News Release

Chicago Mercantile Exchange Holdings Inc. Names Slate of Director Nominees

Thu Feb 02 2006

CHICAGO, Feb. 2 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) announced that it has approved the slate of candidates for election to serve on the company's Board of Directors. CME shareholders will vote for directors at the company's annual meeting to be held Wednesday, April 26, 2006.

The nominees for election to CME's Board of Directors include seven candidates to be elected by Class A and Class B shareholders voting together as a single class. Additionally, holders of Class B-1 shares will vote on the election of two directors and holders of Class B-2 shares will vote for the election of one director for the class(es) in which they hold shares.

The following are the seven candidates, all of whom are currently on CME's Board, to be elected by the Class A and Class B shareholders voting together:

  -- Leo Melamed, 73, Chairman and Chief Executive Officer, Melamed &
     Associates Inc.
  -- Dennis H. Chookaszian, 62, Former Chairman and Chief Executive Officer,
     CNA Insurance Companies
  -- Martin J. Gepsman, 53, independent floor broker and trader
  -- Elizabeth Harrington, 63, President and Chief Executive Officer,
     E. Harrington Global, and Retired Partner, Global Strategy and China
     Practices,  PricewaterhouseCoopers, LLP
  -- Alex J. Pollock, 63, Resident Fellow, American Enterprise Institute
  -- Myron S. Scholes, 64, 1997 Nobel Laureate - Economics; Frank E. Buck
     Professor of Finance, Emeritus, Graduate School of Business, Stanford
     University; Chairman, Oak Hill Platinum Partners
  -- William R. Shepard, 59, President and Founder, Shepard International,

  Nominees for Class B-1 directors are:
  -- Bruce F. Johnson, 63, independent trader
  -- Howard J. Siegel, 49, independent trader

  Nominees for Class B-2 directors are:
  -- Patrick B. Lynch, 40, independent trader

Class B shareholders elect the nominating committee for their respective class. All directors are to be elected for two-year terms at CME's annual meeting, which will be held on Wednesday, April 26.

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. It is the parent company of Chicago Mercantile Exchange Inc. ( ), 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 moved an average of $1.4 billion per day in settlement payments in 2005 and managed $45.6 billion in collateral deposits at December 30, 2005, including $3.2 billion in deposits for non-CME products.

Statements in this news release that are not historical facts are forward- looking statements. These statements are not guarantees of future performance and involve risks, uncertainties and assumptions that are difficult to predict. Therefore, actual outcomes and results may differ materially from what is expressed or implied in any forward-looking statements. More detailed information about factors that may affect our performance may be found in our filings with the Securities and Exchange Commission, including our most recent Quarterly Report on Form 10-Q, which can be obtained at its Web site at . We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.

Further information about Chicago Mercantile Exchange Holdings Inc. and Chicago Mercantile Exchange Inc. is available on the CME Web site at .


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SOURCE: Chicago Mercantile Exchange Holdings Inc.

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

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