CME Group Credit Default Swap Index Futures for March 2008 delivery (CXH8) expired today, Tuesday, 18 March 2008, at a final settlement value of 413.16 basis points.

Contract final settlement value is based upon the final settlement value of the 081 Series of the CDR Liquid 50™ North America Investment Grade Index, as published today by Credit Derivatives Research LLC. Determination of final settlements for Credit Default Swap Index futures is governed by CBOT Rules 37102 and 37103. For further detail, please consult Chapter 37 of the CBOT Rulebook at http://www.cbot.com/cbot/pub/cont_detail/0,3206,931+53483,00.html.

 For more information concerning CME Group Credit Default Swap Index futures, please visit the CBOT website at http://www.cbot.com/cbot/pub/page/0,3181,1048,00.html.

If you have questions or comments regarding this e-mail, please contact

Jonathan Kronstein (312 930 3472, jonathan.kronstein@cmegroup.com) or
John Nyhoff (312 930 2310, john.nyhoff@cmegroup.com) or
Frederick Sturm (312 930 1282, frederick.sturm@cmegroup.com)

“CDR”, Credit Derivatives Research, Creditresearch.com, CDR Liquid, CDR Liquid Global, CDR Liquid 50 North America Investment Grade, CDR Liquid 50 North America High Yield, CDR Liquid 50 Europe Investment Grade, CDR Liquid 40 Europe High Yield, and CDR Liquid 50 Asia are service marks of Credit Derivatives Research LLC (“CDR”) and have been licensed for use for certain purposes by the CBOT. The CBOT Credit Default Swap Index futures are not sponsored, endorsed, or sold by CDR, and CDR makes no representation regarding the advisability of investing in such product(s).