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Chicago Mercantile Exchange Holdings Inc. Announces Date Of First-Quarter 2005 Earnings Release, ConferenceCall

Date 05/04/2005

Chicago Mercantile Exchange Holdings Inc. (NYSE: CME) will announce earnings for first-quarter 2005 before the financial markets open on Tuesday, April 26. The company has scheduled an investor conference call that day at 8:30 a.m. Eastern time (7:30 a.m. Central time).

A live audio Webcast of the conference call will be available on the Investor Relations section of the company’s Web site, www.cme.com. Following the conference call, an archived recording will be available at the same site. Those wishing to listen to the live conference via telephone should dial (800) 289-0730 if calling from within the United States or (913) 981-5509 if calling from outside the United States, at least 10 minutes before the call begins.

In addition, the Webcast call will be distributed over CCBN’s Investor Distribution Network to both institutional and individual investors. Individual investors can listen to the call through CCBN’s individual investor center at www.companyboardroom.com or by visiting any of the investor sites in CCBN’s Individual Investor Network. Institutional investors can access the call via CCBN’s password-protected event-management site, StreetEvents (www.streetevents.com).