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Chicago Mercantile Exchange Holdings Inc. Reports Record Revenues and Net Income for Third-Quarter 2004, and Has Declared Quarterly Dividend

Oct 26, 2004
Chicago Mercantile Exchange Holdings Inc. Reports Record Revenues and Net Income for Third-Quarter 2004, and Has Declared Quarterly Dividend 25 KB
Chicago Mercantile Exchange Holdings Inc. Reports Record Revenues and Net Income for Third-Quarter 2004, and Has Declared Quarterly Dividend

CHICAGO, Oct. 26 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME) today reported record revenues and profits for the third straight quarter, with an 89 percent increase in net income for third- quarter 2004 compared with third-quarter 2003. These results were driven by continued strong volume growth in its benchmark products, particularly on the CME Globex® electronic trading platform, and the continued impact of third- party transaction processing. Net revenues climbed 42 percent to a record $192.4 million, compared with $135.0 million during the same period a year ago. Income before income taxes was $99.9 million, compared with $52.9 million. Net income was $59.4 million, versus $31.4 million. Earnings per diluted share rose 85 percent to $1.72 from $0.93 per diluted share. Yesterday, the company declared a regular quarterly dividend of 26 cents per share, payable on December 27, 2004 to shareholders of record on December 10, 2004.

Average daily volume was 3.2 million contracts for third-quarter 2004, a 29 percent increase from third-quarter 2003. Additionally, with average daily electronic volume of approximately 2.0 million contracts, trading on CME Globex grew 87 percent compared with the same period last year, and represented 61 percent of total volume compared with 52 percent in the second quarter and 42 percent in the third quarter a year ago. In September, trading on CME Globex averaged a record 2.2 million contracts per day, up 80 percent from September 2003.

"CME is pleased to report its third straight quarter of record revenues and profitability, despite a typical summer slowdown," said CME Chairman Terry Duffy. "Average daily volume rose substantially over the same period a year ago due to the success of our diverse product line in meeting customer needs and our continued efforts to expand access to our markets through CME Globex. CME Eurodollars on Globex grew from one hundred thousand contracts per day in January to one million per day in September. Our foreign exchange products also set all-time volume records in September and for the third quarter."

"CME's continued strong performance is a testament to successful execution of our growth strategy to enhance CME products and services and extend them globally through new relationships and distribution channels," said Chief Executive Officer Craig Donohue. "In addition to expanding our core futures product volume through electronification, we are working to increase electronic trading of our CME E-mini® S&P® and Eurodollar options. Furthermore, our initiative with Reuters -- which will bring direct futures trading to the professional interbank foreign exchange market -- has generated a positive initial response, with seven leading global financial institutions set to begin beta testing in the fourth quarter."

Clearing and transaction fee revenue from CME products increased 37 percent to $147.9 million, up from $107.8 million for third-quarter 2003. Revenue from clearing and trans-action processing services was $14.4 million. Quotation data fees were $14.9 million, versus $13.6 million in third-quarter 2003. While net revenues increased 42 percent, expenses increased 13 percent to $92.5 million, compared with $82.1 million in the year-ago quarter.

Income before income taxes was $99.9 million, an increase of 89 percent from $52.9 million for the year-ago period. The company's operating margin, defined as income before income taxes expressed as a percentage of net revenues, was 51.9 percent, compared with 39.2 percent for the same period last year.

Capital expenditures and capitalized software development costs were $17.2 million.

Net income was $59.4 million, or $1.72 per diluted share, compared with $31.4 million, or $0.93 cents per diluted share, for the same period in 2003.

CME's working capital increased by approximately $55.1 million during the third quarter, to $610.7 million at September 30, 2004.

Nine-Month Results

For the first nine months of 2004, net revenues increased 35 percent to $545.8 million from $403.4 million for the same period in 2003. Clearing and transaction fees improved 27 percent to $413.8 million from $326.1 million, benefiting from higher trading volume and a greater percentage of trades executed on CME Globex. Total operating expenses were $272.2 million, versus $247.4 million for the comparable period of 2003.

