CME Group May 2008 Volume Averaged 10.6 Million Contracts

Year-to-date 2008 volume through May averaged 12.3 million contracts per day, up 26 percent versus the same period last year, and second-quarter volume to date through May averaged 10.4 million contracts per day, up 15 percent.

CME Group E-mini equity index volume averaged 2.5 million contracts per day, up 29 percent compared with May 2007. CME Group foreign exchange (FX) volume averaged 621,000 contracts per day, up 29 percent from May 2007, and represented an average daily notional value traded of $88 billion, up 48 percent compared with the same period a year ago. CME Group commodities and alternative investments volume averaged 751,000 contracts per day, up 14 percent. CME Group interest rate volume averaged 6.6 million contracts per day, down 6 percent from May 2007. The U.S. Treasury complex saw a shift in volume to shorter duration instruments, with average daily volume for 2-year and 5-year Treasury note futures increasing more than 18 percent.

Thirty Day Fed Fund futures were the beneficiary of widening and volatile LIBOR spreads, with average daily volume increasing 126 percent from the same period last year and open interest reaching a record of more than 745,000 contracts on May 28, partially offsetting slower activity in eurodollars. Monthly NYMEX energy and metals volume on the CME Globex electronic trading platform increased 59 percent to average 1.1 million contracts per day.

All references to volume and rate per contract information in the text of this document assume combined legacy CME and legacy CBOT volumes and exclude our non-traditional TRAKRS products, for which CME Group receives significantly lower clearing fees than other CME Group products, and Swapstream products. -- www.cme.com