News Release

Chicago Mercantile Exchange Holdings Chairman and CEO to Present at William Blair Conference

Wed Jun 21 2006

CHICAGO, June 21 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) announced today that Chairman of the Board Terrence A. Duffy and Chief Executive Officer Craig S. Donohue will present at the William Blair & Company 26th Annual Growth Stock Conference on Tuesday, June 27, at approximately 1:00 p.m. (Central Time) in Chicago.

The presentation will be broadcast live over the Internet and can be accessed via the exchange's Web site at http://investor.cme.com/ . Please allow extra time prior to the presentation to visit the site and download the streaming media software required to listen to the Internet broadcast.

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 world's largest and most diverse futures exchange. 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, 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 Holdings Inc.

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

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

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