The company also received a subpoena from the CFTC and a document request from the Securities Investor Protection Corp., the trustee handling MF Global's liquidation, it said. On Jan. 31, MF Global's bankruptcy trustee requested documents as well, according to Anita Liskey, a CME spokeswoman.
Steve Adamske, a spokesman for the CFTC, declined to comment. Peter Donald, a spokesman for the FBI in New York, didn't return a call seeking comment. Michael Millican, a spokesman for MF Global Holdings trustee Louis Freeh, couldn't be immediately reached.
"We haven't made conclusions" about whether or not there was criminal intent, said Kent Jarrell, a spokesman for James Giddens, trustee for MF Global brokerage MF Global Inc.
MF Global sought Chapter 11 bankruptcy after a $6.3 billion bet on the bonds of some of Europe's most indebted nations prompted regulator concerns and a credit rating downgrade. Corzine, a Democrat who also served as New Jersey's governor and as a U.S. Senator for that state, quit MF Global Nov. 4.
The CFTC is reviewing CME Group's audit of MF Global before the broker's bankruptcy. In addition to the FBI and the CFTC, the Securities and Exchange Commission and trustees overseeing MF Global's liquidation are investigating the possible misuse of client funds.
"We believe that we carried out our duties and responsibilities in accordance with these standards and procedures," CME said in the filing.
New York-based MF Global's failure marks the first time a futures broker's bankruptcy has led to the loss of customer funds, Terrence Duffy, CME Group's executive chairman, told a congressional panel in December.
The brokerage case is Securities Investor Protection Corp. v. MF Global Inc., 11-02790, U.S. District Court, Southern District of New York (Manhattan). The bankruptcy case is MF Global Holdings Ltd., 11-bk-15059, U.S. Bankruptcy Court, Southern District of New York (Manhattan).