Capital expenditures and capitalized software development costs were $49.0 million year to date.

Income before income taxes was $273.6, up 75 percent from $156.0 million for the same period a year ago. Operating margin was 50.1 percent, compared with 38.7 percent for the year-earlier period.

The company reported record net income of $162.8 million, or $4.74 per diluted share, for the first nine months of this year, compared with $92.5 million, or $2.73 per diluted share, for the same period in 2003. In 2004, the company has declared four quarterly dividends totaling $1.04 per common share, which amounts to approximately $35 million.

For the first nine months of 2004, CME's working capital increased by approximately $175.3 million.

CME will hold a conference call to discuss third-quarter results at 8:30 a.m. Eastern Time today. A live audio Web cast of the call will be available on the Investor Relations section of CME's Web site at http://www.cme.com . An archived recording will be available after the call.

Chicago Mercantile Exchange Inc. ( http://www.cme.com ) is the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on its trading floors and CME Globex® electronic trading platform. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved approximately $1.5 billion per day in settlement payments in the first nine months of 2004 and managed $39.8 billion in collateral deposits as of September 30, 2004. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME), which is part of the Russell 1000® 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. Among the factors that might affect our performance are: increasing competition by foreign and domestic competitors, including new entrants into our markets; our ability to keep pace with rapid technological developments; 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 efficiently and simultaneously operate both open outcry trading and electronic trade execution facilities; our ability to adjust our fixed costs and expenses if our revenues decline; changes in domestic and foreign regulations; changes in government policy, including interest rate policy and 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; the ability of our joint venture, OneChicago, to obtain market acceptance of its products and achieve sufficient trading volume to operate profitably; and the continued availability of financial resources in the amounts and on the terms required to support our future business. In addition, our performance could be affected by our ability to realize the benefits or efficiencies we expect from our for-profit initiatives, such as fee increases, volume and member discounts and new access rules to our markets; our ability to recover market data fees that may be reduced or eliminated by the growth of electronic trading; changes in the level of trading activity, 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 trading systems; our ability to manage the risks and control the costs associated with our acquisition, investment and alliance strategy; industry and customer consolidation; decreases in member trading and clearing activity and seasonality of the futures 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 Information section of the CME Web site. We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.

CME Globex is a registered trademark of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. Further information about Chicago Mercantile Exchange Holdings Inc. and Chicago Mercantile Exchange Inc. is available on the CME Web site at http://www.cme.com .


          Chicago Mercantile Exchange Holdings Inc. and Subsidiaries
                         Consolidated Balance Sheets
                            (dollars in thousands)

                                                    Sept. 30,      Dec. 31,
                                                      2004           2003
    ASSETS
    Current Assets:
      Cash and cash equivalents                     $282,779       $185,124
      Collateral from securities lending
       activities                                  1,729,216      1,004,400
      Short-term investments of interest earnings
       facilities                                    129,408        370,504
      Marketable securities                          302,779        256,538
      Accounts receivable                             83,884         52,972
      Other current assets                            15,343         21,589
      Cash performance bonds and security
       deposits                                    1,594,896      2,832,252
    Total Current Assets                           4,138,305      4,723,379
    Property, net of accumulated depreciation
     and amortization                                127,354        118,203
    Other Assets                                      30,061         31,054
    TOTAL ASSETS                                  $4,295,720     $4,872,636

    LIABILITIES AND SHAREHOLDERS' EQUITY
    Current Liabilities:
      Accounts payable                               $16,680        $24,690
      Payable under securities lending agreements  1,729,216      1,004,400
      Payable to participants in interest earnings
       facilities                                    129,408        370,504
      Other current liabilities                       57,435         56,129
      Cash performance bonds and security
       deposits                                    1,594,896      2,832,252
    Total Current Liabilities                      3,527,635      4,287,975
    Other Liabilities                                 18,436         21,666
    Total Liabilities                              3,546,071      4,309,641
    Shareholders' Equity                             749,649        562,995
    TOTAL LIABILITIES AND SHAREHOLDERS' EQUITY    $4,295,720     $4,872,636

Balance Sheet Items Excluding Cash Performance Bonds and Security Deposits,

            Securities Lending and Interest Earnings Facilities(A)

                                                    Sept. 30,      Dec. 31,
                                                      2004           2003
    Current assets                                  $684,785       $516,223
    Total assets                                     842,200        665,480
    Current liabilities                               74,115         80,819
    Total liabilities                                 92,551        102,485

    (A) Securities lending, cash performance bonds and security deposits, and
        interest earnings facilities are excluded from this presentation, as
        these current assets have equal and offsetting current liabilities.
        This presentation results in a more meaningful indication to investors
        of the assets owned and related obligations of the company.  Clearing
        firms are subject to performance bond requirements pursuant to the
        rules of the exchange.  The clearing firm can elect to satisfy these
        requirements in cash, which is reflected on the consolidated balance
        sheets, or by depositing securities, which are not reflected on the
        consolidated balance sheets.  The balance of cash performance bonds
        and security deposits that are deposited by clearing firms may change
        daily as a result of changes in the clearing firms' open positions and
        how clearing firms elect to satisfy their performance bond
        requirements.  Securities lending transactions utilize a portion of
        the securities that clearing firms have deposited to satisfy their
        proprietary performance bond requirements.  Effective July 1, 2003,
        the first interest earnings facilities have been included in the
        consolidated financial statements of CME Holdings.  Deposits received
        from clearing firms in these interest earning facilities are included
        on the consolidated financial statements of CME Holdings.  These
        interest earning facilities are invested on a short-term basis, are
        payable to the clearing firm participants on demand and will fluctuate
        daily.


          Chicago Mercantile Exchange Holdings Inc. and Subsidiaries
                      Consolidated Statements of Income
          (dollars in thousands, except share and per share amounts)

                              Quarter Ended             Nine Months Ended
                                 Sept. 30,                 Sept. 30,
                            2004         2003         2004         2003
    REVENUES
      Clearing and
       transaction fees   $147,937     $107,846     $413,763     $326,053
      Clearing and
       transaction
       processing services  14,354          180       41,005          540
      Quotation data fees   14,913       13,611       45,198       38,980
      Access fees            3,924        3,961       11,893       11,566
      Communication fees     2,523        2,415        7,579        7,243
      Investment income      3,229        2,351        9,094        5,661
      Securities lending
        interest income      4,492        2,441       11,892        7,327
      Other operating
        revenue              5,328        4,456       16,355       12,786
         TOTAL REVENUES    196,700      137,261      556,779      410,156
      Securities lending
        interest expense    (4,311)      (2,251)     (11,017)      (6,739)
         NET REVENUES      192,389      135,010      545,762      403,417

    EXPENSES
      Compensation and
       benefits             40,939       36,664      122,150      107,878
      Occupancy              7,033        6,421       20,561       18,996
      Professional fees,
       outside services
       and licenses         10,020        7,850       26,950       22,789
      Communications and
       computer and software
       maintenance          12,008       10,687       36,923       33,986
      Depreciation and
       amortization         13,555       13,331       39,466       39,863
      Marketing, advertising
       and public relations  2,878        1,827        7,859        8,963
      Other operating
       expense               6,077        5,349       18,288       14,937
        TOTAL EXPENSES      92,510       82,129      272,197      247,412

    Income before income
     taxes                  99,879       52,881      273,565      156,005
    Income tax provision   (40,451)     (21,484)    (110,794)     (63,474)
        NET INCOME        $ 59,428     $ 31,397    $ 162,771     $ 92,531

    EARNINGS PER SHARE
    Basic                    $1.75        $0.96        $4.88        $2.84
    Diluted                  $1.72        $0.93        $4.74        $2.73

    Weighted average
     number of common
     shares:
    Basic               33,935,280   32,738,674   33,373,797   32,632,391
    Diluted             34,496,191   33,942,315   34,330,411   33,890,969


               Average Daily Volume (Round Turns, in Thousands)

                                    3Q       4Q       1Q       2Q       3Q
                                   2003     2003     2004     2004     2004

    Interest rates                1,257    1,166    1,418    1,889    1,854
    Equity E-mini                   950      879    1,069    1,075    1,025
    Equity standard-size            118      112      118      112      111
    Foreign exchange                136      141      188      176      193
    Commodities                      38       35       37       41       40
      Subtotal                    2,499    2,333    2,830    3,293    3,223
    TRAKRS                          114      135      116       67       32
      Total                       2,613    2,468    2,946    3,360    3,255
    Open outcry                   1,398    1,281    1,446    1,534    1,191
    Electronic (including TRAKRS) 1,175    1,155    1,461    1,787    2,013
    Privately negotiated             40       32       39       39       51
    Total                         2,613    2,468    2,946    3,360    3,255


                       Transaction Fees (in Thousands)

                         3Q          4Q          1Q          2Q          3Q
                        2003        2003        2004        2004        2004

    Interest rates   $  39,403    $ 37,099    $ 44,803    $ 64,815    $ 69,750
    Equity E-mini       40,533      38,513      45,950      47,456      45,930
    Equity standard-
     size                9,329       8,809       9,077       8,826       9,090
    Foreign exchange    16,300      16,076      20,784      19,297      20,721
    Commodities          2,255       2,193       2,140       2,399       2,401
      Subtotal         107,820     102,690     122,754     142,793     147,892
    TRAKRS                  26          59         198          81          45
      Total           $107,846    $102,749    $122,952    $142,874    $147,937
    Open outcry       $ 47,831    $ 44,254     $47,553     $50,516     $43,162
    Electronic
    (including TRAKRS)  49,971      50,383      66,013      82,934      92,924
    Privately
     negotiated         10,044       8,112       9,386       9,424      11,851
      Total           $107,846    $102,749    $122,952    $142,874    $147,937


                          Average Rate Per Contract

                                    3Q       4Q       1Q       2Q       3Q
                                   2003     2003     2004     2004     2004

    Interest rates               $ 0.49   $ 0.50   $ 0.51   $ 0.54   $ 0.59
    Equity E-mini                  0.67     0.68     0.69     0.70     0.70
    Equity standard-size           1.23     1.23     1.24     1.25     1.28
    Foreign exchange               1.88     1.79     1.78     1.74     1.68
    Commodities                    0.92     0.97     0.92     0.94     0.93
      Average (excluding TRAKRS)   0.67     0.69     0.70     0.69     0.72
    TRAKRS                        0.004    0.007    0.028    0.019    0.022
      Overall avg. rate per
       contract                  $ 0.65   $ 0.65   $ 0.67   $ 0.68   $ 0.71
    Open outcry                  $ 0.54   $ 0.54   $ 0.53   $ 0.52   $ 0.57
    Electronic (including TRAKRS)  0.66     0.68     0.73     0.74     0.72
    Electronic (excluding TRAKRS)  0.74     0.77     0.79     0.77     0.73
    Privately negotiated           3.95     3.93     3.90     3.78     3.65
    Overall avg. rate per
     contract                    $ 0.65   $ 0.65   $ 0.67   $ 0.68   $ 0.71

SOURCE Chicago Mercantile Exchange Holdings Inc.

CONTACT: Media, Anita S. Liskey, +1-312-466-4613, or Bill Parke, +1-312-930-3467, news@cme.com , or Investor, John Peschier, +1-312-930-8491, all of Chicago Mercantile Exchange Holdings
Web site: http://www.cme.com

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