The purpose of this Notice is to serve as a reminder that the meeting of owners of NYMEX Class A Memberships (the “Class A Members”), which was scheduled pursuant to a petition request received by the Corporate Secretary by owners representing 10% of the Class A Members, will be held on Thursday, June 19, 2008 at 3:00 p.m. at the Exchange’s headquarters, One North End Avenue, 10^th floor, New York, New York.  Please note that no voting shall take place at this meeting.

This meeting was petitioned by the Class A Members for the purpose of discussing issues related to New York Mercantile Exchange, Inc. Bylaw Section 311(G).  As a result, Bylaw Section 311(G) will be the primary focus of the meeting.  NYMEX will provide a presentation in connection with Bylaw Section 311(G) followed by a question and answer discussion period solely regarding Bylaw Section 311(G).   At the end of the discussion period regarding Bylaw Section 311(G), there will be a question and answer period to discuss other issues relevant to Class A Members.

In connection with the CME Transaction, NYMEX Holdings and CME Group intend to file relevant materials with the Securities and Exchange Commission (“SEC”).  On June 11, 2008, CME Group Inc. filed with the SEC Form S-4 Registration Statement in connection with the CME Transaction.  We encourage you to read the Form S-4 Registration Statement with special attention to the sections relating to the Class A Members, such as those entitled “Summary,” “Risk Factors,” “The Special Meeting of NYMEX Class A Members,” and “The Membership Purchase Offer.”   You may obtain a copy of the Form S-4 Registration Statement via the Internet by accessing either the SEC (www.sec.gov) for CME filings or the Shareholder Relations, Investor Relations, Download Library section of the Exchange’s (www.nymex.com) website.

NYMEX will provide subsequent communications and host additional meetings to discuss the CME Transaction in greater detail. 

Important Merger Information:

In connection with the proposed transaction, NYMEX Holdings and CME Group intend to file relevant materials with the SEC.  Investors are urged to read the joint proxy statement/prospectus regarding the proposed transaction filed by CME Group on June 10, 2008. Investors can obtain a free copy of the joint proxy statement/prospectus, as well as other filings containing information about CME Group and NYMEX Holdings without charge, at the SEC’s website (http://www.sec.gov). Copies of the joint proxy statement/prospectus can also be obtained, without charge by directing a request to NYMEX Holdings, Inc., Attention: Investor Relations, at One North End Avenue, World Financial Center, New York, New York 10282, (212) 299-2000.

NYMEX Holdings and its directors, executive officers and other employees may be deemed to be participants in the solicitation of proxies in connection with the CME Transaction. Information about NYMEX Holdings’ directors and executive officers is available in NYMEX Holdings’ proxy statement, dated April 7, 2008, for its 2008 annual meeting of stockholders. Additional information about the interests of potential participants will be included in the prospectus/proxy statement when it becomes available. This document shall not constitute an offer to sell or the solicitation of an offer to buy any securities, nor shall there be any sale of securities in any jurisdiction in which such offer, solicitation or sale would be unlawful prior to registration or qualification under the securities laws of any such jurisdiction. No offering of securities shall be made except by means of a prospectus meeting the requirements of Section 10 of the U.S. Securities Act of 1933, as amended.