CME FX Volume Crosses The 1 Million Contract Mark - Friday's Volume Reflects $157.8 Billion In Notional Value

CME, the world's largest and most diverse financial exchange and the largest regulated marketplace for foreign exchange (FX) trading, reached a significant growth milestone on Friday, December 8, 2006, when it experienced record FX trading volume of 1,268,883 futures and options on futures contracts, reflecting record notional value of $157.8 billion. This record reflects a significant increase over the previous volume and notional value records of 892,000 contracts and $102 billion notional, set on June 13, 2006.

Electronic trading accounted for the majority of Friday's volume and was at an all-time high level with 1,045,023 FX contracts traded on the CME Globex(R) electronic trading platform. This record represented $133.7 billion in notional value. The previous electronic record for CME FX was 726,660 contracts set on the previous Friday, December 1, 2006.

Records were also set on Friday in the following FX futures and options contracts:

CME Euro FX -- 419,907 contracts
CME Japanese Yen -- 300,262 contracts
CME British Pound -- 216,039 contracts
CME Swiss Franc -- 134,790 contracts

CME FX has experienced strong growth in 2006 with year-to-date average daily volume up 33 percent as of last Friday's record day over the previous year's. As of last month, CME annual FX volume stood at more than 100 million contracts surpassing the 84 million contracts traded in 2005.

CME offers the world's largest regulated FX trading complex, providing users with liquid, transparent markets, guaranteed execution and central counterparty clearing risk management on 41 individual FX futures and 31 options on futures products. In the third quarter of 2006, CME FX average daily volume was 423,000 contracts, with a notional value of $51.5 billion, up 26 percent from third quarter 2005. In November 2006, CME FX had average daily volume of 507,597 contracts, reflecting notional value of $62.7 billion. Last year, more than 84 million FX contracts with a notional value of more than $10.2 trillion traded at CME.

For more information on this CME FX, please visit http://www.cme.com/fx .

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.