News Release

CME Sets Global Futures Exchange Milestone with 10.7 Million Contracts Traded; Second Consecutive Record Day for Total and Electronic Volume

Fri Sep 02 2005

Electronic CME Eurodollar Options Volume Continues to Grow with Friday Morning Trading Already at Record Levels CHICAGO, Sept. 2, 2005 — CME, the world’s largest and most diversified financial exchange, today reported that for the first time in the exchange’s history, trading volume exceeded 10 million contracts, with 10.7 million contracts* traded on Thursday, Sept. 1, a global record for a futures exchange. This exceeded the previous day’s record volume of 9.97 million contracts. For the second consecutive day, volume on the CME® Globex® electronic trading platform achieved a new high with 6.9 million contracts traded. This surpassed the previous one-day electronic trading record of 6.8 million contracts set on Wednesday, August 31. CME Eurodollar futures and options on futures also achieved new records. CME Eurodollar futures contract volume reached a new high with 5.8 million futures contracts traded, breaking the previous day’s 5.2 million contracts record while 2.6 million CME Eurodollar options traded. The previous volume record of 2.4 million CME Eurodollar options was also set on Aug. 31. A total of 98,253 CME Eurodollar options were traded through the exchange’s enhanced options system on CME Globex. This eclipsed the previous electronic CME Eurodollar options record of 86,829 options traded on Wednesday, August 24. As of 7:30 a.m. this morning, CME Eurodollar on CME Globex had volume of more than 122,000 options traded. On August 15, 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. In CME’s Foreign Exchange Products group, volume records were set in the CME Euro FX futures contract with 243,773 contracts traded, representing a notional value of $38 billion, breaking the June 8 record of 243,701 futures contracts traded. CME Swiss Franc futures achieved a new high with 77,541 contracts traded with notional value of $7.9 billion. CME is the largest regulated marketplace for foreign exchange. *excluding its non-traditional TRAKRS TM products 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 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

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