Chicago Mercantile Exchange Holdings Chairman, CEO And CFO To Present At William Blair Conference

Chicago Mercantile Exchange Holdings Inc. (NYSE, NASDAQ: CME) announced today that Chairman of the Board Terrence A. Duffy, Chief Executive Officer Craig S. Donohue and Chief Financial Officer James E. Parisi will present at the William Blair & Company 2005 Growth Stock Conference on Tuesday, June 21, at approximately 1:50 p.m. (Central Time) in Chicago.

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.