Access to a world of profit opportunities. One powerful marketplace.

How the world advances

PROPRIETARY TRADING FIRMS

INTRODucTION lIquIDITY chOIcE cONNEcTIvITY RESOuRcES cONTAcT uScAPITAl EFFIcIENcY

CME Group is the leading and most diverse derivatives marketplace in the world — providing proprietary trading firms with the liquidity, products, anonymity, speed and proven security needed to capitalize on market opportunities.

Where proprietary trading firms access the world.

INTRODucTION lIquIDITY chOIcE cONNEcTIvITY RESOuRcES cONTAcT uScAPITAl EFFIcIENcY

The widest range of products available. All within a single trading platform.Individually, each contract and every asset class represents access to market volatility and deep, global liquidity pools that can easily support even the most complex market strategies. Together, they represent an unparalleled array of opportunity in a single marketplace.

» More than 2 billion contracts traded in 2010 — an increase of 17% over 2009

» A variety of contract sizes — full-size, E-mini and E-micro » Tight bid/ask spreads — normally 1 – 2 ticks in core products » Depth of book — CME Group market data gives you visibility to

10 levels of market depth

cME Group markets offer significant activity, virtually around the clock. Dedicated market makers across the globe provide significant active liquidity during extended trading hours. That means low round-turn transaction cost — as low as one tick in our highest volume markets.

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liquidity

INTRODucTION lIquIDITY chOIcE cONNEcTIvITY RESOuRcES cONTAcT uScAPITAl EFFIcIENcY

leading contracts for markets worldwide

Contracts spanning the U.S. interest rate yield curve » Short-term — LIBOR-based Eurodollar futures and options, 30-Day Fed Funds » U.S. treasuries — 30-year Ultra T-Bond, 10-year and 2-year Treasury notes

The world’s leading equity indexes » U.S. large-cap benchmarks — E-mini S&P 500, E-mini NASDAQ-100

and E-mini Dow ($5) futures and options » Global contracts on Nikkei 225 and S&P Nifty 50

The largest regulated FX market » 54 futures and 31 options contracts covering major and emerging markets » Leading currency pairs include: EUR/USD, JPY/USD, GBP/USD, CHF/USD,

CAD/USD and AUD/USD

Global agricultural commodities » Benchmark contracts covering corn, wheat, soybeans, livestock, dairy, lumber, soft commodities

and other products » Increasing volume in electronic markets and Cleared OTC Agricultural Swaps

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vIEW lEADING PRODucTS

vIEW lEADING PRODucTS

vIEW lEADING PRODucTS

choice

INTRODucTION lIquIDITY chOIcE cONNEcTIvITY RESOuRcES cONTAcT uScAPITAl EFFIcIENcY

Extensive energy complex » Leading global benchmarks for Crude Oil — Crude Oil (WTI) futures and options,

Natural Gas (Henry Hub) and Refined Products (Heating Oil, RBOB Gasoline)

Comprehensive metals » Full-size contracts on gold, silver, platinum, palladium, copper and steel; and smaller size contracts

for gold (miNY 50 oz.), (E-micro 10 oz.), silver (miNY 2,500 oz.) and copper (E-mini 12,500 lbs.)

Cross-licensing and order routing relationships with leading exchanges CME Group is continually increasing CME Globex trading opportunities. Certain contracts from the following partner exchanges are available to trade on CME Globex:

» BM&FBOVESPA » Dubai Mercantile Exchange (DME) » GreenX » Kansas City Board of Trade (KCBT) » MexDer, Mercado Mexicano de Derivados » Minneapolis Grain Exchange (MGEX) » Bursa Malaysia (BMD)

leading contracts for markets worldwide

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choice

INTRODucTION lIquIDITY chOIcE cONNEcTIvITY RESOuRcES cONTAcT uScAPITAl EFFIcIENcY

Improved market access to the cME Globex electronic platformThrough it’s advanced functionality, high-reliability and global connectivity, CME Globex offers the connectivity options and speed that proprietary trading firms need including:

» Dedicated Globex hubs — More than 1,000 direct connections in more than 150 countries and foreign territories, with new connections being added all the time. Telecommunication hubs in Amsterdam, Kuala Lumpur, London, Mexico City, Milan, Paris, Sào Paolo, Seoul and Singapore help reduce connectivity costs, increase accessibility and deliver faster, more efficient trading.

