CME Sets Record As Open Interest Exceeds 40 Million Positions

CME, the world's largest and most diverse financial exchange, today reported that it had achieved an open interest record on Monday, Feb. 27, with more than 40 million positions open, excluding Total Return Asset Contracts(R) (TRAKRS) and CME Economic Auctions. Open interest is the number of contracts that have been opened with either a purchase or sale, but not closed with an offsetting transaction.

Individual open interest records set yesterday for CME products include:

     Eurodollar Options:                  23,799,667
     Eurodollar Futures:                  10,006,439
     Lean Hogs:                              149,678
     Swiss Franc:                            134,461
     New York City Weather:                    7,409
     Cash Butter:                              3,670

Chicago Mercantile Exchange Inc. ( 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 CME Globex electronic trading platform and on its trading floors. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.4 billion per day in settlement payments in 2005 and managed $45.6 billion in collateral deposits at December 30, 2005, including $3.2 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME), which is part of the Russell 1000(R) Index.

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