News Release

Chicago Mercantile Exchange Holdings Inc. Named to S&P 500® Index

Fri Aug 04 2006

CHICAGO, Aug. 4 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) today announced that Standard & Poor's (S&P) has added the company to the S&P 500 Index as of the close of trading on August 10, 2006.

"We are extremely proud to be the first and only exchange to be included in the S&P 500 Index. This recognition represents another significant milestone for CME as we continue to deliver on our business goals and objectives," said CME Chairman Terry Duffy.

"As the innovator of S&P 500 stock index futures and options contracts more than 25 years ago, and as the leading provider of hedging and risk management tools for benchmarking portfolio returns, we are particularly proud to be included in the S&P 500 Index," said Chief Executive Officer Craig Donohue. "We remain committed to providing our customers with leading products, technology and services as we continue to grow as a public company."

The S&P 500 Index consists of 500 stocks chosen for market size, liquidity, and industry group representation. It is a market-value weighted index (stock price times number of shares outstanding), with each stock's weight in the index proportionate to its market value. The "500" is the most widely used benchmark of U.S. equity performance with over $4.45 trillion benchmarked and is held broadly by U.S. and international index funds with over $1.26 trillion directly invested.

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 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 $47.2 billion in collateral deposits at June 30, 2006, including $4.6 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.

Among the products trading at the CME are the CME S&P 500 futures and CME E-mini S&P 500 futures, which represent more than $65 billion of notional value each day. Year-to-date average daily trading volume of CME E-mini S&P 500 futures contracts is 1,039,495 contracts per day, an increase of 32 percent over 2005. CME S&P 500 options currently trade more than 63,589 contracts per day, up from an average of 34,717 contracts per day last year. CME E-mini S&P 500 options average daily trading volume is 32,362 contracts per day, up from only 11,491 per day last year. CME also trades futures and options based on the S&P MidCap 400 Index, the S&P SmallCap 600, the S&P 500 Citigroup/Growth and Citigroup/Value Index, the S&P 500 Financial Sector Index and the S&P 500 Technology Sector 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, 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 Holdings Inc.

CONTACT: Media Contacts, Anita S. Liskey, +1-312-466-4613, or Allan L.
Schoenberg, +1-312-930-8189, 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/
http://www.cme.com/mediaroom

Corporate Communications

+1 312 930 3434
Email