» CME Co-Location Services — Comprised of hosting, connectivity and support services at our new, state-of-the-art data center. CME Co-Location Services allows for the lowest-latency connectivity possible, saving as much as one millisecond compared to the next best connectivity option, for all products traded on CME Globex. Connectivity to CME Group’s trading match engines utilizes an equidistant Cross Connect to ensure location neutrality within the co-location data center.

For additional information, download our CME Co-Location Services Brochure (PDF) or please contact Global Account Management at +44 207 796 7100 in Europe and +65 6593 5574 in Asia.

Getting Started With cME GlobexTo get access, you will need

» CME Clearing Firm relationship

» A CME Group-certified front-end trading

application. Once a front-end trading application

has been selected, you can connect to

CME Globex directly via numerous customer-

managed options or CME Group-managed

options or indirectly through your broker, FCM,

Clearing Firm, data center or a facilities provider.

Once you begin the process, you’ll be assigned to a

Global Account Management (GAM) representative

based on your Class A Clearing Firm and your location.

Click here for a step-by-step guide to connecting

and developing to the CME Globex electronic

trading platform.

connectivity

INTRODucTION lIquIDITY chOIcE cONNEcTIvITY RESOuRcES cONTAcT uScAPITAl EFFIcIENcY

Make the most of your trading capitalCME Group offers proprietary trading firms three incentive programs to improve your return on every trade.

International Incentive Program (IIP)Discounted fees for all CME, CBOT, NYMEX and COMEX products available on CME Globex for proprietary trading firms and trading arcades located outside of North America.

New Trader Incentive Program (NTIP)Fee incentives for all CME, CBOT, NYMEX and COMEX products available on CME Globex for new traders associated with proprietary trading firms and trading arcades located outside of the United States or Canada.

Volume discount tiered pricingEquity members of the exchange will see reduced fees for trading volumes exceeding designated monthly average daily volume thresholds. Restrictions may apply.

vIEW Full INcENTIvE PROGRAM DETAIlS cross margining efficienciesUtilizing the CME Group proprietary SPAN margin system,

cross margining allows gains accruing to futures or options

positions within an asset class to be immediately available

to meet the requirements for funds from losing positions.

Reducing capital requirements. Freeing up more of your funds

to pursue additional profit opportunities.

vIEW AN EXAMPlE

capital Efficiency

INTRODucTION lIquIDITY chOIcE cONNEcTIvITY RESOuRcES cONTAcT uScAPITAl EFFIcIENcY

Tools and resourcesAccess the latest product information, trading resources and education materials at cmegroup.com:

» Daily market commentary » Newsletters » Technical tools » Informational brochures » Free real-time quotes » Webinars » Multimedia tools sorted by

product, trading technique and media format

» CME Group Mobile Application for iPhone™ and Android• Globexfutures• 10minutedelayed

market data• Frontmonthonlybased

on volume• 1minuteautorefresh

with reload option• Defaultofpre-selected

future options• CMEGrouptweets• Productpricecharts

Resources

INTRODucTION lIquIDITY chOIcE cONNEcTIvITY RESOuRcES cONTAcT uScAPITAl EFFIcIENcY

Get started today.

For more information or help with maximizing your access to CME Group markets:

AsiaContact Darren Anthony at darren.anthony@cmegroup.com or call him at +44 20 7796 7128.

EMEAContact Matthew Judge at matthew.judge@cmegroup.com or call him at +44 20 7796 7105.

Visit cmegroup.com.

contact us

DISclAIMER

INTRODucTION lIquIDITY chOIcE cONNEcTIvITY RESOuRcES cONTAcT uScAPITAl EFFIcIENcY

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CRUDE OIL FUTURES VOLUME AND COST OF EXECUTION FOR 2010

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E-MINI S&P 500 FUTURES VOLUME AND COST OF EXECUTION FOR 2010

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GOLD FUTURES VOLUME AND COST OF EXECUTION FOR 2010

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1. These contracts are listed with, and subject to, the rules and regulations of CME.

