Cost of doing business I guess. Buggers! https://www.cmegroup.com/content/dam/cmegroup/notices/ser/2019/12/SER-8484.pdf
Can’t route orders for rebates across the exchanges or receive payment for orders with Futures being on a central exchange. Perhaps interest on cash but that wouldn’t be enough to cover exchange commissions.
CME Group makes $600mm in profit on $1.2bn in revenue. ICE makes "only" $500mm on $1.3bn. Nothing to see here, just another Gilded Age-style monopoly trust with sky-high prices and profits, thanks to years of mergers and no antitrust enforcement.
This is why there once was a ban on Monopoly. Now that CME effectively controls just about ALL futures exchanges, they can do whatever they damn well please.