-- Delivers second highest month ever in average daily volume CHICAGO, March 1 /PRNewswire-FirstCall/ -- 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) February 2007 February 2006 Percent Change CME PRODUCT LINE Interest Rates 3,487 2,870 22% E-Minis 1,805 1,319 37% Equity Standard 150 121 24% Foreign Exchange 508 368 38% Commodities and Alt. Inv. 79 65 22% Sub Total 6,030 4,742 27% TRAKRS 128 115 11% Total 6,158 4,857 27% VENUE Open Outcry 1,415 1,450 -2% CME Globex (Ex TRAKRS) 4,556 3,243 40% Privately Negotiated 59 49 20% 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) By Product Line By Venue Commod- ities Pri- 3-Month and vately Period Interest E-Minis Equity Foreign Alt. Open CME Negot- Ending Rates Standard Exchange Inv. Total Outcry Globex iated Jan-07 0.508 0.717 1.434 1.072 0.931 0.658 0.508 0.667 3.649 Dec-06 0.508 0.707 1.430 1.085 0.942 0.655 0.512 0.660 3.713 Nov-06 0.502 0.703 1.357 1.112 0.918 0.645 0.494 0.657 3.719 Oct-06 0.495 0.714 1.335 1.133 0.946 0.638 0.469 0.664 3.567 Average Daily Volume (In Thousands) By Product Line By Venue Commod- ities Pri- 3-Month and vately Period Interest E-Minis Equity Foreign Alt. Open CME Negot- Ending Rates Standard Exchange Inv. Total Outcry Globex iated Feb-07 3,220 1,649 15 541 78 5,643 1,416 4,168 58 Jan-07 3,016 1,610 147 540 80 5,392 1,337 4,000 55 Dec-06 2,990 1,596 147 508 72 5,313 1,293 3,967 53 Nov-06 3,120 1,661 151 476 80 5,489 1,376 4,061 52 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:CMENASDAQ:CME), which is part of the Russell 1000(R) Index and the S&P 500(R) Index. Statements in this news release that are not historical facts are forward- looking statements. These statements are not guarantees of future performance and involve risks, uncertainties and assumptions that are difficult to predict. Therefore, actual outcomes and results may differ materially from what is expressed or implied in any forward-looking statements. More detailed information about factors that may affect our performance may be found in our filings with the Securities and Exchange Commission, including our most recent Quarterly Report on Form 10-Q, which can be obtained at its Web site at http://www.sec.gov/. We undertake no obligation to publicly update any forward- looking statements, whether as a result of new information, future events or otherwise. Chicago Mercantile Exchange, CME, the globe logo, CME Globex and E-mini are trademarks of Chicago Mercantile Exchange Inc. CLEARING 21 is a registered trademark of CME and New York Mercantile Exchange, Inc. S&P, S&P 500, NASDAQ-100, Nikkei 225, Russell 1000, Russell 2000, TRAKRS, Total Return Asset Contracts and other trade names, service marks, trademarks and registered trademarks that are not proprietary to Chicago Mercantile Exchange Inc. are the property of their respective owners, and are used herein under license. Further information about CME and its products is available on the CME Web site at http://www.cme.com/ . CME-G DATASOURCE: CME CONTACT: Media Contact, Anita Liskey, +1-312-466-4613, or, William Parke, +1-312-930-3467, , or, Investor Contact, John Peschier, +1-312-930-8491, all of CME Web site: http://www.cme.com/

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