClearPort was 477,000 contracts for November 2008, up 51 percent compared with November 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 117,000 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)

                                November 2008  November 2007  Percent Change
  Total                            10,479          14,701          -29%

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

  PRODUCT LINE                November 2008   November 2007   Percent Change
  Interest Rates                    3,737           8,006          -53%
  E-minis                           3,753           3,383           11%
  Equity Standard                     160             162           -1%
  FX                                  471             640          -26%
  Commodities and Alt. Inv.           724             825          -12%
    Total                           8,845          13,016          -32%


  VENUE                       November 2008   November 2007   Percent Change
  Open outcry                       1,273           2,274          -44%
  CME Globex                        7,440          10,555          -30%
  Privately negotiated                133             187          -29%



  NYMEX/COMEX ADV (In thousands)

                                 November 2008  November 2007 Percent Change
  NYMEX floor                         161             237          -32%
  NYMEX electronic                    671             736           -9%
  COMEX floor                          37              61          -40%
  COMEX electronic                    171             211          -19%
  NYMEX ClearPort                     477             316           51%
  Other                               117             123           -5%
    Total                           1,634           1,685           -3%



  ROLLING THREE-MONTH AVERAGES

  CME Group (Legacy CME and CBOT combined)
  Average Rate Per Contract (In dollars)

                                      3-Month Period Ending
                          Oct-08       Sep-08       Aug-08       Jul-08
  Interest Rates           0.539        0.521        0.519        0.518
  E-minis                  0.703        0.677        0.670        0.665
  Equity Standard          1.529        1.486        1.444        1.455
  FX                       0.932        0.936        0.911        0.905
  Commodities/Alt.
   Investments             1.144        1.154        1.155        1.146
  Total                    0.684        0.659        0.658        0.647
  Open outcry              0.608        0.607        0.608        0.594
  Electronic               0.665        0.637        0.634        0.624
  Privately negotiated     2.533        2.526        2.481        2.464



  Average Daily Volume (In thousands)

                                      3-Month Period Ending
                          Nov-08       Oct-08       Sep-08       Aug-08
  Interest Rates           5,156        5,538        6,030        5,922
  E-minis                  4,444        4,049        3,638        3,211
  Equity Standard            238          228          204          179
  FX                         625          681          710          687
  Commodities/Alt.
   Investments               746          786          822          945
  Total                   11,208       11,282       11,404       10,945
  Open outcry              1,595        1,607        1,602        1,580
  Electronic               9,445        9,510        9,641        9,202
  Privately negotiated       167          165          161          162



  NYMEX/COMEX
  Average Rate Per Contract (In dollars, on a pro forma basis*)

                                      3-Month Period Ending
                          Oct-08       Sep-08       Aug-08       Jul-08
  NYMEX floor               1.36         1.39         1.40         1.63
  NYMEX electronic          1.30         1.32         1.32         1.32
  COMEX floor               1.73         1.63         1.64         1.64
  COMEX electronic          1.74         1.72         1.73         1.73
  NYMEX ClearPort           2.04         1.93         1.92         1.94
  Other                     1.97         1.93         1.86         1.85
  Total Pro Forma
   Average Gross Rate       1.60         1.57         1.56         1.58

  Total Pro Forma
   Average Net Rate         1.53         1.49         1.48         1.49

Pro forma adjustment excludes the Globex payment to CME Group from the NYMEX electronic, COMEX electronic and Direct Transaction Cost lines. Average RPC by venue are gross figures - NYMEX historically reported average net RPC by venue.

  Average Daily Volume (In thousands)
                                       3-Month Period Ending
                          Nov-08       Oct-08       Sep-08       Aug-08
  NYMEX floor                184          185          193          208
  NYMEX electronic           754          796          831          841
  COMEX floor                 36           35           36           35
  COMEX electronic           186          192          214          194
  NYMEX ClearPort            509          500          492          455
  Other                       78           59           65           72
  Total                    1,746        1,767        1,831        1,805

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/.

08-217

CME-G

SOURCE: CME Group

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