News Release

CME E-mini S&P 500 Options More Than Double Previous Volume Record

Thu Oct 06 2005

Technology Enhancements for Equity Options to Launch on Oct. 9 CHICAGO, Oct. 6, 2005 — CME, the world’s largest and most diverse financial exchange, set a new volume record on Wednesday, October 5, for options on CME E-mini® S&P 500® futures with 107,985 contracts traded, more than double the previous record of 45,903 contracts set on Sept. 15, 2005. Open interest also reached a new level at 334,123 positions. Average daily volume in CME E-mini S&P 500 options has grown from 9,417 in the first quarter of 2005 to 15,980 contracts traded in the third quarter. In September CME E-mini S&P 500 options averaged a record 20,540 contracts per day. Beginning on Sunday, October 9, CME is implementing technology enhancements, including mass quoting capabilities for market makers, which will further facilitate trading of its electronically traded equity and foreign exchange products including CME E-mini S&P 500 options. Chicago Mercantile Exchange Inc. ( is the world’s largest and most diverse financial exchange. As an international marketplace, CME brings together buyers and sellers on CME Globex electronic trading platform and on its trading floors. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.6 billion per day in settlement payments in the first half of 2005 and managed $43.7 billion in collateral deposits at June 30, 2005, including $4.0 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE, NASDAQ: CME), which is part of the Russell 1000® Index. Statements in this news 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. 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 Quarterly Report on Form 10-Q, which can be obtained at its Web site at We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise. Chicago Mercantile Exchange, CME, the globe logo and CME Globex are registered trademarks of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. CLEARING 21 is a registered trademark of CME and New York Mercantile Exchange, Inc. S&P, S&P 500, NASDAQ-100, Nikkei 225, Russell 1000, Russell 2000, TRAKRS, Total Return Asset Contracts and other trade names, service marks, trademarks and registered trademarks that are not proprietary to Chicago Mercantile Exchange Inc. are the property of their respective owners, and are used herein under license.

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