News Release

Chicago Mercantile Exchange Holdings Announces Date of 2Q05 Earnings Release, Conference Call

Tue Jul 26 2005

CHICAGO, July 1, 2005 - Chicago Mercantile Exchange Holdings Inc. (NYSE, NASDAQ: CME) will announce earnings for second-quarter 2005 before the financial markets open on Tuesday, July 26. The company has scheduled an investor conference call that day at 8:30 a.m. Eastern time (7:30 a.m. Central time). A live audio Webcast of the conference call will be available on the Investor Relations section of the company’s Web site,www.cme.com. Following the conference call, an archived recording will be available at the same site. Those wishing to listen to the live conference via telephone should dial (800) 946-0705 if calling from within the United States or (719) 457-2637 if calling from outside the United States, at least 10 minutes before the call begins. Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on the 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 $1.5 billion per day in settlement payments in first-quarter 2005 and managed $44.4 billion in collateral deposits at March 31, 2005, including $4.3 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE, NASDAQ: CME), which is part of the Russell 1000® Index.

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