News Release

Chicago Mercantile Exchange Holdings Inc. Raises Quarterly Dividend 37 Percent

Thu Feb 02 2006

CHICAGO, Feb. 2 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) yesterday declared a first-quarter dividend of 63 cents per share, representing a 37 percent increase over the prior-year quarterly dividend of 46 cents per share, payable March 27, 2006, to shareholders of record as of March 10, 2006.

Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) became the first publicly traded U.S. financial exchange on Dec. 6, 2002. The company was added to the Russell 1000® Index on July 1, 2003. It is the parent company of Chicago Mercantile Exchange Inc. ( http://www.cme.com/ ), the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on its CME Globex electronic trading platform and on its trading floors. CME offers futures and options on futures primarily in interest rates, equities, foreign exchange and commodities. The exchange moved an average of $1.4 billion per day in settlement payments in 2005 and managed $45.6 billion in collateral deposits at December 30, 2005, including $3.2 billion in deposits for non-CME products.

CME-G

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SOURCE: Chicago Mercantile Exchange Holdings Inc.

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

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

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