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Chicago Mercantile Exchange Holdings Inc. Analyst Day To Be Held On Thursday, Sept. 30, 2004 - Executive Team To Review CME’s Performance And Strategy - Event To Be Webcast

Date 29/09/2004

Chicago Mercantile Exchange Holdings Inc. (NYSE: CME) will hold its second annual Analyst Day for institutional investors and financial analysts, on Thursday, Sept. 30, 2004.

The event will take place at CME headquarters, 20 S. Wacker Drive, Chicago, where CME’s leadership team will review the company’s business strategy and key operations. Although attendance at the event is restricted to invited institutional investors and analysts, a live broadcast of the presentations will be available on the Investor Relations section of the company’s Web site, www.cme.com.

The audio Webcast and slides will be posted to the CME Web site beginning at approximately 10:00 a.m. CDT, when prepared remarks are scheduled to commence, through 3:45 p.m. The presentations will be archived. Scheduled speakers include:

Terry Duffy – Chairman of the Board
Craig Donohue – Chief Executive Officer
Rick Redding – Managing Director, Products and Services
Rick Sears – Managing Director, Foreign Exchange
Mark Robson – Global Head of Treasury and Fixed Income, Reuters
Tina Lemieux – Director, Equity Products
Peter Barker – Director, Interest Rate Products
Arman Falsafi – Managing Director, Europe and Asia
Jim Krause – Managing Director and Chief Information Officer
John Roberts – Managing Director and Chief Marketing Officer
Dave Gomach – Managing Director and Chief Financial Officer

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 trading floors and GLOBEX® electronic trading platform. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.6 billion per day in settlement payments in the first half of 2004 and managed $39.1 billion in collateral deposits as of June 30, 2004. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME), which is part of the Russell 1000® Index.

Chicago Mercantile Exchange, CME, the globe logo and GLOBEX are registered trademarks of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. 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.