CME Interest Rate Products Continue To Set New Open Interest Records - E-mini Russell 2000 Open Interest Also Reaches A Milestone

CME, the largest U.S. futures exchange, set a new open interest record yesterday for its Interest Rate Products group, which includes the world’s most actively traded futures contract, CME Eurodollar futures. Open interest of 25,078,878 positions broke the previous record of 24,763,247 set on Feb. 22, 2005. Interest rate options accounted for 16,767,125 of these positions, also a record. In February alone, CME interest rate products broke 10 overall open interest records prior to yesterday.

Other open interest records within the product group were CME Eurodollar futures contracts, 8,151,610 positions, and CME Eurodollar options, 16,766,812. In other product groups, CME’s E-mini™ Russell 2000® futures contract saw record open interest of 204,336 positions yesterday with volume of 105,981 futures contracts.

Open interest reflects the total number of contracts that have not yet been offset or fulfilled for delivery.

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 CME® Globex® electronic trading platform and on its trading floor. 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 2004 and managed $44.1 billion in collateral deposits as of Dec. 31, 2004, including $3.1 billion 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.

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