Chicago Mercantile Exchange Holdings Inc. Reports Record Revenuesand a 54 Percent Increase in Net Income for First-Quarter 2005; Diluted Earnings Per Share Rose 51 Percent to $2.04Declares Quarterly Dividend of 46 Cents Per Share CHICAGO, April 26, 2005 - Chicago Mercantile Exchange Holdings Inc. (NYSE: CME) today reported record revenues and profits, with a 54 percent increase in net income for first-quarter 2005 compared with first-quarter 2004. These results were driven by significantly increased trading volume in each of CME’s benchmark product lines. Net revenues climbed 29 percent to a record $214 million, compared with $166 million during the same period a year ago. Income before income taxes was $118 million, compared with $77 million, and net income was $71 million, versus $46 million. Earnings per diluted share rose 51 percent to $2.04 from $1.35. Yesterday, the company declared a second-quarter dividend of 46 cents per share, payable on June 27, 2005 to shareholders of record on June 10, 2005.First Quarter 2005 Earnings