News Release

Chicago Mercantile Exchange Holdings Inc. Shareholders Elect Ten Individuals to Board of Directors

Wed Apr 26 2006

CHICAGO, April 26 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) today announced the election results from its annual meeting. Shareholders elected ten directors to two-year terms expiring in 2008.

The following individuals were elected by Class A and Class B shareholders voting together as a single class:

  -- Dennis H. Chookaszian, Former Chairman and Chief Executive Officer, CNA
     Insurance Companies.
  -- Martin J. Gepsman, Independent Broker and Trader.
  -- Elizabeth Harrington, President and Chief Executive Officer, E.
     Harrington Global, and Retired Partner, Global Strategy and China
     Practices, PricewaterhouseCoopers, LLP.
  -- Leo Melamed, Chairman and Chief Executive Officer, Melamed and
     Associates, Inc., and Chairman Emeritus, CME.
  -- Alex J. Pollock, Resident Fellow, American Enterprise Institute.
  -- Myron S. Scholes, Chairman, Oak Hill Platinum Partners and Frank E.
     Buck Professor of Finance, Emeritus, Stanford Graduate School of
     Business.
  -- William R. Shepard, President and Founder, Shepard International, Inc.

 The following individuals were elected by holders of Class B-1 shares:

  -- Bruce F. Johnson, Independent Trader.
  -- Howard J. Siegel, Independent Trader.

  The following individual was elected by holders of Class B-2 shares:

  -- Patrick B. Lynch, Independent Trader.

In other actions, CME shareholders, ratified the audit committee's appointment of Ernst & Young LLP as the company's independent registered public accounting firm for the 2006 fiscal year.

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 largest and most diverse financial exchange in the world. 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 managed $47.0 billion in collateral deposits at March 31, 2006, including $3.8 billion in deposits for non-CME products.

Chicago Mercantile Exchange, CME and Globex are registered trademarks of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. TRAKRS, Total Return Asset Contracts and other trade names, service marks, trademarks and registered trademarks that are not proprietary to Chicago Mercantile Exchange Inc. are the property of their respective owners, and are used herein under license. Further information about CME and its products is available on the CME Web site at http://www.cme.com/.

CME-G

SOURCE: Chicago Mercantile Exchange Holdings Inc.

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

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

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