News Release

NYMEX to Change Underlying Contract for NYMEX miNYTM Unleaded Gasoline Futures

Fri May 19 2006

New York, N.Y., May 18, 2006 — The New York Mercantile Exchange, Inc. announced today that the NYMEX miNY gasoline futures contract will be based on the reformulated blendstock for oxygen blending (RBOB) gasoline futures contract, beginning with the July 2006 contract. The contract price will no longer be based on the HU gasoline futures contract.

The June 2006 NYMEX miNY gasoline futures contract, which is based on HU gasoline contract, will expire on May 30 at 2:30 PM New York time. The July 2006 NYMEX miNY gasoline futures contract, based on RBOB, will be listed for trading on May 30 at 3:15 PM New York time for trade date May 31.

The trading symbol for the NYMEX miNY gasoline will remain QU.

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This press release may contain forward–looking statements within the meaning of the Private Securities Litigation Reform Act, with respect to our future performance, operating results, strategy, and other future events. Such statements generally include words such as could, can, anticipate, believe, expect, seek, pursue, and similar words and terms, in connection with any discussion of future results. Forward–looking statements involve a number of assumptions, risks, and uncertainties, any of which may cause actual results to differ materially from the anticipated, estimated, or projected results referenced in forward–looking statements. In particular, the forward–looking statements of NYMEX Holdings, Inc., and its subsidiaries are subject to the following risks and uncertainties: the success and timing of new futures contracts and products; changes in political, economic, or industry conditions; the unfavorable resolution of material legal proceedings; the impact and timing of technological changes and the adequacy of intellectual property protection; the impact of legislative and regulatory actions, including without limitation, actions by the Commodity Futures Trading Commission; and terrorist activities and international hostilities, which may affect the general economy as well as oil and other commodity markets. We assume no obligation to update or supplement our forward–looking statements.

Contact: Anu Ahluwalia, 212-299-2439

Corporate Communications

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