Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Eurodollar Futures On GLOBEX® Volume Hits New Record Of 1.82 Million Contracts - Eurodollar Options Reach All-Time Record Above 1.4 Million Contracts - CME Posts Second Busiest Day Overall With More Than 6 Million Contracts Traded, And Sets All-Time G

Date 09/08/2004

Chicago Mercantile Exchange Inc. (CME), the largest U.S. futures exchange, today announced its Eurodollar futures on GLOBEX® volume totaled 1,819,330 contracts on August 6. Eurodollar options volume totaled 1,453,547 contracts, which was an all-time record. Total CME volume approached 6.3 million contracts, and was the second busiest trading day, after its record 6.5 million contracts on May 7, 2004.

On Friday, total interest rate volume exceeded 4.4 million contracts, E-mini™ equity volume was more than 1.4 million contracts, and foreign exchange volume was above 250,000 contracts. In total, 3.5 million contracts traded on GLOBEX, an all-time record, and 2.8 million contracts traded via open outcry. So far in the third quarter, CME is averaging 3.26 million contracts per day, excluding its non-traditional TRAKRS products.

CME's 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. (www.cme.com) is the largest futures exchange in theUnited States. As an international marketplace, CME brings together buyers and sellers on its trading floors and 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 $1.6 billion per day in settlement payments in the first half of 2004 and managed $39.1 billion in collateral deposits as of June 30, 2004. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME), which is part of the Russell 1000® Index.

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. 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 Annual Report on Form 10-K, which can be obtained at its Web site atwww.sec.gov. We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.

Chicago Mercantile Exchange, CME, the globe logo and GLOBEX are registered trademarks of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. 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.