News Release

CME to Host European Inflation Summit June 28 in London

Thu May 25 2006

CHICAGO, May 25 /PRNewswire-FirstCall/ -- CME, the world's largest and most diverse financial exchange, today announced that it will host its first Inflation Summit in Europe on Wednesday, June 28, from 5:30 - 8:30 p.m. at The Captain's Room, Lloyds. The CME Inflation Summit will bring together buy and sellside market participants and sovereign issuers to discuss the approximately euro 500 billion ($638 billion) European inflation-linked market.

The conference will feature Dariush Mifendererski, Managing Director, Head of Inflation Linked Trading, UBS, who will open up the event by providing an overview on CME Eurozone HICP futures and how they fit within a trading strategy. Two panel discussions will follow, the first with sovereign issuers, moderated by Volker Wellman, Global Head of Inflation Trading, BNP Paribas. The Summit's second panel, which Mifendererski will moderate, will feature the both buy and sellside market participants. Panelists scheduled to participate include:

  --  Mark Deacon, Senior Quantative Analyst, UK Debt Management Office
  --  Charles Harris, Head of Inflation Trading Desk, RBS
  --  Davide Iacovoni, Director, Department of Treasury, Italian Ministry of
      Economy and Finance
  --  Patrice Ract Madoux, Chairman, French Cades
  --  Diego Megia, Principal, Elcano Fund
  --  Stephane Salas, Head of Inflation Trading Desk Societe Generale
  --  Andre Sanchez, Head of Inflation Trading Desk, IXIS CIB

"Renewed inflation concerns have created an increased appetite for inflation-linked products globally. The CME Eurozone HICP futures contract offers market participants a much needed hedging vehicle for short-term European inflation," said Robin Ross, Managing Director, CME Interest Rate Products. "We believe the CME Inflation Summit will provide valuable insight into Eurozone inflation market from both the issuer and investor perspectives."

CME launched trading in CME Eurozone HICP futures products in Sept. 2005.

The CME Inflation Summit is free and open to all interested participants. It will be held at Lloyds, in the Captain's Room, 1 Lime Street, London. Additional information and online registration is available at http://www.cme.com/inflationsummit or by contacting Renaud Huck on +44 (0) 20-7623-2550 or Larry Grannan at +1 312-454-8312. Reporters who would like to attend should contact Pamela Plehn at +1 312-930-3446.

CME interest rate products, which constitute the exchange's largest product group, enable financial institutions and other customers worldwide to hedge financial risks associated with interest rate moves. CME interest rate futures and options on futures can be used to manage interest rate risks ranging from one day to 10 years. CME trades more short-term interest rate futures and options than any other exchange in the world.

Chicago Mercantile Exchange Inc. ( http://www.cme.com/ ) is the world's largest and most diverse financial exchange. 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 managed $47.0 billion in collateral deposits at March 31, 2006, 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.

Statements in this news release that are not historical facts are forward- looking statements. These statements are not guarantees of future performance and involve risks, uncertainties and assumptions that are difficult to predict. Therefore, actual outcomes and results may differ materially from what is expressed or implied in any forward-looking statements. More detailed information about factors that may affect our performance may be found in our filings with the Securities and Exchange Commission, including our most recent Quarterly Report on Form 10-Q, which can be obtained at its Web site at http://www.sec.gov/ . We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.

Chicago Mercantile Exchange, CME, the globe logo and CME Globex are registered trademarks of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. CLEARING 21 is a registered trademark of CME and New York Mercantile Exchange, Inc. S&P, S&P 500, NASDAQ-100, Nikkei 225, Russell 1000, Russell 2000, 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 Inc.

CONTACT: Media Contacts, Allan Schoenberg, +1-312-930-8189, or Pamela
Plehn, +1-312-930-3446, or news@cme.com , or Investor Contact, John Peschier,
+1-312-930-8491, all of Chicago Mercantile Exchange Inc.

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

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