News Release

Chicago Mercantile Exchange Holdings Inc. Announces Date of First-Quarter 2006 Earnings Release and Conference Call

Mon Mar 27 2006

CHICAGO, March 27 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) will announce earnings for the first quarter of 2006 before the financial markets open on Tuesday, April 25, 2006. 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, http://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) 500-0311 if calling from within the United States or (719) 457-2698 if calling from outside the United States, at least 10 minutes before the call begins.

Chicago Mercantile Exchange Holdings Inc. 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 world's largest and most diverse financial exchange. As an international marketplace, CME brings together buyers and sellers on its trading floors and CME Globex® electronic trading platform. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved an average of $1.4 billion per day in settlement payments in 2005 and managed $45.8 billion in collateral deposits at December 30, 2005, including $3.2 billion in deposits for non-CME products.

Further information about Chicago Mercantile Exchange Holdings Inc. and Chicago Mercantile Exchange Inc. is available on the CME Web site at http://www.cme.com/ .

CME-G

SOURCE: Chicago Mercantile Exchange Holdings Inc.

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

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

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