News Release

CME Establishes Single-Day CME Eurodollar Electronic Options Volume Record

Thu Aug 25 2005

CHICAGO, Aug. 25, 2005 — CME, the world’s largest and most diversified derivatives exchange, today reported record electronic options on futures contracts trading volume in its benchmark CME® Eurodollar interest rate product during the Wednesday, August 24 trading session. A total of 86,829 CME Eurodollar electronic options contracts were traded through the exchange’s enhanced options system on CME Globex. CME® Globex®, the exchange's electronic platform that operates virtually 24 hours every trading day. Electronic CME Eurodollar option contracts traded yesterday represented 13 percent of the total CME Eurodollar option volume of 685,464 contracts. The new volume record eclipses the prior total of electronically traded CME Eurodollar options of 77,082 on May 6, 2005, which represented 6 percent of the total CME Eurodollar options volume traded that day. The previous record percentage for electronic CME Eurodollar options traded was 9 percent on August 19, 2005, when 49,728 options contracts traded. On August 14, 2005, CME integrated its enhanced options system for trading CME Eurodollar options into its CME Globex electronic trading platform creating broader access and around the clock liquidity for CME Eurodollar options. From January through July 2005, the volume of CME Eurodollar option contracts traded rose by 40.5 percent over the same period in 2004. For that same period, the growth for CME Eurodollar futures was 42.3 percent and for CME Eurodollar futures and options combined 41.8 percent. In July 2005, total CME Interest Rate products average daily volume reached 2.1 million contracts, up 20 percent from 2004, an increase driven by electronically traded CME Eurodollar futures. Electronic CME Eurodollars represented 84 percent of total CME Eurodollar futures volume in July, compared with 58 percent a year ago; and an average daily volume of 1.1 million contracts, up more than 60 percent from the same period a year ago. 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 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 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.

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