News Release

CME Sets Trading Volume Records in Key FX Contracts

Mon Jun 11 2007

CHICAGO, June 11 -- CME, the world's largest and most diverse derivatives exchange, today announced that on Friday, June 8, it set trading volume records in two major currency contracts. Volume in the CME British pound futures and options on futures on the CME Globex® electronic trading platform set an all time record of 179,559 contracts with a notional value of $22 billion. Trading activity in the CME Australian dollar contracts was also at record levels with 93,425 contracts reflecting notional value of $7.8 billion.

Month to date, as of last Friday, CME FX volume was averaging 775,214 contracts a day, $93 billion notional, up 49 percent over the same period in 2006. On Thursday, June 7, CME FX set an open interest record with 1,765,575 positions open.

FXMarketSpace, CME's 50/50 joint venture with Reuters, has also experienced strong volume growth in June. June-to-date volume through last Friday was $1.6 billion a day with a peak day of $2.3 billion on Thursday, June 7.

CME offers the world's largest regulated FX trading complex, providing users with liquid, transparent markets, guaranteed execution and central counterparty clearing risk management on 41 individual FX futures and 31 options on futures products. In the first quarter of 2007, CME FX average daily volume was 555,000 contracts, with a notional value of $67.9 billion, up 36 percent from first quarter 2006. Last year, over 114 million FX contracts with a notional value of over $13.8 trillion traded at CME.

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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