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Chicago Mercantile Exchange Holdings Inc. Announces Date Of Third-Quarter 2006 Earnings Release And Conference Call

Date 04/10/2006

Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME) will announce earnings for the third quarter of 2006 before the financial markets open on Tuesday, October 24, 2006. 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, http://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) 289-0496 if calling from within the United States or (913) 981-5519 calling from outside the United States, at least 10 minutes before the call begins.

Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME) became the first publicly traded U.S. financial exchange on Dec. 6, 2002. The company was added to the Russell 1000(R) Index on July 1, 2003, and to the S&P 500(R) Index on Aug. 10, 2006. It is the parent company of Chicago Mercantile Exchange Inc. ( http://www.cme.com ), the world's largest and most diverse financial exchange. As an international marketplace, CME brings together buyers and sellers on the CME Globex(R) electronic trading platform and on its trading floors. CME offers futures and options on futures in these product areas: interest rates, stock indexes, foreign exchange, agricultural commodities, energy, and alternative investment products such as weather, real estate and economic derivatives. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME).