News Release

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

Wed Jun 21 2006

CHICAGO, June 21 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) will announce earnings for the second quarter of 2006 before the financial markets open on Tuesday, July 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) 475-3716 if calling from within the United States or (719) 457-2728 if calling from outside the United States, at least 10 minutes before the call begins.

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.

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, or news@cme.com , or Investors, John Peschier,
+1-312-930-8491, all of Chicago Mercantile Exchange Holdings Inc.

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

Corporate Communications

+1 312 930 3434
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