News Release

CME Group Reports November 2007 Volume Averaged 13.0 Million Contracts per Day, Up 41 Percent, Recording 2007's Second-Highest Monthly Volume

Mon Dec 03 2007

CHICAGO, Dec. 3 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse exchange, today announced November volume averaged 13.0 million contracts per day, up 41 percent from November 2006, and second only to August in terms of highest monthly average daily volume during 2007. Total electronic volume averaged 10.6 million contracts per day, up 52 percent from the prior November. Total volume exceeded 273 million contracts for the month -- of which a record 81 percent were traded electronically. Overall average daily volume year to date through November increased 29 percent versus the same period last year, and quarter-to-date average daily volume through November increased 27 percent.

CME Group E-mini equity index product volume averaged 3.4 million contracts per day in November, up 89 percent compared with November 2006. CME Group interest rate product volume averaged 8.0 million contracts per day in November, up 35 percent from November 2006. CME Group foreign exchange product volume averaged 640,000 contracts per day in November, up 26 percent compared with the year-ago period. CME Group commodities and alternative investment products volume averaged 825,000 contracts per day in November, down 4 percent compared with the same period a year ago. NYMEX energy and metals volume on the CME Globex platform in November averaged a record 951,000 contracts per day, up 154 percent versus the same period a year ago.

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)
                                                                % Change vs.
                                               November 2007   November 2006
  Eurodollar futures                              2,562K            26%
  10-year U.S. Treasury Note futures              1,757K            30%
  5-year U.S. Treasury Note futures               1,013K            59%
  30-year Bond futures                              531K            18%
  2-year U.S. Treasury Note futures                 421K            83%

  Eurodollar options                              1,151K            40%
  Treasury and Bond options                         441K            26%

  (In thousands)
                                November 2007  November 2006  Percent Change
  Interest Rates                    8,006           5,949           35%
  E-Minis                           3,383           1,786           89%
  Equity Standard                     162             133           21%
  Foreign Exchange                    640             508           26%
  Commodities and Alt. Inv.*          825             858           -4%
  Total                            13,016           9,235           41%

  Open Outcry                       2,274           2,134            7%
  CME Globex and e-CBOT            10,555           6,960           52%
  Privately Negotiated                187             141           33%

  * 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
  Oct-07 0.520  0.663   1.454    0.956  1.056  0.623  0.474  0.618   2.906
  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

  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
  Nov-07 6,847  2,395     173      599   744  11,298  2,149  8,979   169
  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

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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