Exhibit 99.1

Media Contacts	Investor Contact
Anita Liskey, 312.466.4613	John Peschier, 312.930.8491
William Parke, 312.930.3467	CME-G
news@cmegroup.com http://cmegroup.mediaroom.com/

CME and CBOT Each Report Strong Second-Quarter Revenues and Profits

CHICAGO, July 24, 2007 – CME Group (NYSE, NASDAQ: CME) today reported Chicago Mercantile Exchange Holdings Inc. (CME) second quarter results. Total revenues increased 17 percent to $329 million and net income increased 15 percent to $126 million for second-quarter 2007 compared with second-quarter 2006. Diluted earnings per share on a GAAP basis rose 14 percent to $3.57 from $3.12. Excluding merger-related expenses of $7.0 million, diluted earnings per share would have been $3.69.

A summary of financial results for CBOT Holdings, Inc. (CBOT) is included later in this release and reflects a full quarter’s activity prior to the company’s merger with CME on July 12, 2007. CME Group results for the third quarter ended September 30, 2007 will include CBOT results from July 13, 2007.

“We are pleased to have completed the historic merger of CME and CBOT which we believe will deliver significant value for the shareholders and customers of CME Group,” said CME Group Executive Chairman Terry Duffy. “Together, CME and CBOT had combined revenues of more than $500 million in second-quarter 2007, which underscores the ability of our combined enterprise to deliver organic growth as well as be positioned to compete better globally for expanded business in regulated and over-the-counter derivatives markets. We look forward to building on our shared legacies of product innovation, technological expertise and superior customer service to capitalize on the tremendous growth opportunities we see in this global marketplace.”

“In addition to delivering another solid quarter and closing the merger, we focused intensely on integration planning and new growth initiatives over the last few months,” said CME Group Chief Executive Officer Craig Donohue. “Our hard work has put us in a position to accelerate many of our merger integration milestones. This includes completing the transition of CME and CBOT products onto a single electronic platform in January 2008, and beginning to combine our trading floors in March 2008, both ahead of our initial schedule. In addition, we continue to execute on our growth strategy — our electronic options volume reached record levels, we delivered record transaction processing services revenue, FXMarketSpace has progressed significantly in a short amount of time, and last week we announced the addition of centralized clearing to our over-the-counter interest rate swaps offering.”

All references to 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, CME Group Auction Markets products and Swapstream products.

CME Holdings Second-Quarter 2007 Results

Financial Highlights:

GAAP

($s in millions, except per share)	Q2 FY07			Q2 FY06			Y/Y		YTD FY07			YTD FY06			Y/Y
Revenues	$	329		$	282		17	%	$	661		$	534		24	%
Expenses	$	137		$	115		19	%	$	269		$	228		18	%
Operating Income	$	192		$	167		15	%	$	393		$	306		29	%
Operating Margin %		58.4	%		59.1	%				59.4	%		57.2	%
Net Income	$	126		$	110		15	%	$	256		$	201		27	%
Diluted EPS	$	3.57		$	3.12		14	%	$	7.26		$	5.73		27	%

Non-GAAP (excluding merger-related expenses)

($s in millions, except per share)	Q2 FY07			Q2 FY06			Y/Y		YTD FY07			YTD FY06			Y/Y
Revenues	$	329		$	282		17	%	$	661		$	534		24	%
Expenses	$	130		$	115		12	%	$	260		$	228		14	%
Operating Income	$	199		$	167		19	%	$	401		$	306		31	%
Operating Margin %		60.5	%		59.1	%				60.7	%		57.2	%
Net Income	$	130		$	110		19	%	$	261		$	201		30	%
Diluted EPS	$	3.69		$	3.12		18	%	$	7.41		$	5.73		29	%

NOTE: The non-GAAP financial measures of operating performance exclude merger-related expenses of $7.0 million for the second quarter 2007 and $8.7 million for the six months ended June 30, 2007. Non-GAAP measures do not replace and are not a substitute for GAAP financial results but are provided to improve overall understanding of current financial performance.

