CBOT Quarterly Average Daily Volume Climbs 9.1 Percent For A New Third Quarter Record - CBOT Gold Futures Experiences Strong Momentum In September Hitting A Monthly Volume Record Of More Than 70,000 Contracts.

The Chicago Board of Trade (CBOT) announced today that Exchange-wide average daily volume climbed to a new high for the third quarter. Quarterly average daily volume rose to 2,581,561 contracts in the quarter ending September 30, up 9.1 percent from the same period last year. Total Exchange volume in the quarter also reached a record of 165,219,891 contracts, up 9.1 percent over the same period in 2004.

Exchange-wide average daily volume for September increased to 2,668,748 contracts, up 1.9 percent over last year and 17.2 percent year-to-date (YTD). Total Exchange volume in September increased to 56,043,709 contracts, up 1.9 percent from last year and 17.2 percent YTD.

The CBOT experienced four monthly volume records in September. Volume in Fed Fund futures rose to a high of 2,137,480, while options on Fed Fund futures increased to 948,697 contracts. The Metals Complex grew to 132,370 contracts and 100 oz. Gold futures reached 70,419 contracts for the month. In addition, 100 oz. Gold futures had a daily volume record of 6,361 on September 22, while Fed Fund options traded a daily volume record of 108,855 contracts on September 23. Five-Year Interest Rate Swaps futures also experienced a daily high of 9,954 contracts on September 1.

Total Exchange open interest at the end of September rose 2.9 percent over September 2004 to 11,296,894 contracts. Further, there were four daily open interest records set in September. Wheat futures open interest rose to 290,720 contracts on September 30; Metals futures complex open interest increased to 15,301 contracts on September 21; 100 oz. Gold futures open interest also hit a record of 7,456 contracts on September 29; while Ethanol futures open interest reached a high of 301 contracts on September 29.

Quarterly Highlights

Financial futures and options complex volume rose 7.6 percent from last year to 135,900,053 contracts.
Agricultural futures and options complex rose 18.6 percent from last year to 22,423,251 contracts.
Equity Index futures and options complex rose 7.9 percent from last year to 6,607,780 contracts.
Precious Metals futures rose 98 percent from last year and 49.6 percent over the second quarter to 285,624 contracts.

September Highlights

Financial Futures and Options Highlights

Financial futures and options complex average daily volume rose 0.7 percent from last year and 1.4 percent over last month to 2,274,185 contracts and rose 19.2 percent YTD to 2,281,289 contracts.
U.S. Treasury Bond futures average daily volume rose 1.4 percent from last month to 342,553 contracts and 24.6 percent YTD to 355,944 contracts.
Ten-Year U.S. Treasury Note futures average daily volume rose 15.7 percent YTD to 877,869 contracts.
Five-Year U.S. Treasury Note futures average daily volume rose 6.7 percent from last year to 523,807 and up 22.1 percent YTD to 499,369 contracts.
Two-Year U.S. Treasury Note futures average daily volume rose 108.8 percent from last year and 8.2 percent from last month to 100,859 contracts and rose 148.8 percent YTD to 83,273 contracts.
Thirty-Day Fed Funds futures average daily volume rose 69.6 percent from last year and 127.4 percent last month to 101,785 contracts and rose 2.3 percent YTD to 49,807 contracts.
U.S. Treasury Bond options average daily volume rose 9.9 percent from last year at 52,049 contracts and YTD average daily volume rose 10.9 percent to 64,542 contracts.
Ten-Year U.S. Treasury Note options average daily volume rose 4.7 percent YTD to 235,711 contracts.
Five-Year U.S. Treasury Note options average daily volume rose 11.2 percent YTD to 79,550 contracts.
Thirty-Day Fed Funds options average daily volume rose 122 percent from last year and 44.7 percent from last month to 45,176 contracts. Average daily volume rose 58.5 percent YTD to 27,090 contracts.

Agricultural Futures and Options Highlights

Agricultural futures and options complex average daily volume rose 3.5 percent from last year to 274,333 contracts and 6.4 percent YTD to 375,835 contracts.
Wheat futures average daily volume rose 26.7 percent from last year to 31,427 contracts and 23.2 percent YTD to 40,157 contracts.
Corn futures average daily volume rose 11.9 percent from last year to 77,071 contracts and is up 15.3 percent YTD to 115,441 contracts.

Soybean Meal futures average daily volume rose 10.2 percent from last year to 28,712 contracts.
Soybean Oil futures average daily volume rose 5.2 percent from last year and 2.3 percent from last month to 28,323 contracts.
Wheat options average daily volume rose 20.4 percent from last year to 5,847 contracts. Volume rose 30.1 percent YTD to 8,060 contracts.
Soybean options average daily volume options rose 12.5 percent YTD to 28,897 contracts.
Soybean Oil options average daily volume options rose 8.4 percent from last month to 2,821 contracts.

Precious Metals Futures

Precious Metals futures and options complex average daily volume rose 199.1 percent from last year and 65 percent from last month to 6,303 contracts. Volume rose 60.4 percent YTD to 3,637 contracts.

Mini-sized Silver futures average daily volume rose 4.6 percent from last month to 698 contracts.
Mini-sized Gold futures average daily volume rose 39.4 percent from last year and 78.2 from last month to 1,903 contracts.

Full-sized Gold futures average daily volume rose 93.4 percent from last month to 3,353 contracts.

Equity Complex Futures and Options

Equity Index futures and options complex average daily volume rose 22.1 percent from last year and 15.2 percent from last month to 113,878 contracts and rose 15 percent YTD to 107,557 contracts.
DJIA futures average daily volume rose 69.6 percent from last month to 8,978 contracts.

Mini-sized Dow^SM ($5) futures average daily volume rose 33 percent from last year and 11.9 percent from last month to 102,856 contracts and 20.5 percent YTD to 97,192 contracts.
Mini-sized Dow^SM ($5) options average daily volume rose 14.6 percent from last month to 1,583 contracts and 74.8 percent YTD to 2,662 contracts.

Seat Sales (Membership with Stock)

CBOT Full Membership last traded at a of $2,150,000 on September 29, 2005.
CBOT Associate Membership last traded at $775,000 on September 28, 2005.
CBOT COM membership last traded at $170,000 on September 16, 2005.
CBOT IDEM Membership last traded at $86,000 on September 29, 2005.

Please see the accompanying data sheets for details on ADV and volume for the month and the quarter. For more information on CBOT products, visit the Exchange’s web site at www.cbot.com.

Contact: Jennifer Rook
312.435.3625
news@cbot.com

Forward Looking Statements

In this release, our use of the words “may,” “will,” “should,” “could,” “expects,” “plans,” “anticipates,” “believes,” “estimates,” “predicts,” “potential” or “continue” or other comparable terminology is intended to identify 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. More detailed information about factors that may affect our performance may be found in filings made by CBOT Holdings, Inc. with the Securities and Exchange Commission, which can be obtained at its website at www.sec.gov. Except for any obligation to disclose material information under Federal securities laws, we undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.