Media Alert: CME Group to Close Interest Rate Complex in Coordination with SIFMA

  Media Alert: CME Group to Close Interest Rate Complex in Coordination with
                                    SIFMA

PR Newswire

CHICAGO, Oct. 29, 2012

CHICAGO, Oct. 29, 2012 /PRNewswire/ --CME Group, the world's leading and most
diverse derivatives marketplace, issued the following notice today.

CME Group will close its Interest Rate complex, including Treasury, Eurodollar
and Fed Funds futures and options on futures markets on the trading floor and
on CME Globex at 11:00 a.m. CT today in line with SIFMA's decision to close
the cash market.

For credit default swaps (CDS), CME Group will accept deals up until regular
deal acceptance time of 6:00 p.m. CT, with settlement curves calculated at
11:00 a.m. CT. For interest rate swaps (IRS), CME Group will accept deals up
until regular deal acceptance time of 6:00 p.m. CT. Non-dollar settlement
curves will be derived at their normal times. The U.S. curve will be derived
at 11:00 a.m. CT, consistent with fixed income market closing times in the
U.S.

Additionally, equity index futures and options on futures markets on the
trading floor and CME Globex closed at 8:15 a.m. CT today.

We will continue to monitor the situation as well as continue our coordination
with other exchanges and will keep you updated as information becomes
available.

As the world's leading and most diverse derivatives marketplace, CME Group
(www.cmegroup.com) is where the world comes to manage risk. CME Group
exchanges offer the widest range of global benchmark products across all major
asset classes, including futures and options based on interest rates, equity
indexes, foreign exchange, energy, agricultural commodities, metals, weather
and real estate.CME Group brings buyers and sellers together through its CME
Globex^® electronic trading platform and its trading facilities in New York
and Chicago. CME Group also operates CME Clearing, one of the world's leading
central counterparty clearing providers, which offers clearing and settlement
services across asset classes for exchange-traded contracts and
over-the-counter derivatives transactions. These products and services ensure
that businesses everywhere can substantially mitigate counterparty credit
risk.

CME Group is a trademark of CME Group Inc. The Globe Logo, CME, Globex and
Chicago Mercantile Exchange are trademarks of Chicago Mercantile Exchange
Inc. CBOT and the Chicago Board of Trade are trademarks of the Board of Trade
of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and
ClearPort are registered 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
(NASDAQ: CME) and its products can be found at www.cmegroup.com.

CME-G



SOURCE CME Group

Website: http://www.cmegroup.com
Contact: Media, Michael Shore, +1-312-930-2363, or Anita Liskey,
+1-312-466-4613, news@cmegroup.com, www.cmegroup.mediaroom.com, or Investors,
John Peschier, +1-312-930-8491
 
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