News Release

CME to Host September 28 Event for Institutional Investors

Tue Sep 12 2006

CHICAGO, Sept. 12 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) announced today that it will hold its 2006 Analyst Day for institutional investors on September 28 in Chicago. The event will be broadcast live over the Internet from 9:00 a.m. to 4:00 p.m. (CT) and can be accessed at http://investor.cme.com/ .

Craig Donohue, CME Chief Executive Officer, will provide a strategic overview of the company, followed by presentations from other senior executives on topics including CME products and technology; NYMEX on CME Globex; FXMarketSpace, the new CME joint venture with Reuters; SwapStream, CME's new London-based acquisition; and CME Clearing. Additionally, CME customers will participate in a panel discussion on the exchange industry, including technological advances, new products and high velocity trading.

The meeting 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 opening session to visit the site and download the streaming media software required to listen to the Internet broadcast. Accompanying slides will also be available at the same location. An audio Webcast will be available for replay at the same address approximately 24 hours following the conclusion of the conference and will be posted for 90 days.

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, and to the S&P 500® Index on Aug. 10, 2006. It is the parent company of Chicago Mercantile Exchange Inc. (http://www.cme.com/ ), the world's largest and most diverse financial exchange. As an international marketplace, CME brings together buyers and sellers on the 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).

Chicago Mercantile Exchange, CME, the globe logo, CME Globex and E-mini are trademarks of Chicago Mercantile Exchange Inc. 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 Investor Contact, John Peschier,
+1-312-930-8491, all of CME

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

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