2. These contracts are listed with, and subject to, the rules and regulations of CBOT.

INTEREST RATEAVERAGE DAILY VOLUME OPEN INTEREST

Product Name (Futures Ticker) Options Ticker ADV Contracts Q1 2011 ADV $ Notional Q1 2011

(in millions)Open Interest ContractsQ1 2011

Open Interest $ Notional Q1 2011 (in millions)

Eurodollar Futures and Options (GE)1 GE 3,288,267 $ 3,288,267 27,222,108 $ 27,222,108

2-Year Treasury Note Futures and Options (ZT)2 OZT 346,962 $ 69,392 1,155,499 $ 231,100

5-Year Treasury Note Futures and Options (ZF)2 OZF 746,511 $ 74,651 1,716,825 $ 171,683

10-Year Treasury Note Futures and Options (ZN)2 OZN 1,501,580 $ 150,158 3,087,928 $ 308,793

30-Year Treasury Bond Futures and Options (ZB)2 OZB 400,319 $ 40,032 905,731 $ 90,573

Ultra T-Bond Futures and Options (UB)2 OUB 52,171 $ 5,217 334,806 $ 33,481

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EQUITYAVERAGE DAILY VOLUME OPEN INTEREST

Product Name (Futures Ticker) Options Ticker

ADV ContractsQ1 2011

ADV $ Notional Q1 2011 (in millions)

Open InterestContractsQ1 2011

Open Interest $ Notional Q1 2011 (in millions)

Index Close 31-Mar-'11

2011 YTD Price Return

20-Day Historical Volatility

E-mini S&P 500 Futures and Options (ES)1 ES 2,329,091 $ 154,399 3,838,589 $ 254,466 1325.83 5.42% 14.78%

S&P 500 Futures and Options (SP)1 CS/PS 83,470 $ 27,667 892,607 $ 295,861 1325.83 5.42% 15.14%

E-mini NASDAQ-100 Futures and Options (NQ)1 NQ 292,534 $ 13,685 349,721 $ 16,360 2338.99 5.46% 16.60%

E-mini Dow $5 Futures and Options (YM)2 OYMC/OYMP 118,003 $ 7,269 127,401 $ 7,848 12319.73 6.41% 14.18%

E-mini S&P MidCap 400 Futures and Options (EMD)1 EMD 25,510 $ 2,551 109,550 $ 10,835 989.05 9.02% 15.19%

Nikkei 225 (USD) Futures and Options (NKD)1 KN/JN 15,016 $ 732 56,225 $ 2,742 9755.10 –4.63% 46.26%

1. These contracts are listed with, and subject to, the rules and regulations of CME.

2. These contracts are listed with, and subject to, the rules and regulations of CBOT.

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FXAVERAGE DAILY VOLUME OPEN INTEREST

Product Name (Futures Ticker) OptionsTicker Contract Size ADV Contracts

Q1 2011

ADV $ Notional Q1 2011 (in millions)

Percent Change from Q1 2010

Open Interest Contracts Q1 2011

Open Interest $ Notional Q1 2011 (in millions)

EUR/USD Futures and Options (6E) 6E 125,000 euros 367,330 $ 62,731 8% 474,338 $ 83,499

JPY/USD Futures and Options (6J) 6J 12,500,000 Japanese yen 149,902 $ 22,803 19% 215,887 $ 32,458

GBP/USD Futures and Options (6B) 6B 62,500 British pounds 132,787 $ 13,300 –2% 154,544 $ 15,506

CHF/USD Futures and Options (6S) 6S 125,000 Swiss francs 51,554 $ 6,859 –3% 68,499 $ 9,348

CAD/USD Futures and Options (6C) 6C 100,000 Canadian dollars 85,168 $ 8,635 0% 166,853 $ 17,194

These contracts are listed with, and subject to, the rules and regulations of CME.

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AGRICULTUREAVERAGE DAILY VOLUME OPEN INTEREST

Product Name (Futures Ticker) OptionsTicker ADV Contracts Q1 2011 Percent Change from

