Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Eurodollar Futures Set New Open Interest Record

Date 11/01/2005

CME, the largest U.S. futures exchange, set a new open interest record yesterday for the world’s most actively traded futures contract, CME Eurodollar futures. Open interest of 7,081,570 broke the previous record of 7,066,935 set on December 9, 2004. Open interest reflects the total number of contracts that have not yet been offset or fulfilled for delivery.

Last year total CME Eurodollar futures volume reached a record 297,584,038 contracts, an increase of 42.5% over total volume of 208,771,164 in 2003. Total CME Eurodollar futures and options volume in 2004 reached a record 428,182,415 contracts, an increase of 38% over 2003 total of 309,594,943 contracts. Volume for CME Eurodollar options and CME Mid-Curve options reached 130,598,377 contacts, an increase of 29.5% over the 2003 total of 100,823,779.

Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the United States and the first publicly traded financial exchange in the U.S. As an international marketplace, CME brings together buyers and sellers on CME Globex® electronic trading platform and on its trading floors. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved approximately $1.5 billion per day in settlement payments in 2004 and managed $44.1 billion in collateral deposits as of Dec. 31, 2004, including $3.2 in deposits for non-CME products. 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 at www.sec.gov. We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.

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