CME Equity Options Break Volume And Open Interest Records - New CME® Globex® Volume Record Set With 3.85 Million Contracts Traded

CME, the largest U.S. futures exchange, announced today that more than 100,000 equity options traded yesterday and as a result, the following volume records were set in the equity index product group:

CME® S&P 500® options --70,180 contracts
CME E-mini™ S&P 500 options --27,010 contracts
CME Russell 2000® options –707 contracts

CME also announced the following equity index product open interest records for Wednesday, March 16, 2005:

CME S&P 500 options --835,438 positions
CME E-mini Russell 2000 futures--257,391 positions
CME E-mini S&P 500 options --202,051 positions
CME Russell 2000 futures contracts --51,159 positions
CME E-mini Russell 2000 options – 5,046 positions
CME Russell 2000 options --1,658 positions

Open interest reflects the total number of contracts that have not yet been offset or fulfilled for delivery and provides an indication of future liquidity in that contract.

A total of 3.85 million contracts traded on CME® Globex® excluding Total Return Asset ContractsSM (TRAKRS), breaking the previous electronic trading record of 3.8 million contracts set on March 10, 2005.

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.