News Release

CME Group Reports January 2008 Volume Averaged 14.3 Million Contracts per Day, Up 65 Percent, Recording Second-Highest Monthly Volume Ever

Fri Feb 01 2008

CHICAGO, Feb. 1 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse exchange, today announced January volume averaged 14.3 million contracts per day, up 65 percent from January 2007, and second only to August 2007 in terms of highest monthly average daily volume. Total volume exceeded 300 million contracts for the month, of which 79 percent was traded electronically. Total electronic volume averaged 11.4 million contracts per day, up 79 percent from the prior January.

CME Group E-mini equity index daily volume averaged a record 3.9 million contracts per day in January, up 126 percent compared with January 2007. CME Group interest rate volume averaged 8.7 million contracts per day in January, up 57 percent from January 2007, and representing the second-highest monthly volume to date. CME Group commodities and alternative investments volume averaged 906,000 contracts per day in January, up 17 percent compared with the same period a year ago, and representing the second-highest monthly volume to date. CME Group foreign exchange volume averaged 596,000 contracts per day in January, up 21 percent versus January 2007.

Record NYMEX energy and metals volume on the CME Globex platform increased 42 percent to average 953,000 contracts per day. Other monthly electronic trading volume records reached in January 2008 include electronic Eurodollar futures volume, increasing 76 percent to 3.2 million contracts per day, and electronic commodities and alternative investments volume, increasing 66 percent to 516,000 contracts per day.

All references to volume and rate per contract information in the text of this document assume combined legacy CME and legacy CBOT volumes and 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)
                       January 2008   January 2007   Percent Change
  Interest Rates            8,733          5,549           57%
  E-Minis                   3,888          1,720          126%
  Equity Standard             190            127           50%
  Foreign Exchange            596            494           21%
  Commodities and
   Alt. Inv.*                 906           774           17%
    Total                  14,313         8,663           65%

  Open Outcry              2,760          2,173           27%
  CME Globex and e-CBOT   11,355          6,353           79%
  Privately Negotiated       198            137           45%

  * 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 period)

By Product Line                      By Venue
                                         ities                        Priv-
  3-Month  Int-         Equity           and                          ately
  Period   erest   E-   Stand-  Foreign  Alt.         Open    Elec-   Negot-
  Ending   Rate   Minis  ard   Exchange  Inv.  Total  Outcry  tronic  iated

  Nov-07  0.523  0.671  1.442   0.972   1.070  0.636  0.503   0.623  3.050
  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

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

                    By Product Line                      By Venue
                                         ities                        Priv-
  3-Month Int-          Equity            and                         ately
  Period  erest   E-    Stand-  Foreign   Alt.        Open    Elec-   Negot-
  Ending  Rate   Minis  ard     Exchange  Inv. Total  Outcry  tronic  iated

  Jan-08  7,390  3,276   187     583      812  12,247  2,241   9,811   195
  Dec-07  6,290  2,817   166     561      740  10,574  1,876   8,528   169
  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

CME Group ( is the world's largest and most diverse exchange. Formed by the 2007 merger of the Chicago Mercantile Exchange Holdings Inc. (CME) and CBOT Holdings, Inc. (CBOT), 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 is traded on the New York Stock Exchange and NASDAQ 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. TRAKRS and Total Return Asset Contracts are trademarks of Merrill Lynch & Co., Inc. These trademarks are used herein under license. 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, geopolitical and market conditions; natural disasters and other catastrophes, 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.



CONTACT: Media, Anita Liskey, +1-312-466-4613, or William Parke,
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