Chicago Mercantile Exchange Holdings Inc. Announces Record Date For July 9 Special Meeting To Vote On CME/CBOT Merger

Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME) announced today that it has established May 29, 2007, as the record date for the July 9, 2007, special meeting of shareholders to vote on its proposed merger with CBOT Holdings, Inc. (NYSE: BOT).

Only holders on record of CME Holdings Class A and Class B common stock as of the close of business on May 29, 2007, will be entitled to notice of, and to vote at, the July 9, 2007, special meeting or any adjournments or postponements of the special meeting.

CME and CBOT currently expect to distribute revised proxy materials to shareholders and members as soon as practicable following the May 29, 2007, record date. Proxy cards previously executed and submitted by CME shareholders who continue to hold their shares on the new record date will remain valid.