Chicago Mercantile Exchange Holdings CEO And CFO To Present At Sandler O’Neill Conference

Chicago Mercantile Exchange Holdings Inc. (NYSE, NASDAQ: CME) announced today that Chief Executive Officer Craig S. Donohue and Chief Financial Officer James E. Parisi will be presenting at the Sandler O’Neill & Partners Financial Services Conference on Wednesday, June 8 at approximately 10:45 a.m. (Eastern Time) in New York City.

The presentation will be broadcast live over the Internet and can be accessed via the exchange’s web site at http://investor.cme.com/medialist.cfm. Please allow extra time prior to the presentation to visit the site and download the streaming media software required to listen to the Internet broadcast.

Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the United States. 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 four product lines: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.5 billion per day in settlement payments in first-quarter 2005 and managed $44.4 billion in collateral deposits at March 31, 2005, including $4.3 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE, NASDAQ: CME), which is part of the Russell 1000® Index.

Chicago Mercantile Exchange, CME and Globex are registered trademarks of Chicago Mercantile Exchange Inc. 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.