Chicago, 3 June 2011

CME Group will publish volatility indexes for CBOT Corn and Soybeans beginning Monday, June 6. CME Group currently publishes and disseminates the CBOE/NYMEX WTI Crude Oil Volatility Index (OIV) and the CBOE/COMEX Gold Volatility Index (GVX). The CME volatility index calculations are performed by the Chicago Board Options Exchange (CBOE) based on the methodology developed for the CBOE Volatility Index®, or VIX®. CBOT Corn and Soybean futures and options contracts are listed with, and subject to, the rules and regulations of CBOT.

"Growing global demand for food and tight supplies in the physical grain markets have led to increased volatility in corn and soybeans this year," said Tim Andriesen, Managing Director, Agricultural Commodities and Alternative Investments, CME Group. "By making volatility index data available for CBOT Corn and Soybeans, we're providing our customers with an effective tool to help them monitor volatility in the agricultural commodities markets."

The indexes use CBOT's real-time options market bid/ask quotes on CME Globex® as inputs and will offer direct, effective ways to measure market expectations of near-term, implied price volatility of the underlying assets. Corn VIX and Soybean VIX data will measure expected implied volatility over the next 30-day period, providing market participants with a direct way to track volatility in the underlying assets.

The CBOE/CBOT Corn Volatility Index and CBOE/CBOT Soybean Volatility Index are being created under a seven-year licensing agreement with CBOE, which gives CME Group worldwide rights to disseminate values on volatility indexes on a variety of asset classes.

Beginning Monday, June 6, these new volatility index values will be available on www.cmegroup.com/vix and via the CME Group quote vendor systems.

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