News Release

CME Chief Executive Officer to Present at Bank of America Conference Sept. 18

Fri Sep 15 2006

CHICAGO, Sept. 15 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) announced today that CME Chief Executive Officer Craig Donohue will present at the Bank of America 36th Annual Investment Conference in San Francisco on Monday, September 18, at 10:00 a.m. (Pacific Time).

The presentation 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 presentation 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.

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 Contacts, 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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