After a slow start in April, stronger May and June volumes drove a CME clearing and transaction fee increase of 11 percent to $253 million, up from $229 million for second-quarter 2006. In addition, CME generated record revenue from processing services, increasing 86 percent from the same period a year ago to reach $38 million. CME Clearing handled record CBOT volumes of 4.0 million contracts per day, resulting in revenue of $24 million, up 20 percent from last year’s second quarter. NYMEX volume on CME Globex averaged a record 710,000 contracts per day, resulting in revenue of $14 million. Additionally, quotation data fees were up 18 percent to $24 million.

The average rate per contract was $0.624 for the quarter compared with $0.632 in the second quarter of 2006. The slight rate decrease was primarily driven by a higher proportion of the volume coming from members, who have lower average fees.

Total expenses increased 19 percent to $137 million. The incremental expense in the second quarter for CME-CBOT merger-related expenses was $7.0 million, driven primarily by legal, advertising, and integration consulting costs. Excluding this, expenses would have been $130 million, up 12 percent with the prior year and in line with historical growth rates. Capital expenditures were $26 million in second-quarter 2007, excluding leasehold improvement allowances.

Second-quarter income before income taxes was $209 million, an increase of 16 percent from $180 million for the year-ago period. The company’s operating margin was 58 percent on a GAAP basis, or 61 percent excluding merger-related costs of $7.0 million, compared with 59 percent for the same period last year. Operating margin is defined as operating income as a percentage of total revenues.

CME’s working capital increased by approximately $97 million during the second quarter, to $1.5 billion at June 30, 2007.

2

CME Holdings Six-Month Results

Average daily volume was 6.4 million contracts for the first half of 2007, up 19 percent from 5.3 million contracts in the same period in 2006. Volume on the CME Globex electronic platform increased 28 percent year over year, to an average of 4.8 million contracts per day.

For the first six months of 2007, total revenues increased 24 percent to $661 million from $534 million for the first half of 2006. Clearing and transaction fees improved 19 percent to $511 million from $429 million a year ago, benefiting from higher trading volume. Processing services increased 89 percent to $72 million from $38 million a year ago, driven primarily by increased revenues from our trade-matching services for NYMEX, which began in June 2006.

Total expenses were $269 million for the first half of 2007, an increase of 18 percent from $228 million for the comparable period in 2006. The incremental expense for CME-CBOT merger-related expenses in the first half of 2007 was $8.7 million. Excluding this, expenses would have been $260 million, up 14 percent compared to the prior year.

Capital expenditures were $42 million for the first six months of 2007, excluding leasehold improvement allowances.

Income before taxes was $425 million for the first half of 2007, up 29 percent versus the same period a year ago. The operating margin was 59 percent, on a GAAP basis, for the first six months of 2007, or 61 percent excluding merger-related costs of $8.7 million, compared with 57 percent for the year-earlier period.

The company reported record net income of $256 million, or $7.26 per diluted share, for the first six months of this year, compared with $201 million, or $5.73 per diluted share, for the first half of 2006.

CME Group will hold a conference call to discuss second-quarter results at 8:30 a.m. Eastern Time today. A live audio Webcast of the call will be available on the Investor Relations section of CME Group’s Web site at www.cmegroup.com. An archived recording will be available for up to two months after the call.

CME Group (http://www.cmegroup.com/) is the world’s largest and most diverse exchange. Formed by the 2007 merger of Chicago Mercantile Exchange Holdings Inc. (CME) and CBOT Holdings, Inc. (CBOT), 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 its trading floors. 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, agricultural commodities and alternative investment products such as weather and real estate. CME Group is traded on the New York Stock Exchange and NASDAQ under the symbol “CME”.

3

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. TRAKRS and Total Return Asset Contracts are trademarks of Merrill Lynch & Co., Inc. These trademarks are 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/.

