Chicago Mercantile Exchange Holdings Inc. Board Unanimously Re-Elects Chairman Terrence A. Duffy - Exchange Also Confirms Re-Election Of Other Officers

Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME) announced that its board of directors today re-elected the company's current chairman Terrence A. Duffy to serve another two-year term. Duffy has been chairman of CME since April 2002. The Board also re-elected the following officers, who will hold their positions on the boards of Chicago Mercantile Exchange Holdings Inc. and Chicago Mercantile Exchange Inc. for a one-year term (through the April 2007 election):

Vice Chairman:           James E. Oliff
          Second Vice Chairman:    William R. Shepard
          Secretary:               Martin J. Gepsman
          Treasurer:               Patrick B. Lynch

Terrence A. Duffy has served as Chairman of the Board of Chicago Mercantile Exchange Holdings Inc. and Chairman of the Board of Chicago Mercantile Exchange Inc. since April 2002. He was Vice Chairman of the Board of CME from 1998 to April 2002. He has been a CME member since 1981 and a Board member since 1995. He has been President of TDA Trading, Inc. since 1981.

James E. Oliff has served as Vice Chairman of CME Holdings' and CME's boards since April 2002 and as a Director of CME since 1994. He is President of FILO Corp.

William R. Shepard has served as Second Vice Chairman of CME Holdings' and CME's boards since April 2002 and as a Director of CME Holdings' board since its formation on August 2, 2001, and of CME's board since 1997. He is President and Founder of Shepard International, Inc.

Martin J. Gepsman has served as Secretary of CME Holdings' board since its formation on August 2, 2001, and of CME's board since 1998. He has served as a director of CME since 1994. He is an independent broker and trader.

Patrick B. Lynch has served as Treasurer of CME Holdings' and CME's boards since April 2002 and as a Director of CME Holdings' board since its formation on August 2, 2001, and of CME's board since 2000. He is an independent trader.

Chicago Mercantile Exchange Holdings Inc. 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. It is the parent company of Chicago Mercantile Exchange Inc. ( http://www.cme.com ), the largest and most diverse financial exchange in the world. As an international marketplace, CME brings together buyers and sellers on its CME Globex electronic trading platform and on its trading floors. CME offers futures and options on futures primarily in interest rates, equities, foreign exchange and commodities. The exchange managed $47.0 billion in collateral deposits at March 31, 2006, including $3.8 billion in deposits for non-CME products.

Chicago Mercantile Exchange, CME and Globex are registered trademarks of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. 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. Further information about CME and its products is available on the CME Web site at http://www.cme.com .