Chicago Mercantile Exchange Holdings Inc. Declares Regular Quarterly Dividend Of 26 Cents Per Share

Chicago Mercantile Exchange Holdings Inc. (NYSE: CME) today announced that its Board of Directors has declared a regular quarterly dividend of 26 cents per share, payable on September 27, 2004 to Class A and Class B shareholders of record on September 10, 2004.

Chicago Mercantile Exchange Holdings Inc. became the first publicly traded U.S. financial exchange on December 6, 2002. The company was added to the Russell 1000® Index on July 1, 2003. It is the parent company of Chicago Mercantile Exchange Inc. (www.cme.com), the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX® electronic trading platform. CME offers futures contracts and options on futures primarily in four areas: interest rates, stock indexes, foreign exchange, and commodities. The exchange moved about $1.6 billion per day in settlement payments in the first half of 2004 and managed $39.1 billion in collateral deposits as of June 30, 2004. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME), which is part of the Russell 1000® Index.