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. Among the factors that might affect our performance are: our ability to successfully integrate the businesses of CME Holdings and CBOT Holdings, including the fact that such integration may be more difficult, time consuming or costly than expected; revenues following the merger may be lower than expected; increasing competition by foreign and domestic competitors, including new entrants into our markets; our ability to keep pace with rapid technological developments, including our ability to complete the development and implementation of the enhanced functionality required by our customers; our ability to continue introducing competitive new products and services on a timely, cost-effective basis, including through our electronic trading capabilities, and our ability to maintain the competitiveness of our existing products and services; our ability to adjust our fixed costs and expenses if our revenues decline; our ability to continue to realize the benefits of our transaction processing services provided to third parties; our ability to maintain existing customers and attract new ones; our ability to expand and offer our products in foreign jurisdictions; changes in domestic and foreign regulations; changes in government policy, including policies relating to common or directed clearing; the costs associated with protecting our intellectual property rights and our ability to operate our business without violating the intellectual property rights of others; our ability to generate revenue from our market data that may be reduced or eliminated by the growth of electronic trading and the redundancies in the market data offerings of Chicago Mercantile Exchange Inc. and Board of Trade of the City of Chicago, Inc.; changes in the rate per contract due to shifts in the mix of the products traded, the trading venue and the mix of customers (whether the customer receives member or non-member fees or participates in one of our various incentive programs) and the impact of tiered pricing; the ability of our financial safeguards package to adequately protect us from the credit risk of clearing firms; changes in price levels and volatility in the derivatives markets and in underlying fixed income, equity, foreign exchange and commodities markets; economic, political and market conditions; our ability to accommodate increases in trading volume without failure or degradation of performance of our systems; our ability to execute our growth strategy and maintain our growth effectively; our ability to manage the risks and control the costs associated with our acquisition, investment and alliance strategy; industry and customer consolidation; decreases in trading and clearing activity; the imposition of a transaction tax on futures and options on futures transactions; and seasonality of the derivatives business. 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 is available in the Investor Relations section of the CME Group Web site. We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.

4

Chicago Mercantile Exchange Holdings Inc. and Subsidiaries

Consolidated Balance Sheets

(dollars in thousands)

	June 30, 2007		December 31, 2006
ASSETS
Current Assets:
Cash and cash equivalents	$	1,174,947	$	969,504
Collateral from securities lending		2,435,851		2,130,156
Marketable securities, including pledged securities		203,159		269,516
Accounts receivable, net of allowance		158,301		121,128
Other current assets		43,064		37,566
Cash performance bonds and security deposits		974,603		521,180
Total current assets		4,989,925		4,049,050
Property, net of accumulated depreciation and amortization		179,453		168,755
Other assets		134,355		88,700
Total Assets	$	5,303,733	$	4,306,505
LIABILITIES AND SHAREHOLDERS’ EQUITY
Current liabilities:
Accounts payable	$	25,824	$	25,552
Payable under securities lending agreements		2,435,851		2,130,156
Other current liabilities		76,479		78,466
Cash performance bonds and security deposits		974,603		521,180
Total current liabilities		3,512,757		2,755,354
Other liabilities		50,220		32,059
Total liabilities		3,562,977		2,787,413
Shareholders’ equity		1,740,756		1,519,092
Total Liabilities and Shareholders’ Equity	$	5,303,733	$	4,306,505

5

Chicago Mercantile Exchange Holdings Inc. and Subsidiaries

Consolidated Statements of Income

(in thousands, except per share amounts)

