Financial Physics
Research Report on CME Group Inc.

CME Group Inc., formerly Chicago Mercantile Exchange Holdings Inc., is engaged in futures exchange in the United States, for the trading of futures contracts and options on futures contracts, called derivatives. The Company posted trading volume of 1.3 billion contracts during the year ended December 31, 2006. In 2006, its customers, who include its members, traded futures contracts and options on futures contracts with an underlying value of $824 trillion. As of December 31, 2006, its open interest record was 52.5 million contracts set on September 14, 2006. The Company's products provide a means for hedging, speculation and asset allocation relating to the risks associated with, among other things, interest rate sensitive instruments, equity ownership, changes in the value of foreign currency and changes in the prices of commodities. In July 2007, Chicago Mercantile Exchange Holdings, Inc. and CBOT Holdings, Inc. completed their merger to form CME Group Inc.

 

CME Group Fundamentals
Year Revenue Net Income EPS P/E Average Share Price Net Margin Return on Equity
2001 362 68.3 2.33   17.22% 27.28%  
2002 427.8 94.1 3.13 13.8 20.05% 27.01% 43.19
2003 507.1 122.1 3.6 17.1 22.42% 24.21% 61.56
2004 696.2 219.6 6.38 21.3 29.92% 31.92% 135.89
2005 795.8 306.9 8.81 30.8 33.34% 31.78% 271.35
2006 975.7 407.4 11.6 40.1 37.37% 30.89% 465.16
2007 1572.4 658.5 14.93 38.8 37.50% 9.53% 579.28

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