CMEGroupsInterestRateComplex CMEGroupistheworldsleadingmarketplacefortradingshort,mediumandlongterminterestratederivative products.SpanningtheentireU.S.dollardenominatedyieldcurve,ourproductsincludefuturesandoptionsonthe mostwidelyfollowedU.S.interestratebenchmarks:Eurodollars,U.S.Treasurysecurities,30DayFedFunds,and InterestRateSwaps.ThefinancialintegrityofourmarketsisprotectedbyCMEClearingsapproximately$8billionin financialsafeguards,virtuallyeliminatingcreditrisk. Eurodollars TheEurodollarfuturescontractisthemostwidelytradedandversatileinterestratefuturesproductintheworld. EurodollarfuturespricesreflectmarketexpectationsforinterestratesonthreemonthEurodollardepositsfor specificdatesinthefuture.Atotalof40quarterlyfuturescontracts,spanningtenyears,plusthefournearestserial (nonquarterly)monthsarelistedatalltimes.Inaddition,Eurodollarpacksandbundlesareeffectivetoolsforthose whodealinstripsofEurodollarfuturecontracts. The2010totalvolumewas694,536,930contracts,up16percentfrom2009. Volume Eurodollarfuturesandoptionsaveragedailyvolumefor2010wasapproximately2.

ly2.7millioncontracts,up16 percentfrom2009.AverageDailyVolumeintheBack32(years310)forfuturesandoptionsin2010was 356,866contracts,up50%from2009. OpenInterest Eurodollarfuturesandoptionsopeninterest(asofDecember30)wasapproximately22.9millioncontracts. OpeninterestintheBack32Eurodollarfutures(asofDecember30)wasapproximately1.5millioncontracts. Liquidity CMEGroupprovidesthetransparencyandliquiditycustomersneedtomakebettertradingdecisions. Eurodollars5thquarterlytotalbookdepththrough5levelswas11,100contractsfor2010.Thebookdepth atthebestavailablepriceduringregulartradinghourswas3,900contractsfor2010. Treasuries CMEGroupsTreasuryFuturesandoptionson2,3(futuresonly),5and10YearTreasuryNotesandTreasury Bonds,andournewUltraTreasuryBonds,arekeytoolsforthosewhowishtomanagethedurationontheirportfolio, hedgeinterestraterisk,takeaviewontheyieldcurveoranticipatechangesinpricevolatility. TheavailabilityofCMEGroupsinterestratefuturesandoptionsonCMEGlobexfurtherenhancestheefficiencyof tradingtheseproducts,providingnearly24houraccessforusersaroundtheworld. Volume Treasuryfuturesandoptionsaveragedailyvolumefor2010wasjustover2.6millioncontracts,a44percent increasefromthepreviousyear. 5Yr:546,302 2Yr:274,220 TBond:387,930 10Yr:1,379,623 UL:30,690 OpenInterest Treasuryfuturesandoptionsopeninterestattheendof2010wasnearly6millioncontracts. 2Yr:737,187 5Yr:1,350,478 30Yr:776,521 10Yr:2,807,868 UL:309,744

Liquidity CMEGroupprovidesthepricediscovery,transparencyandliquiditycustomersneedtomakebettertrading decisions.TheaveragebookdepththroughfivelevelsforTreasuryproductsduring2010wasasfollows: 5Yr:4,561 2Yr:15,800 30Yr:3,115 10Yr:8,230 UL:278 Theaverageavailablequantityatthetopofthebookduringregulartradinghoursfor2010was: 2Yr:2,775 5Yr:391 30Yr:308 10Yr:787 UL:29 OptionsonFutures OptionsonfuturesareoneofthemostversatileriskmanagementproductsofferedbyCMEGroup.Ourextensive portfolioofoptionscontractsprovideflexibilityandaccessfortradingthemostwidelyfollowedinterestrate benchmarksspanningtheU.S.dollardenominatedyieldcurve. AveragedailyvolumeforEurodollaroptionsin2010was725,620,up14percentfrom2009.OpenInterestof approximately15.8millioncontracts(asofDecember30). AveragedailyvolumeforTreasuryoptionsin2010was310,190up33percentfrom2009withopeninterestof approximately2.2million(asofDecember30)contracts.Additionally38percentofallTreasuryoptionvolumewas transactedelectronicallyonGlobexin2010comparedto29percentin2009. InnovativeProducts InnovationisahallmarkofCMEGroup.Notable2010productinnovationsincludetheUltraTreasuryBondcontract andOntheRun(OTR)Treasuryfutures.TheUltraTreasuryBondcontractisthefastestgrowinginterestrateproduct everlaunchedbytheCMEGroupexchanges,developedinresponsetostrongcustomerdemandforlongdurationrisk managementtoolandforacontractthatmorecloselytracksthepricingofa30yearTreasurybond.Milestones include: Nearly4,500contractschangedhandsonitsfirstdayoftrading; Firstquarteraveragedailyvolumesurpassed14,000contracts; Fourthquarteraveragedailyvolumeexceeded52,000contracts; OnNovember24,theUltraexperiencedrecordvolumeof349,000contractstraded,andrecordopeninterest of380,000; AsofDecember31,openinterestwasmorethan307,000contracts. OntheRun(OTR)Treasuriesfuturesprovidemarketparticipantsbroaderaccesstothepricevolatilityandrisk managementassociatedwithcashmarketOTRtreasuries.Thecontractsprovideclientsgreaterprecisionin managingyieldcurveriskandanefficientwayoftradingthepopularOTRtreasurycashversustreasuryfuturesbasis andswapspreadstrategies,aswellassimilarbenefitsofcrossmarginingasthesuiteofotherinterestratefutures contract.Sincelaunchaveragedailyvolumehasbeenmorethan2,000contracts.

1/2011