	Quarter Ended June 30,						Six Months Ended June 30,
	2007			2006			2007			2006
Revenues
Clearing and transaction fees	$	252,723		$	228,519		$	510,964		$	429,316
Processing services		37,560			20,184			72,319			38,309
Quotation data fees		24,326			20,579			49,342			40,679
Access fees		5,519			4,875			10,980			9,753
Communication fees		2,024			2,173			4,040			4,399
Other		6,857			5,879			13,695			11,470
Total Revenues		329,009			282,209			661,340			533,926
Expenses
Compensation and benefits		56,729			48,055			113,129			97,892
Communications		8,850			7,945			17,929			15,793
Technology support services		8,645			7,656			17,537			14,918
Professional fees and outside services		12,110			9,622			21,282			17,753
Depreciation and amortization		20,428			17,596			40,417			34,983
Occupancy		9,361			7,223			18,188			14,471
Licensing and other fee agreements		6,794			6,929			13,829			12,861
Marketing, advertising and public relations		7,116			3,987			13,099			7,083
Other		6,755			6,400			13,102			12,534
Total Expenses		136,788			115,413			268,512			228,288
Operating Income		192,221			166,796			392,828			305,638
Non-Operating Income and Expense
Investment income		19,394			12,726			36,699			24,135
Securities lending interest income		35,520			23,360			68,410			51,096
Securities lending interest expense		(34,331	)		(22,769	)		(66,756	)		(49,866	)
Equity in losses of unconsolidated subsidiaries		(3,371	)		(219	)		(6,391	)		(608	)
Total Non-Operating		17,212			13,098			31,962			24,757
Income Before Income Taxes		209,433			179,894			424,790			330,395
Income tax provision		(83,558	)		(70,361	)		(168,887	)		(129,449	)
Net Income	$	125,875		$	109,533		$	255,903		$	200,946
Earnings per Common Share:
Basic	$	3.61		$	3.16		$	7.34		$	5.81
Diluted		3.57			3.12			7.26			5.73
Weighted Average Number of Common Shares:
Basic		34,882			34,639			34,867			34,610
Diluted		35,242			35,096			35,236			35,070

6

CME Holdings

	2Q 2006		3Q 2006		4Q 2006		1Q 2007		2Q 2007
Trading Days		63		63		63		62		64
Average Daily Volume (Round Turns, in Thousands)*
	2Q 2006		3Q 2006		4Q 2006		1Q 2007		2Q 2007
Interest rates		3,255		3,148		2,990		3,639		3,560
Equity E-mini		1,748		1,564		1,596		1,977		1,988
Equity standard-size		173		154		147		190		173
Foreign exchange		471		423		508		555		527
Commodities		81		78		72		93		75
Subtotal		5,728		5,367		5,313		6,454		6,323
TRAKRS		419		117		294		143		98
Total		6,147		5,484		5,607		6,597		6,421
Open outcry		1,657		1,517		1,293		1,578		1,562
Electronic (including TRAKRS)		4,441		3,917		4,261		4,958		4,802
Privately negotiated		49		50		53		61		57
Total		6,147		5,484		5,607		6,597		6,421
Transaction Fees (in Thousands)*
	2Q 2006		3Q 2006		4Q 2006		1Q 2007		2Q 2007
Interest rates	$	97,768	$	98,306	$	95,741	$	110,950	$	107,464
Equity E-mini		76,889		70,194		71,111		86,571		88,247
Equity standard-size		15,493		12,947		13,271		16,631		15,014
Foreign exchange		33,212		30,576		34,752		38,176		36,768
Commodities		4,673		4,597		4,257		5,417		4,895
Subtotal		228,035		216,620		219,132		257,745		252,388
TRAKRS		384		244		344		180		176
Total	$	228,419	$	216,864	$	219,476	$	257,925	$	252,564
Open outcry	$	50,067	$	45,429	$	41,710	$	47,841	$	47,271
Electronic (including TRAKRS)		166,741		160,295		165,399		196,377		192,067
Privately negotiated		11,611		11,140		12,367		13,707		13,226
Total	$	228,419	$	216,864	$	219,476	$	257,925	$	252,564
Average Rate Per Contract (RPC)*
	2Q 2006		3Q 2006		4Q 2006		1Q 2007		2Q 2007
Interest rates	$	0.477	$	0.496	$	0.508	$	0.492	$	0.472
Equity E-mini		0.698		0.712		0.707		0.706		0.693
Equity standard-size		1.421		1.338		1.430		1.414		1.356
Foreign exchange		1.119		1.146		1.085		1.109		1.090
Commodities		0.921		0.939		0.942		0.944		1.021
Average (excluding TRAKRS)	$	0.632	$	0.641	$	0.655	$	0.644	$	0.624
TRAKRS		0.015		0.033		0.019		0.020		0.028
Open outcry	$	0.480	$	0.475	$	0.512	$	0.489	$	0.473
Electronic (excluding TRAKRS)		0.657		0.668		0.660		0.657		0.637
Privately negotiated		3.785		3.545		3.713		3.650		3.625

