CHICAGO, Sept. 3 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives exchange, today announced that August 2008 volume averaged 11.0 million contracts per day, assuming combined CME Group and NYMEX volumes for the entire month. On this basis, total monthly volume totaled 231 million contracts, 80 percent of which were traded electronically. While August typically sees lower trading activity compared with other months, in August 2007 CME Group recorded its highest monthly volume ever due to the onset of the subprime lending crisis and the ensuing impact on global financial markets. Compared with that heightened activity, August 2008 volume was down 32 percent. On a combined basis, CME Group year-to-date 2008 volume through August averaged 13.6 million contracts per day, up 9 percent from the same period last year. CME Group commodities and alternative investments volume averaged 852,000 contracts per day, up 26 percent from August 2007. CME Group foreign exchange (FX) contracts volume averaged 659,000 contracts per day, up 3 percent, and represented average daily notional value traded of $90 billion, up 14 percent. CME Group E-mini equity index volume averaged 2.6 million contracts per day, down 28 percent compared with August 2007. CME Group interest rate volume averaged 5.1 million contracts per day, down 48 percent compared with the same period in 2007. Total NYMEX volume averaged 1.7 million contracts for August 2008, up 20 percent compared with August 2007. Monthly NYMEX energy futures and options volume averaged 979,000 contracts per day, up 10 percent from August 2007. COMEX metals volume averaged 226,000 contracts per day for August 2008, up 61 percent. Average daily volume on NYMEX ClearPort was 453,000 contracts for August 2008, up 37 percent compared with August 2007. The remaining NYMEX volume of 63,000 trades per day consisted of other transactions which include position transfers and exchanges. All references to CME Group volume and rate per contract information in the text of this document exclude our non-traditional TRAKRS products, for which CME Group receives significantly lower clearing fees than other CME Group products, and Swapstream products. MONTHLY AVERAGE DAILY VOLUME (ADV) Total Exchange Pro Forma ADV (Legacy CME, CBOT, and NYMEX combined) (In thousands) August 2008 August 2007 Percent Change Total 11,020 16,292 -32% CME Group ADV (Legacy CME and CBOT combined) (In thousands) PRODUCT LINE August 2008 August 2007 Percent Change Interest Rates 5,056 9,753 -48% E-minis 2,596 3,582 -28% Equity Standard 137 211 -35% FX 659 641 3% Commodities and Alt. Inv. 852 676 26% Total 9,300 14,864 -37% VENUE August 2008 August 2007 Percent Change Open Outcry 1,339 3,221 -58% CME Globex 7,833 11,409 -31% Privately Negotiated 128 234 -45% NYMEX/COMEX ADV (In thousands) August August Percent NYMEX/COMEX 2008 2007 Change Standalone Post-Close* NYMEX floor 169 228 -26% 150 NYMEX electronic 810 666 22% 748 COMEX floor 34 31 7% 23 COMEX electronic 192 109 77% 166 NYMEX ClearPort 453 331 37% 563 Other 63 64 -2% 59 Total 1,720 1,429 20% 1,708 *Represents NYMEX/COMEX average daily volume from August 25, 2008 through August 29, 2008. ROLLING THREE-MONTH AVERAGES CME Group (Legacy CME and CBOT combined) Average Rate Per Contract (In dollars) 3-Month Period Ending Jul-08 Jun-08 May-08 Apr-08 Interest Rates 0.518 0.522 0.527 0.521 E-minis 0.665 0.668 0.661 0.676 Equity Standard 1.455 1.453 1.473 1.484 FX 0.905 0.907 0.918 0.926 Commodities/Alt. Investments 1.146 1.134 1.114 1.117 Total 0.647 0.648 0.644 0.643 Open Outcry 0.594 0.572 0.575 0.586 Electronic 0.624 0.629 0.622 0.617 Privately Negotiated 2.464 2.427 2.354 2.332 Average Daily Volume (In thousands) 3-Month Period Ending Aug-08 Jul-08 Jun-08 May-08 Interest Rates 5,922 6,438 6,467 6,702 E-minis 3,211 3,186 2,833 2,987 Equity Standard 179 177 161 172 FX 687 675 665 662 Commodities/Alt. Investments 945 913 933 865 Total 10,945 11,388 11,060 11,387 Open Outcry 1,580 1,721 1,836 1,883 Electronic 9,202 9,494 9,054 9,308 Privately Negotiated 162 173 170 195 NYMEX/COMEX Average Rate Per Contract (In dollars, on a pro forma basis*) 3-Month Period Ending Jul-08 Jun-08 May-08 Apr-08 NYMEX floor 1.63 1.61 1.59 1.58 NYMEX electronic 1.32 1.30 1.30 1.30 COMEX floor 1.63 1.71 1.70 1.71 COMEX electronic 1.73 1.71 1.68 1.66 NYMEX ClearPort 1.58 1.57 1.54 1.50 Other 1.85 1.85 1.88 1.94 Total Pro Forma Average Net Rate 1.50 1.48 1.47 1.47 Direct Transaction Cost 0.08 0.08 0.08 0.09 Total Pro Forma Average Gross Rate 1.58 1.56 1.55 1.56 *Pro forma adjustment excludes the Globex payment to CME Group from the NYMEX electronic, COMEX electronic and Direct Transaction Cost lines. Average Rate Per Contract (As reported historically) 3-Month Period Ending Jul-08 Jun-08 May-08 Apr-08 NYMEX floor 1.63 1.61 1.59 1.58 NYMEX electronic 1.04 1.03 1.03 1.03 COMEX floor 1.63 1.71 1.70 1.71 COMEX electronic 1.46 1.43 1.41 1.38 NYMEX ClearPort 1.58 1.57 1.54 1.50 Other 1.85 1.85 1.88 1.94 Total Average Net Rate 1.34 1.32 1.31 1.32 Direct Transaction Cost 0.24 0.24 0.24 0.24 Total Average Gross Rate 1.58 1.56 1.55 1.56 Average Daily Volume (In thousands) 3-Month Period Ending Aug-08 Jul-08 Jun-08 May-08 NYMEX floor 208 232 238 244 NYMEX electronic 841 883 865 874 COMEX floor 35 37 38 41 COMEX electronic 194 190 172 191 NYMEX ClearPort 455 443 418 451 Other 72 84 85 82 Total 1,805 1,869 1,816 1,883 CME Group (http://www.cmegroup.com/) is the world's largest and most diverse derivatives exchange. Building on the heritage of CME, CBOT and NYMEX, CME Group serves the risk management needs of customers around the globe. As an international marketplace, CME Group brings buyers and sellers together on the CME Globex electronic trading platform and on trading floors in Chicago and New York. CME Group offers the widest range of benchmark products available across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, and alternative investment products such as weather and real estate. CME Group is listed on NASDAQ under the symbol "CME." The Globe logo, CME, Chicago Mercantile Exchange, CME Group, Globex and E-mini, are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago. NYMEX, New York Mercantile Exchange, and ClearPort are trademarks of New York Mercantile Exchange Inc. COMEX is a trademark of Commodity Exchange, Inc. TRAKRS and Total Return Asset Contracts are trademarks of Merrill Lynch & Co., Inc. This trademark is used herein under license. All other trademarks are the property of their respective owners. Further information about CME Group and its products can be found at http://www.cmegroup.com/. CME-G DATASOURCE: CME Group CONTACT: William Parke, +1-312-930-3467, or Pamela Plehn, +1-312-930-3446, both of CME Group, ; or investors, John Peschier, +1-312-930-8491, for CME Group Web site: http://www.cmegroup.com/

Copyright