News Release

Chicago Mercantile Exchange Holdings Inc. Announces 2006 Annual Meeting

Fri Nov 11 2005

CHICAGO, Nov. 11 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) today announced that its 2006 annual meeting of shareholders will be held at 4:00 p.m., Central Time, on Wednesday, April 26, 2006 in the Grand Ballroom of the Swissotel Chicago, located at 323 E. Wacker Drive, Chicago.

Chicago Mercantile Exchange Inc. ( http://www.cme.com/ ) is the largest and most diverse futures exchange in the world. As an international marketplace, CME brings together buyers and sellers on CME® Globex® electronic trading platform and on its trading floors. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.4 billion per day in settlement payments in the first three quarters of 2005 and managed $43.8 billion in collateral deposits at September 30, 2005, including $3.8 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME), which is part of the Russell 1000® Index.

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SOURCE: Chicago Mercantile Exchange Holdings Inc.

CONTACT: Media, Anita Liskey, +1-312-466-4613, or Bill Parke, +1-312-
930-3467, media@cme.com , or Investors, John Peschier, +1-312-930-8491, all of
Chicago Mercantile Exchange Holdings Inc.

Web site: http://www.cme.com/

Corporate Communications

+1 312 930 3434
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