* Note: All volume, transaction fee data, and rate per contract information exclude CME Group Auction Markets products and Swapstream products.

7

CBOT Holdings Second-Quarter 2007 Results

For the second quarter ended June 30, 2007, CBOT reported a 33 percent increase in revenue reaching a record $204 million, which reflects growth in trading volume and a higher average rate per contract. Net income for the quarter also hit record levels increasing 34 percent to $58 million, or $1.10 per diluted share, for the second quarter. Excluding merger-related expenses, net income would have been $72 million, or $1.35 per diluted share, a 65 percent increase from second-quarter 2006. In last year’s second quarter, CBOT reported net income of $43 million, or $0.82 per diluted share.

Revenue growth combined with curtailed spending in advance of the merger resulted in higher operating margins in the second quarter for CBOT. The operating margin for the quarter expanded to 46 percent from 45 percent in the same period last year. Excluding merger-related expenses, the operating margin for the quarter would have been 56 percent.

Included in second-quarter 2007 results are $20.1 million in merger-related expenses. These expenses consist primarily of legal and advisory fees incurred in connection with CBOT’s merger with CME and the unsolicited proposal from IntercontinentalExchange, Inc.

Financial Highlights:

GAAP

($s in millions, except per share)	Q2 FY07			Q2 FY06			Y/Y		YTD FY07			YTD FY06			Y/Y
Revenues	$	204		$	154		33	%	$	392		$	294		33	%
Expenses	$	110		$	85		29	%	$	208		$	170		23	%
Operating Income	$	95		$	69		37	%	$	184		$	124		48	%
Operating Margin %		46.3	%		44.7	%				47.0	%		42.3	%
Net Income	$	58		$	43		34	%	$	114		$	79		45	%
Diluted EPS	$	1.10		$	0.82		34	%	$	2.15		$	1.49		44	%

Non-GAAP (excluding merger-related expenses)

($s in millions, except per share)	Q2 FY07			Q2 FY06			Y/Y		YTD FY07			YTD FY06			Y/Y
Revenues	$	204		$	154		33	%	$	392		$	294		33	%
Expenses	$	90		$	85		5	%	$	175		$	170		3	%
Operating Income	$	115		$	69		67	%	$	217		$	124		75	%
Operating Margin %		56.1	%		44.7	%				55.4	%		42.3	%
Net Income	$	72		$	43		65	%	$	140		$	79		78	%
Diluted EPS	$	1.35		$	0.82		65	%	$	2.64		$	1.49		77	%

NOTE: The non-GAAP financial measures of operating performance exclude merger-related expenses of $20.1 million for the second quarter 2007 and $33.1 million for the six months ended June 30, 2007. The CME merger-related expenses have been treated as non-deductible for tax purposes. Non-GAAP measures do not replace and are not a substitute for GAAP financial results but are provided to improve overall understanding of current financial performance.

Revenue growth for the quarter was primarily driven by higher exchange and clearing fees, which increased $52 million, or 45 percent. This growth was fueled by a 23 percent increase in total trading volume and a 17 percent increase in the average rate per contract in second-quarter 2007 compared with 2006.

8

CBOT achieved record trading volume for the second quarter with 256 million contracts traded, a 23 percent increase from the comparable prior year period. Average daily volume for the quarter reached a record 4.0 million contracts, up 21 percent compared with the same period last year. Additionally, electronic trading grew 41 percent to 3.1 million contracts per day in the second quarter of 2007 from 2.2 million contracts per day in the prior year’s second quarter.

The average rate per contract was $0.662 for the quarter compared with $0.564 in the second quarter of 2006. The rate increase resulted primarily from changes in trading fees implemented in 2006. The average rate per contract also benefited from increased electronic trading of agricultural contracts following the August 1, 2006, introduction of electronic trading of agricultural futures during daytime trading hours.

Total operating expenses for the second quarter were $110 million, up 29 percent over the prior year’s second quarter. Excluding merger-related expenses of $20.1 million for the quarter, operating expenses increased 5 percent compared with the prior-year period. Volume-based expenses were $26 million, up 20 percent, which is in line with the growth in trading volume. Baseline and other costs, or non-volume based expenses, were $84 million this quarter compared with $64 million in second-quarter 2006, a 32 percent increase. Excluding second-quarter 2007 merger-related expenses, non-volume based expenses were relatively flat compared with last year’s second quarter.

9

CBOT Holdings, Inc. and Subsidiaries

Consolidated Balance Sheets

(dollars in thousands)

	June 30, 2007			December 31, 2006
ASSETS
Current Assets:
Cash and cash equivalents:
Unrestricted	$	200,609		$	177,664
Held under deposit and membership transfers		11,219			1,503
Total cash and cash equivalents		211,828			179,167
Restricted cash		—			975
Short term investments		372,615			312,411
Accounts receivable, net of allowance		90,922			62,451
Deferred income taxes		6,019			—
Prepaid expenses		12,160			9,492
Total current assets		693,544			564,496
Property and Equipment:
Land		34,234			34,234
Buildings and equipment		329,560			343,271
Furnishings and fixtures		161,313			184,913
Computer software and systems		89,541			93,942
Construction in progress		2,158			1,906
Total property and equipment		616,806			658,266
Less accumulated depreciation and amortization		410,127			433,989
Property and equipment, net		206,679			224,277
Other assets		21,629			22,557
Total Assets	$	921,852		$	811,330
LIABILITIES AND STOCKHOLDERS’ EQUITY
Current Liabilities:
Accounts payable	$	21,486		$	11,149
Accrued clearing services		20,459			16,226
Accrued liabilities		25,278			29,638
Funds held for deposit and membership transfers		11,219			1,562
Current portion of long-term debt		—			10,716
Income tax payable		466			10,428
Other current liabilities		148			562
Total current liabilities		79,056			80,281
Long-term Liabilities:
Deferred income tax liabilities		—			2,984
Other liabilities		16,830			19,645
Total long-term liabilities		16,830			22,629
Total Liabilities	$	95,886		$	102,910
Stockholders’ Equity:
Common stock		53			53
Additional paid-in capital		494,125			489,817
Retained earnings		339,085			226,961
Accumulated other comprehensive income (loss)		(7,297	)		(8,411	)
Total stockholders’ equity		825,966			708,420
Total Liabilities and Stockholders’ Equity	$	921,852		$	811,330

10

CBOT Holdings, Inc. and Subsidiaries

Consolidated Statements of Income

(in thousands, except per share amounts)

	Quarter Ended June 30,						Six Months Ended June 30,
	2007			2006			2007			2006
Revenues
Exchange fees	$	132,800		$	91,855		$	250,480		$	174,975
Clearing fees		36,754			25,366			70,727			48,597
Market data		24,176			26,286			49,258			49,929
Building		6,188			5,910			12,103			11,415
Services		3,869			4,299			8,103			8,535
Other		638			407			1,491			758
Total Revenues		204,425			154,123			392,162			294,209
Expenses
Clearing services		23,460			19,490			45,256			37,513
Contracted license fees		2,214			1,914			4,333			3,652
Salaries and benefits		18,450			19,028			38,937			38,130
Depreciation and amortization		11,851			14,789			23,371			28,875
Professional services		26,025			4,558			42,679			8,497
General and administrative expenses		4,056			4,546			8,533			9,622
Building operating costs		5,940			6,002			12,360			12,605
Information technology services		11,357			11,885			23,129			24,115
Programs		2,759			3,086			5,750			5,713
Severance and related costs		3,718			(22	)		3,700			1,014
Total Operating Expenses		109,830			85,276			208,048			169,736
Income From Operations		94,595			68,847			184,114			124,473
Non-Operating Income and Expense
Interest income		7,002			4,363			13,378			7,846
Interest expense		(23	)		(388	)		(239	)		(973	)
Total Non-Operating		6,979			3,975			13,139			6,873
Income Before Income Taxes		101,574			72,822			197,253			131,346
Income tax provision		43,031			29,126			82,901			52,301
Income Before Equity in Unconsolidated Subsidiary		58,543			43,696			114,352			79,045
Equity in loss of unconsolidated subsidiary, net of tax		(267	)		(237	)		(685	)		(483	)
Net Income	$	58,276		$	43,459		$	113,667		$	78,562
Earnings per Common Share:
Basic	$	1.10		$	0.82		$	2.15		$	1.49
Diluted		1.10			0.82			2.15			1.49
Weighted Average Number of Common Shares:
Basic		52,803			52,792			52,801			52,789
Diluted		52,923			52,848			52,911			52,844

Note: At December 31, 2006, the company changed the format of its income statement. The company reclassified interest income and interest expense from revenue and operating expense, respectively, to a non-operating income and expense section in the consolidated statements of income. Accordingly, prior period amounts have been reclassified to conform to current period presentation.

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CBOT Holdings

	2Q 2006		3Q 2006		4Q 2006		1Q 2007		2Q 2007
Trading Days		63		63		63		62		64
Average Daily Volume (Round Turns, in Thousands)
	2Q 2006		3Q 2006		4Q 2006		1Q 2007		2Q 2007
Interest Rates		2,588		2,507		2,480		3,032		3,110
Agriculture		529		490		611		631		701
Equity Index		131		110		112		138		146
Metals, Energy & Other		54		56		65		65		42
Total		3,302		3,163		3,269		3,866		3,999
Open-Auction		990		850		813		733		734
Electronic		2,220		2,232		2,375		3,031		3,133
Off-Exchange		91		81		81		102		132
Total		3,302		3,163		3,269		3,866		3,999
Transaction Fees (in Thousands)
	2Q 2006		3Q 2006		4Q 2006		1Q 2007		2Q 2007
Interest Rates	$	85,339	$	89,673	$	88,894	$	103,697	$	112,952
Agriculture		22,664		24,378		35,821		37,818		47,192
Equity Index		5,859		5,416		5,677		6,815		7,385
Metals, Energy & Other		3,360		3,699		4,116		3,323		2,025
Total	$	117,221	$	123,166	$	134,509	$	151,653	$	169,554
Open-Auction	$	32,136	$	28,060	$	26,730	$	23,468	$	25,053
Electronic		70,341		79,000		91,570		110,345		122,108
Off-Exchange		14,745		16,106		16,209		17,840		22,393
Total	$	117,221	$	123,166	$	134,509	$	151,653	$	169,554
Average Rate Per Contract (RPC)
	2Q 2006		3Q 2006		4Q 2006		1Q 2007		2Q 2007
Interest Rates	$	0.523	$	0.568	$	0.569	$	0.552	$	0.567
Agriculture		0.680		0.790		0.931		0.966		1.051
Equity Index		0.712		0.779		0.803		0.799		0.792
Metals, Energy & Other		0.986		1.048		1.001		0.822		0.758
Total	$	0.564	$	0.618	$	0.653	$	0.633	$	0.662
Open-Auction	$	0.515	$	0.524	$	0.522	$	0.516	$	0.533
Electronic		0.503		0.562		0.612		0.587		0.609
Off-Exchange		2.564		3.172		3.179		2.821		2.655
Total	$	0.564	$	0.618	$	0.653	$	0.633	$	0.662

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