News Release

Chicago Mercantile Exchange Holdings Inc. Announces Date of Fourth-Quarter and Full-Year 2006 Earnings Release, Conference Call

Wed Jan 03 2007

CHICAGO, Jan. 3 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) will announce earnings for the fourth quarter and full year of 2006 before the financial markets open on Tuesday, January 30, 2007. The company has scheduled an investor conference call that day at 8:30 a.m. Eastern time (7:30 a.m. Central time).

A live audio Webcast of the conference call will be available on the Investor Relations section of the company's Web site, http://www.cme.com/ . Following the conference call, an archived recording will be available at the same site. Those wishing to listen to the live conference via telephone should dial (800) 500-0311 if calling from within the United States or (719) 457-2698 if calling from outside the United States, at least 10 minutes before the call begins.

Chicago Mercantile Exchange Holdings Inc. became the first publicly traded U.S. financial exchange on Dec. 6, 2002. The company was added to the S&P 500® Index on August 10, 2006, and 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 $43.3 billion in collateral deposits at September 30, 2006, including $4.8 billion in deposits for non-CME products.

Further information about Chicago Mercantile Exchange Holdings Inc. and Chicago Mercantile Exchange Inc. 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, or news@cme.com , or Investor Contact, John Peschier,
+1-312-930-8491, all of CME

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

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+1 312 930 3434
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