CME Reports February 2007 Volume Averaged 6.0 Million Contracts Per Day, Up 27 Percent From Year-Ago Period

• Delivers second highest month ever in average daily volume
• Averages a record 4.6 million contracts per day on CME Globex, accounting for 76 percent of monthly volume
• Achieves record transaction processing month, with 4.5 million CBOT contracts cleared per day and 688,000 NYMEX contracts matched per day on CME Globex
• Sets monthly records in CME Eurodollar futures, electronic commodities futures and options, E-mini options products
• Records highest non-roll month ever in E-mini and FX product

CME, the world's largest and most diverse derivatives exchange, today announced February volume averaged 6.0 million contracts per day, up 27 percent from February 2006. Total monthly volume was 115 million contracts. Volume on the CME Globex electronic trading platform increased 40 percent from February 2006 to average a record 4.6 million contracts per day, representing 76 percent of total exchange volume. Total options volume was 1.2 million contracts per day, up 4 percent from February 2006. Electronic options volume averaged 162,000 contracts per day for the month, up 104 percent from the same period a year ago, and represented 13 percent of total CME options volume.

CME total interest rate volume averaged 3.5 million contracts, up 22 percent from the same period a year ago. CME Eurodollar futures volume averaged a record 2.4 million contracts per day, up 36 percent from February 2006, and CME Eurodollar options volume was down 2 percent to an average of 1.0 million contracts per day. Electronic volume of CME Eurodollar options averaged 83,000 contracts per day, up 62 percent from February 2006, and represented 8 percent of total Eurodollar options volume.

CME E-mini index volume averaged 1.8 million contracts per day in February, up 37 percent compared with February 2006. Total equity options volume grew to 155,000 contracts per day, u97 percent from the same period a year ago. During the month, CME set records in the E-mini S&P 500 with 60,000 contracts per day, the E-mini Russell 2000 Options with 8,000 per day and the E-mini NASDAQ 100 Options with 5,500 per day. CME equity standard volume grew 24 percent to average 150,000 contracts per day.

CME foreign exchange volume in February averaged 508,000 per day, up 38 percent compared with February 2006. Electronic foreign exchange volume averaged 457,000 contracts per day, up 45 percent compared with the year-ago period.

All statistics in this news release exclude data on CME's non-traditional TRAKRS(R) products, and CME Auction Markets(TM) products, unless otherwise noted. All references to options refer to options on futures contracts.

CME commodities and alternative investment products volume averaged 79,000 contracts per day in February, up 22 percent compared with the same period a year ago. In addition, the commodities volume on the CME Globex platform was a record 3,800 contracts per day, representing 5 percent of total commodities and alternative investments volume.

During February, CME Clearing handled record CBOT volumes averaging in excesss of 4.5 million contracts per day, up 23 percent. NYMEX volume on CME Globex averaged a record 688,000 contracts per day in February, up from 671,000 contracts per day in January.

CME MONTHLY AVERAGE DAILY VOLUME (In Thousands)

Note: CME Weather and GSCI products moved from Equity Standard to Commodities in April, and prior months were adjusted.

CME ROLLING THREE-MONTH AVERAGES (excluding TRAKRS)

Average Rate Per Contract (In Dollars)

Average Daily Volume (In Thousands)

CME ( http://www.cme.com ) is the world's largest and most diverse financial exchange. As an international marketplace, CME brings together buyers and sellers on the CME Globex(R) electronic trading platform and on its trading floors. CME offers futures and options on futures in these product areas: interest rates, stock indexes, foreign exchange, agricultural commodities, energy, and alternative investment products such as weather, real estate and economic derivatives. CME is a wholly-owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME), which is part of the Russell 1000(R) Index and the S&P 500(R) Index.