News Release

CME Group Reports October 2007 Volume Averaged 9.5 Million Contracts Per Day, Up 14 Percent

Thu Nov 01 2007

CHICAGO, Nov. 1 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse exchange, today announced October volume averaged 9.5 million contracts per day, up 14 percent from October 2006. Total electronic volume averaged 7.7 million contracts per day, up 28 percent from the prior October. Total volume exceeded 218 million contracts for the month -- of which a record 81 percent were traded electronically. This was the first time that the percentage of volume traded electronically exceeded 80 percent. Overall average daily volume year to date through October increased 28 percent versus the same period last year, with equity index volume up 43 percent, foreign exchange volume up 32 percent, interest rate volume up 24 percent, and commodity and alternative investments volume up 23 percent.


CME Group E-mini equity index product volume averaged 2.6 million contracts per day in October, up 53 percent compared with October 2006. CME Group foreign exchange product volume averaged 533,000 contracts per day in October, up 31 percent compared with the year-ago period. CME Group interest rate product volume averaged 5.6 million contracts per day in October, up 5 percent from October 2006. CME Group commodities and alternative investment products volume averaged 697,000 contracts per day in October, down 15 percent compared with the same period a year ago. NYMEX energy and metals volume on the CME Globex platform in October averaged 878,000 contracts per day, up 164 percent versus the same period a year ago.

  (In thousands)

                              October 2007 ADV   % Change vs. October 2006
  Eurodollar futures               1,965K                  -7%
  10-year U.S. Treasury Note
   futures                         1,099K                  17%
  5-year U.S. Treasury Note
   futures                          543K                   37%
  30-year Bond futures              314K                    9%
  2-year U.S. Treasury Note
   futures                          207K                   88%

  Eurodollar options                845k                  -15%
  Treasury and Bond options         382K                   --

  All references to 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.

  (In thousands)

                            October 2007     October 2006     Percent Change
  Interest Rates                  5,556            5,306                5%
  E-Minis                         2,559            1,667               53%
  Equity Standard                   131              131                0%
  Foreign Exchange                  533              407               31%
  Commodities and Alt.
   Inv.*                            697              820              -15%
       Total                      9,476            8,332               14%

  Open Outcry                     1,701            2,220              -23%
  CME Globex and e-CBOT           7,650            5,994               28%
  Privately Negotiated              125              118                6%

  *CME Group Commodities and Alternative Investments product line includes
   the legacy CME Commodities and Alternative Investments product line and
   the legacy CBOT Agricultural product line and Metals, Energy and Other
   product line.


  Average Rate Per Contract
  (In dollars, and calculated from combined average daily volumes for entire

                    By Product Line                         By Venue
  3-Month Inte-                          ities                       Priv-
  Period  rest         Equity   Foreign and Alt      Open   Elect-   ately
  Ending Rates E-Minis Standard Exchange  Inv. Total Outcry ronic Negotiated
  Sep-07 0.519  0.673  1.451    0.951    1.032 0.622 0.473   0.613   2.878
  Aug-07 0.517  0.677  1.397    0.981    1.040 0.624 0.474   0.612   2.876
  Jul-07 0.514  0.686  1.357    1.036    1.021 0.627 0.487   0.611   2.914
  Jun-07 0.516  0.700  1.334    1.090    1.034 0.639 0.492   0.626   2.948

  Average Daily Volume
  (In thousands, average daily volumes combined for entire period)

                    By Product Line                         By Venue
  3-Month Inte-                         ities                        Priv-
  Period  rest         Equity   Foreign and Alt      Open   Elect-   ately
  Ending Rates E-Minis Standard Exchange Inv.  Total Outcry ronic Negotiated
  Oct-07  7,500  3,019   190     601     694  12,004 2,488  9,330     186
  Sep-07  8,060  3,057   202     635     716  12,670 2,652  9,806     212
  Aug-07  8,345  3,051   206     645     794  13,041 2,705 10,104     232
  Jul-07  7,386  2,482   185     591     790  11,434 2,391  8,835     208

CME Group ( is the world's largest and most diverse exchange. Formed by the 2007 merger of the Chicago Mercantile Exchange Holdings and CBOT Holdings, 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 its trading floors. 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, agricultural commodities and alternative investment products such as weather and real estate. CME Group's Class A common stock is traded on the New York Stock Exchange and the Nasdaq Global Select Market 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. All other trademarks are the property of their respective owners. Further information about CME Group and its products can be found at

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. Among the factors that might affect our performance are: our ability to successfully integrate the businesses of CME Holdings and CBOT Holdings, including the fact that such integration may be more difficult, time consuming or costly than expected and revenues following the merger may be lower than expected; increasing competition by foreign and domestic entities, including increased competition from new entrants into our markets and consolidation of existing entities; our ability to keep pace with rapid technological developments, including our ability to complete the development and implementation of the enhanced functionality required by our customers; our ability to continue introducing competitive new products and services on a timely, cost-effective basis, including through our electronic trading capabilities, and our ability to maintain the competitiveness of our existing products and services; our ability to adjust our fixed costs and expenses if our revenues decline; our ability to continue to generate revenues from our processing services provided to third parties; our ability to maintain existing customers and attract new ones; our ability to expand and offer our products in foreign jurisdictions; changes in domestic and foreign regulations; changes in government policy, including policies relating to common or directed clearing; the costs associated with protecting our intellectual property rights and our ability to operate our business without violating the intellectual property rights of others; our ability to generate revenue from our market data that may be reduced or eliminated by the growth of electronic trading; changes in our rate per contract due to shifts in the mix of the products traded, the trading venue and the mix of customers (whether the customer receives member or non-member fees or participates in one of our various incentive programs) and the impact of our tiered pricing structure; the ability of our financial safeguards package to adequately protect us from the credit risks of clearing members; changes in price levels and volatility in the derivatives markets and in underlying fixed income, equity, foreign exchange and commodities markets; economic, political and market conditions; our ability to accommodate increases in trading volume and order transaction traffic without failure or degradation of performance of our systems; our ability to execute our growth strategy and maintain our growth effectively; our ability to manage the risks and control the costs associated with our acquisition, investment and alliance strategy; our ability to continue to generate funds and/or manage our indebtedness to allow us to continue to invest in our business; industry and customer consolidation; decreases in trading and clearing activity; the imposition of a transaction tax on futures and options on futures transactions; and the seasonality of the futures business. 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 is available in the Investor Relations section of the CME Group Web site. We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.


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CONTACT: Media Contacts,, Anita Liskey,
+1-312-466-4613, or William Parke, +1-312-930-3467, or Investor Contact, John
Peschier, +1-312-930-8491, all of CME Group

Web site:

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