News Release

Chicago Mercantile Exchange Holdings Inc. Announces 2007 Annual Meeting

Thu Jan 11 2007

CHICAGO, Jan. 11 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) today announced that its 2007 Annual Meeting of Shareholders will be held at 10:00 a.m., Central Time, on Wednesday, April 25, 2007 in the Ballroom of the Mid-America Club, located at 200 E. Randolph Drive (80th floor), Chicago.

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.

CME-G

SOURCE: Chicago Mercantile Exchange Holdings Inc.

CONTACT: Media, Anita Liskey, +1-312-466-4613, or William Parke,
+1-312-930-3467, media@cme.com , or Investors, John Peschier, +1-312-930-8491,
of Chicago Mercantile Exchange Holdings Inc.

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

Corporate Communications

+1 312 930 3434
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