Q1 2010Percent of Contracts Traded Electronically

Open Interest Contracts Q1 2011

Percent Change from Q1 2010

Corn Futures and Options (ZC)2 OZC 453,352 69% 70% 3,570,677 37%

Soybean Futures and Options (ZS)2 OZS 250,665 39% 74% 1,524,537 40%

Wheat Futures and Options (ZW)2 OZW 124,665 42% 83% 922,744 23%

Soybean Oil Futures and Options (ZL)2 OZL 111,683 45% 79% 650,228 34%

Live Cattle Futures and Options (LE)1 LE 70,069 29% 69% 712,332 12%

Lean Hog Futures and Options (HE)1 HE 42,912 31% 73% 351,392 20%

1. These contracts are listed with, and subject to, the rules and regulations of CME.

2. These contracts are listed with, and subject to, the rules and regulations of CBOT.

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ENERGYAVERAGE DAILY VOLUME OPEN INTEREST

Product Name (Futures Ticker) OptionsTicker Contract Size ADV Contracts

Q1 2011Percent Change from Q1 2010

Open Interest Contracts Q1 2011

Percent Change from Q1 2010

Crude Oil Futures and Options (CL) LO/LC 1,000 U.S. barrels 1,015,566 24% 8,348,518 0.1%

Natural Gas Futures and Options (NG) ON/LN 10,000 million British thermal units 433,986 23% 6,602,170 6.2%

RBOB Gasoline Futures and Options (RB) OB/RA 42,000 U.S. gallons 113,715 1% 402,457 –12.6%

Heating Oil Futures and Options (HO) OH/AT 42,000 U.S. gallons 132,834 17% 782,772 0.8%

Electricity Futures and Options (JM) JO 2.5 megawatt hours (Mwh) 1,576 -46% 339,200 –6.9%

These contracts are listed with, and subject to, the rules and regulations of NYMEX.

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METALSAVERAGE DAILY VOLUME OPEN INTEREST

Product Name (Futures Ticker) OptionsTicker Contract Size ADV Contracts Q1 2011 Percent Change from

Q1 2010Open Interest Contracts Q1 2011

Percent Change from Q1 2010

Gold Futures and Options (GC)1 OG 100 troy ounces 233,175 1.0% 1,391,856 21.8%

Silver Futures and Options (SI)1 SO 5,000 troy ounces 85,837 82.0% 313,012 32.7%

Copper Futures and Options (HG)1 HX 25,000 troy ounces 45,116 14.0% 85,178 –18.6%

Platinum Futures and Options (PL)2 PO 50 troy ounces 7,459 31.0% 38,860 –2.5%

Palladium Futures and Options (PA)2 PAO 100 troy ounces 4,740 55.0% 25,808 10.8%

1. These contracts are listed with, and subject to, the rules and regulations of COMEX.

2. These contracts are listed with, and subject to, the rules and regulations of NYMEX.

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Example:WTI Crude Oil vs. Natural Gas (1:1) – 40% Inter Rate

Outright RatesCrude Oil $4500Natural Gas $3500

$4500 + $3500 = $8000 before spread credit

With Inter spread credit there is a saving of $3200 (8000 x 0.4) or in other words the margin would be a charge of $4800 (8000 x 0.6)

GO BAcK TO cAPITAl EFFIcIENcY

Futures trading is not suitable for all investors, and involves the risk of loss. Futures are a leveraged investment, and because only a percentage of a contract’s value is required to trade, it is possible to lose more than the amount of money deposited for a futures position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles. And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade. All references to options refer to options on futures.

CME Group is a trademark of CME Group Inc. The Globe Logo, CME, E-mini 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 is a registered trademark of the New York Mercantile Exchange, Inc. All other trademarks are the property of their respective owners.

S&P 500® is a trademark of The McGraw-Hill Companies, Inc. and has been licensed for use by Chicago Mercantile Exchange Inc. NASDAQ-100® is a registered trademark of The Nasdaq Stock Market. Inc (“Corporations”). The Corporations and Nasdaq Financial Products Services, Inc. make no warranty, express or implied, and bear no liability with respect to the NASDAQ-100 Index, its use or any data included therein.

“Dow Jones Industrial Average” is a service mark of Dow Jones Indexes and has been licensed for use for certain purposes by the Board of Trade of the City of Chicago (CBOT). The futures and futures options contracts based on these indexes are not sponsored, endorsed, sold or promoted by Dow Jones, and Dow Jones makes no representation regarding the advisability of trading in such contract(s).

References to CME Clearing are to CME’s U.S. Clearinghouse.

The information within this brochure has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions. Additionally, all examples in this brochure are hypothetical situations, used for explanation purposes only, and should not be considered investment advice or the results of actual market experience. All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME, CBOT and NYMEX rules. Current rules should be consulted in all cases concerning contract specifications.

Copyright © 2011 CME Group. All rights reserved.

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