CME Group Statement on PSI Analysis of Wheat Markets

CHICAGO, June 24 /PRNewswire-FirstCall/ -- CME Group, the world's largest and
most diverse derivatives exchange, today made the following announcement
regarding the Permanent Subcommittee on Investigations' report on the
performance of the CBOT Wheat futures contract:

"CME Group applauds government efforts to ensure effective regulation of
commodity futures markets. Nevertheless, we disagree with the findings and
recommendations in the Subcommittee Report, which is based on anecdotal
information versus sound empirical and economic analysis. The Subcommittee
Report is contradicted by four separate studies conducted by The Commodity
Futures Trading Commission ("CFTC"), the Government Accountability Office
("GAO"), Informa Economics Inc. ("Informa") and CME Group - all of which
concluded that there is no causality between market participation of index
funds and non-commercial traders and wheat price levels or cash market
convergence at expiration.

The CFTC, the GAO, Informa, and CME Group, all used in-depth market data to
analyze how changes in the positions of index funds and other market
participants are related to price changes, as well as the price differential
between wheat cash and futures prices. Each study concluded that fundamental
supply and demand factors related to crop failures, strong economic growth in
many importing nations, acreage switching caused by demand for bio-fuels, and
currency volatility have all been responsible for recent periods of increased
volatility and price swings in commodity markets. CME Group is committed to
working with regulators and government officials to ensure the effective
functioning of our markets, as well as the ability of all market users to
access our markets on a non-discriminatory basis for bona fide investing and
portfolio management purposes.

CME Group, along with the CFTC and broader industry participants, have
developed a number of steps to address convergence issues in the Wheat
contract, including implementing seasonal storage rates, additional delivery
territories, and reduced vomitoxin levels. These changes, which are being
implemented beginning with the July 2009 contract, are expected to improve
convergence between cash and futures prices."

CME Group (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. By acting as the buyer to every seller and the seller to every
buyer, CME Clearing virtually eliminates counterparty credit risk. CME
Clearing also offers financial safeguards to help mitigate systemic risk,
providing the security and confidence market participants need to operate,
invest and grow. 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."

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and CME ClearPort are trademarks of Chicago Mercantile Exchange Inc. CBOT and
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Chicago. NYMEX and New York Mercantile Exchange are trademarks of New York
Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc.
All other trademarks are the property of their respective owners. Further
information about CME Group and its products can be found at www.cmegroup.com.

CME-G

SOURCE CME Group

Media, Mary Haffenberg, +1-312-930-3435, or Allan Schoenberg, +1-312-930-8189,
news@cmegroup.com, or Investors, John Peschier, +1-312-930-8491, all of CME
Group, www.cmegroup.mediaroom.com