CME Reaches All-Time High Of 3.8 Million Contracts Traded Electronically

CME, the largest U.S. futures exchange, today announced that electronic trading achieved a new record of 3.8 million contracts, excluding its non-traditional TRAKRS® products, on Thursday, March 10, surpassing the previous record of 3.7 million contracts traded on November 5. Total CME volume was 5.9 million contracts, the third busiest day in the exchange’s history.

The exchange also set a new record in CME® E-mini Russell 2000® equity index futures trading 167,950 contracts. Open interest at the exchange climbed to an all-time high of 33,406,705 positions, excluding TRAKRS.

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.