Chicago Mercantile Exchange Holdings Inc. Announces 2005 Annual Meeting

Chicago Mercantile Exchange Holdings Inc. (NYSE: CME) today announced that its 2005 annual meeting of shareholders will be held at 4:00 p.m., Central Time, on Wednesday, April 27, 2005 in the Grand Ballroom of the Swissotel Chicago, located at 323 E. Wacker Drive, Chicago.

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 CME 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 approximately $1.5 billion per day in settlement payments in the first nine months of 2004 and managed $39.8 billion in collateral deposits as of September 30, 2004. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME), which is part of the Russell 1000® Index.