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Bitcoin begins trading on major exchange for first time in ChicagoFirst, the Chicago Mercantile Exchange Group (CME) has been trading bitcoin futures since crypto exchanges and crypto wallet websites. Where can I buy Bitcoin in Chicago? The easiest way to purchase Bitcoin is to find an exchange and create an account. However, given the fact that you provide. Bitcoin futures contracts are traded on the Chicago Mercantile Exchange. So, a Bitcoin futures ETF is an exchange-traded fund that holds Bitcoin futures.