News Release

CME Achieves Second Highest Volume Day Ever

Fri Jun 08 2007

CHICAGO, June 8 -- CME, the world's largest and most diverse derivatives exchange, today announced that on Thursday, June 07, 2007, 13,166,646 futures and options on futures contracts, traded* making it the exchange's second busiest day. It was also the second highest volume day for CME products trading electronically on CME Globex®, the exchange's electronic trading platform, with 10,136,059 contracts trading electronically. In addition, it was the second highest volume day for NYMEX products traded on CME Globex at 917,537 contracts. Through yesterday, June average daily volume stood at 8,962,453 contracts up 29.6 percent from the same period in 2006.

In individual products, the following trading volume records were set on Thursday:

  -- CME Eurodollar Midcurve options - 838,354 contracts
  -- CME E-mini Russell 2000 total volume - 605,913 contracts
  -- CME E-mini™ MSCI EAFE futures - 6,389 contracts

In the Interest Rate Product group, the exchange experienced a record 362,240 CME Eurodollar futures contracts traded as Packs or Bundles on CME Globex. Both Packs and Bundles are trades that involve the simultaneous buying or selling of a consecutive series of CME Eurodollar futures.

The exchange also achieved open interest records for its largest product group, Interest Rate products, with 47,611,854 positions open and in Foreign Exchange products with 1,765,575 positions open. Open interest reflects the total number of contracts that have not yet been offset or fulfilled for delivery.

CME's all-time daily volume record of 13,719,685 contracts was set on February 27th, 2007.

* All volume and open interest numbers exclude non-traditional TRAKRS™ products and auction-traded products.

CME ( is the world's largest and most diverse derivatives exchange. As an international marketplace, CME brings together buyers and sellers on the CME Globex® electronic trading platform and on its trading floors. CME offers futures and options on futures in these product areas: interest rates, stock indexes, foreign exchange, agricultural commodities, energy, and alternative investment products such as weather, real estate and economic derivatives. CME is a wholly-owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME), which is part of the Russell 1000® Index and the S&P 500® Index.

Chicago Mercantile Exchange, CME, the globe logo, CME Globex and E-mini are trademarks of Chicago Mercantile Exchange Inc. CLEARING 21 is a registered trademark of CME and New York Mercantile Exchange, Inc. S&P, S&P 500, NASDAQ-100, Nikkei 225, Russell 1000, Russell 2000, TRAKRS, Total Return Asset Contracts 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. Further information about CME and its products is available on the CME Web site at



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