News Release

CME Establishes New Single-Day Volume Records

Fri Apr 01 2005

Exchange Sets New Overall, CME® Globex®, CME Eurodollar, Total Options and E-MiniTMRussell 1000® Volume Records on Friday, April 1 CHICAGO, April 4, 2005 - CME, the largest U.S. futures exchange, today announced that on Friday, April 1, it achieved a new single-day trading record of 6.7 million contracts, excluding its non-traditional TRAKRS TM products, surpassing the previous record of 6.5 million set on May 7, 2004. In addition, CME Globex, the exchange’s electronic trading platform that operates virtually 24 hours every trading day, surpassed four million contracts traded in a single day for the first time, reaching 4.4 million. The previous single-day record for electronic trading was 3.8 million contracts set on March 16, 2005. CME Eurodollar interest rate contracts traded electronically surpassed 2.4 million contracts, also a new single-day record, surpassing the previous record of 2.1 million contracts set on March 23, 2005. Total exchange options on futures contracts reached an all-time high with 1.8 million contracts traded, driven by record CME Eurodollar options volume, surpassing the previous record of 1.6 million contracts set on March 23, 2005. CME Eurodollar options volume reached a new record of 1.7 million contracts traded exceeding the previous record of 1.5 million contracts March 23, 2005. The exchange also set a new record in CME E-mini Russell 1000 equity index futures trading 5,649 contracts, breaking the previous record of 4,894 set on March 11, 2005. Chicago Mercantile Exchange Inc. ( is the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on CME Globex® electronic trading platform and on its trading floor. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.5 billion per day in settlement payments in 2004 and managed $44.1 billion in collateral deposits as of Dec. 31, 2004, including $3.1 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME), which is part of the Russell 1000® Index. 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. Russell 1000, TRAKRS 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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