News Release

CME Group Volume Averaged 11.0 Million Contracts per Day in August, Assuming Combined CME Group/NYMEX Volumes for Entire Month

Wed Sep 03 2008

CHICAGO, Sept. 3 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives exchange, today announced that August 2008 volume averaged 11.0 million contracts per day, assuming combined CME Group and NYMEX volumes for the entire month. On this basis, total monthly volume totaled 231 million contracts, 80 percent of which were traded electronically. While August typically sees lower trading activity compared with other months, in August 2007 CME Group recorded its highest monthly volume ever due to the onset of the subprime lending crisis and the ensuing impact on global financial markets. Compared with that heightened activity, August 2008 volume was down 32 percent. On a combined basis, CME Group year-to-date 2008 volume through August averaged 13.6 million contracts per day, up 9 percent from the same period last year.

CME Group commodities and alternative investments volume averaged 852,000 contracts per day, up 26 percent from August 2007. CME Group foreign exchange (FX) contracts volume averaged 659,000 contracts per day, up 3 percent, and represented average daily notional value traded of $90 billion, up 14 percent. CME Group E-mini equity index volume averaged 2.6 million contracts per day, down 28 percent compared with August 2007. CME Group interest rate volume averaged 5.1 million contracts per day, down 48 percent compared with the same period in 2007.

Total NYMEX volume averaged 1.7 million contracts for August 2008, up 20 percent compared with August 2007. Monthly NYMEX energy futures and options volume averaged 979,000 contracts per day, up 10 percent from August 2007. COMEX metals volume averaged 226,000 contracts per day for August 2008, up 61 percent. Average daily volume on NYMEX ClearPort was 453,000 contracts for August 2008, up 37 percent compared with August 2007. The remaining NYMEX volume of 63,000 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)

                             August 2008      August 2007     Percent Change
  Total                         11,020           16,292           -32%


  CME Group ADV (Legacy CME and CBOT combined)
  (In thousands)

  PRODUCT LINE               August 2008      August 2007     Percent Change
  Interest Rates                 5,056            9,753           -48%
  E-minis                        2,596            3,582           -28%
  Equity Standard                  137              211           -35%
  FX                               659              641             3%
  Commodities and Alt. Inv.        852              676            26%
    Total                        9,300           14,864           -37%


  VENUE                      August 2008      August 2007     Percent Change
  Open Outcry                    1,339            3,221           -58%
  CME Globex                     7,833           11,409           -31%
  Privately Negotiated             128              234           -45%


  NYMEX/COMEX ADV
  (In thousands)
                              August      August     Percent     NYMEX/COMEX
                               2008        2007      Change      Standalone
                                                                 Post-Close*
  NYMEX floor                   169         228         -26%           150
  NYMEX electronic              810         666          22%           748
  COMEX floor                    34          31           7%            23
  COMEX electronic              192         109          77%           166
  NYMEX ClearPort               453         331          37%           563
  Other                          63          64          -2%            59
    Total                     1,720       1,429          20%         1,708

  *Represents NYMEX/COMEX average daily volume from August 25, 2008 through
   August 29, 2008.



  ROLLING THREE-MONTH AVERAGES

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

                                       3-Month Period Ending
                             Jul-08       Jun-08       May-08       Apr-08
  Interest Rates              0.518        0.522        0.527        0.521
  E-minis                     0.665        0.668        0.661        0.676
  Equity Standard             1.455        1.453        1.473        1.484
  FX                          0.905        0.907        0.918        0.926
  Commodities/Alt.
   Investments                1.146        1.134        1.114        1.117
  Total                       0.647        0.648        0.644        0.643
  Open Outcry                 0.594        0.572        0.575        0.586
  Electronic                  0.624        0.629        0.622        0.617
  Privately
  Negotiated                  2.464        2.427        2.354        2.332


  Average Daily Volume (In thousands)

                                       3-Month Period Ending
                             Aug-08       Jul-08       Jun-08       May-08
  Interest Rates              5,922        6,438        6,467        6,702
  E-minis                     3,211        3,186        2,833        2,987
  Equity Standard               179          177          161          172
  FX                            687          675          665          662
  Commodities/Alt.
   Investments                  945          913          933          865
  Total                      10,945       11,388       11,060       11,387
  Open Outcry                 1,580        1,721        1,836        1,883
  Electronic                  9,202        9,494        9,054        9,308
  Privately
  Negotiated                    162          173          170          195


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

                                             3-Month Period Ending
                                    Jul-08    Jun-08     May-08     Apr-08
  NYMEX floor                         1.63      1.61       1.59       1.58
  NYMEX electronic                    1.32      1.30       1.30       1.30
  COMEX floor                         1.63      1.71       1.70       1.71
  COMEX electronic                    1.73      1.71       1.68       1.66
  NYMEX ClearPort                     1.58      1.57       1.54       1.50
  Other                               1.85      1.85       1.88       1.94
  Total Pro Forma Average Net Rate    1.50      1.48       1.47       1.47
  Direct Transaction Cost             0.08      0.08       0.08       0.09
  Total Pro Forma Average
  Gross Rate                          1.58      1.56       1.55       1.56

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


  Average Rate Per Contract (As reported historically)

                                       3-Month Period Ending
                             Jul-08       Jun-08       May-08       Apr-08
  NYMEX floor                  1.63         1.61         1.59         1.58
  NYMEX electronic             1.04         1.03         1.03         1.03
  COMEX floor                  1.63         1.71         1.70         1.71
  COMEX electronic             1.46         1.43         1.41         1.38
  NYMEX ClearPort              1.58         1.57         1.54         1.50
  Other                        1.85         1.85         1.88         1.94
  Total Average Net Rate       1.34         1.32         1.31         1.32
  Direct Transaction Cost      0.24         0.24         0.24         0.24
  Total Average Gross Rate     1.58         1.56         1.55         1.56


  Average Daily Volume (In thousands)

                                       3-Month Period Ending
                             Aug-08       Jul-08       Jun-08       May-08
  NYMEX floor                   208          232          238          244
  NYMEX electronic              841          883          865          874
  COMEX floor                    35           37           38           41
  COMEX electronic              194          190          172          191
  NYMEX ClearPort               455          443          418          451
  Other                          72           84           85           82
  Total                       1,805        1,869        1,816        1,883

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. 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. TRAKRS and Total Return Asset Contracts are trademarks of Merrill Lynch & Co., Inc. This trademark is used herein under license. 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: William Parke, +1-312-930-3467, or Pamela Plehn,
+1-312-930-3446, both of CME Group, news@cmegroup.com; or investors, John
Peschier, +1-312-930-8491, for CME Group

Web site: http://www.cmegroup.com/

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