CME E-mini™ S&P 500 Futures Surpasses 800,000 Open Interest Mark - Open Interest in Eurodollar Futures Continue Record Rise

Following eight consecutive sessions of record breaking open interest, E-mini™ S&P 500 futures traded on Chicago Mercantile Exchange Inc. (CME) surpassed the 800,000 mark for the first time yesterday, May 27, with 820,774 open positions. Open interest in E-mini S&P futures began its rise to record levels on May 15, with 715,502 positions.

In addition, Eurodollar futures posted its sixth consecutive day of record open interest which began on May 19, with 5,219,020 and reaching 5,291,836 positions yesterday, May 27.

Eurodollar and E-mini S&P 500 futures are the two most actively traded contracts on CME. Open interest represents the number of futures and options on futures contracts outstanding at the close of trading each day.

Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX® around-the-clock electronic trading platform. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.5 billion per day in settlement payments in the first quarter of 2003 and managed $28.5 billion in collateral deposits at March 31, 2003. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME).