News Release

Chicago Mercantile Exchange Holdings Inc. Declares Quarterly Dividend

Wed Aug 02 2006

CHICAGO, Aug. 2 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) today declared a third-quarter dividend of 63 cents per share, payable September 25, 2006, to shareholders of record as of September 8, 2006.

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 $47.2 billion in collateral deposits at June 20, 2006, including $4.6 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, 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 Inc.

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

Corporate Communications

+1 312 930 3434
Email