CME Eurodollar Futures On CME Globex(R) And eFX Volume Achieve New Records

CME, the largest U.S. futures exchange, today announced that electronic trading achieved a new trading record of 3.7 million contracts, excluding its non-traditional TRAKRS products, on Friday, November 5. This was the second time the exchange traded more than three million contracts in a single day electronically, the last time being 3.5 million contracts traded on August 6, 2004.

The exchange also set a new record in CME Eurodollar futures traded on CME Globex(R) with 2.1 million contracts. This was the first time CME Eurodollars traded more than two million contracts electronically in a single day surpassing the previous record of 1.8 million on August 6, 2004. CME electronic foreign exchange (eFX) also set a record on Friday with 270,648 contracts traded, compared to the previous overall eFX record of 236,000 set on October 28, 2004. Friday's strong volume in CME eFX was driven by a record in EuroFX futures on CME Globex(R) of 143,331.

Other records established included total CME equity index options trading 72,459 contracts via open outcry and electronic trading, driven by record S&P 500(R) options trading through open outcry of 67,096 contracts. CME London Interbank Offered Rate (LIBOR) futures trading electronically on CME Globex also set a new record of 17,491 contracts.

Total CME volume was 5.8 million contracts, and was the third busiest trading day in CME's history. The CME Clearing House cleared more than 10 million contracts on Friday, as the Chicago Board of Trade volume exceeded 4 million contracts.

Chicago Mercantile Exchange Inc. ( http://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 CME Globex 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 nine months of 2004 and managed $39.8 billion in collateral deposits as of September 30, 2004. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME), which is part of the Russell 1000(R) Index.

Chicago Mercantile Exchange, CME, the globe logo and Globex are registered trademarks of Chicago Mercantile Exchange Inc. S&P, S&P 500, TRAKRS, 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.