News Release

CME Launches New Global Brand Advertising Campaign

Wed Sep 06 2006

CHICAGO, Sept. 6 /PRNewswire-FirstCall/ -- CME, the world's largest and most diverse financial exchange, today launched a new global brand advertising campaign. The innovative print campaign, "Smart People, Great Results," prominently features testimonials from CME's leading global customers -- fund managers, financial advisors and professional traders -- showing how CME benchmark futures and options products improve the way markets work and enable them to achieve positive financial results.

Last year, customers traded more than one billion contracts at CME with an underlying value of $638 trillion. CME is the only exchange in the world to offer access to all major asset classes from a single trading platform, CME Globex -- with products based on interest rates, stock indexes, foreign exchange, agricultural commodities, energy, and alternative investment vehicles such as weather, real estate and economic derivatives.

"CME is privileged to serve the world's largest and most sophisticated financial services companies, including commercial and investment banks, asset and liability managers, swap dealers, pension and retirement fund managers, mutual funds, insurance companies and professional traders," said CME Chairman Terry Duffy. "By featuring important users of our products, our new brand advertising campaign is part of our corporate marketing initiatives designed to showcase how CME improves the way markets work and helps customers around the world manage risks intelligently to generate better returns."

"CME has become one of the country's fastest-growing corporations as more market participants turn to the liquid, efficient and well-regulated markets that we provide," said CME Chief Executive Officer Craig Donohue. "This new ad campaign is an integral part of our strategy to further expand access to our markets and serve new customers around the world. Investors increasingly are moving away from traditional forms of investing toward more actively managed, trading-based investment strategies, a trend illustrated by the range of successful customers we feature in these ads."

The ads will appear in major global financial media outlets such as the Wall Street Journal, the Financial Times and Barron's, as well as in top-tier industry publications. Each ad features a leading CME customer such as Sabrina Callin, Executive Vice President, PIMCO; Ken Griffin, CEO, Citadel Investment Group L.L.C.; Brian O'Hearne, Managing Director, Environmental & Commodity Markets, Swiss Re Capital Management and Advisory; Daniel O'Sullivan, Head of FX Trading, Americas, HSBC Bank U.S.A., N.A.; and Matthew Wright, CFA, Assistant Vice President, Director of Investments, Emory University.

Ultimately, CME will extend the customer-focused campaign to its online advertising initiatives. Other elements of the campaign include the recent launch of CME Magazine, a quarterly publication for customers around the world, as well as customer features in the Exchange's annual report to shareholders.

The campaign was developed by the CME marketing division in conjunction with VSA Partners, an award-winning design agency in Chicago. Please use this link -- http://www.cme.com/brandcampaign -- to access the ads, or they can be viewed by visiting http://www.cme.com/.

Chicago Mercantile Exchange (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 its CME Globex® electronic trading platform and on its trading floors. CME offers futures and options on futures in these product areas: interest rates, stock indexes, foreign exchange, agricultural commodities, energy, and alternative investment products such as weather, real estate and economic derivatives. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME), which is part of the Russell 1000® Index and the S&P 500® 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: CME

CONTACT: Media Contacts, Mary Haffenberg, +1-312-930-3435, William
Parke, +1-312-930-3467, news@cme.com, http://www.cme.com/mediaroom, or Investor
Contact, John Peschier, +1-312-930-8491

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

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