News Release

CME to Repackage Market Data Distribution to Include Depth of Market

Thu Sep 28 2006

CHICAGO, Sept. 28 /PRNewswire-FirstCall/ -- CME, the world's largest and most diverse financial exchange, announced today that beginning January 1, 2007, all distribution of CME market data will be repackaged to include market depth data. Offered as an upgrade option today, all CME Market Data packages will encompass Top 5 Book data, which includes top five price levels of bids and offers for any electronically-traded CME futures product. The expanded data set offered in each package will provide CME data subscribers a deeper view of the market, including price, volume and liquidity.

As part of the expansion in each data package offering the fee schedule will change as follows:

  --  CME Base Access Fee/Device, which includes pit-traded contracts and
      CME Globex® traded contracts will increase to $50 from $40 per
      month. This product will now include both Level I Top of Book (Best
      Bid/Offer) and Level II Depth (Book).

  --  CME Globex-only package fees will increase to $35 from $25 per month.
      This product will now include both Level I Top of Book (Best
      Bid/Offer) and Level II Depth (Book).

  --  CME E-Mini-only package fees will increase to $25 from $20 per month.
      This product will now include both Level I Top of Book (Best
      Bid/Offer) and Level II Depth (Book).

  --  Due to the upcoming product expansions in 2007 listed above the stand-
      alone Level II products, CME Globex  Level II ($25/mo. add-on) and CME
      E-Mini Level II ($10/mo. add-on), will both be eliminated next year,
      resulting in an overall cost savings for those customers paying for
      add-on services.

In 2005, CME introduced its new Market Data Platform (MDP) to all customers connecting directly to the exchange for market data. MDP is a multicast distribution platform that is helping CME customers achieve greater bandwidth savings in market data message processing. In most cases, because of CME's investments in technology, customers have achieved a 50 percent savings in bandwidth utilization.

For more information please visit .

CME ( ) is the world's largest and most diverse financial exchange. As an international marketplace, CME brings together buyers and sellers on the CME Globex® electronic trading platform and on its trading floors. CME offers futures and options on futures in these product areas: interest rates, stock indexes, foreign exchange, agricultural commodities, energy, and alternative investment products such as weather, real estate and economic derivatives. CME is a wholly-owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME), which is part of the Russell 1000® Index and the S&P 500® Index.

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.

Chicago Mercantile Exchange, CME, the globe logo, CME Globex and E-mini are trademarks of Chicago Mercantile Exchange Inc. CLEARING 21 is a registered trademark of CME and New York Mercantile Exchange, Inc. S&P, S&P 500, NASDAQ-100, Nikkei 225, Russell 1000, Russell 2000, TRAKRS, Total Return Asset Contracts and other trade names, service marks, trademarks and registered trademarks that are not proprietary to Chicago Mercantile Exchange Inc. are the property of their respective owners, and are used herein under license. Further information about CME and its products is available on the CME Web site at .


SOURCE: Chicago Mercantile Exchange

CONTACT: Allan Schoenberg, +1-312-930-8189, or Mary Haffenberg,
+1-312-930-3435, or , or Investor Contact, John Peschier,
+1-312-930-8491, all of CME

Web site:

Corporate Communications

+1 312 930 3434