Chicago Mercantile Exchange Holdings Inc. Sets Annual Meeting Date

Chicago Mercantile Exchange Holdings Inc. (NYSE: CME) today announced that its Board of Directors approved the date of its 2003 annual meeting. The meeting will be held at 3:30 p.m. on Tuesday, April 22, 2003 at the Westin Chicago River North Hotel, 320 N. Dearborn, Chicago.

Chicago Mercantile Exchange Holdings Inc. is the parent company of Chicago Mercantile Exchange Inc. (www.cme.com), the largest futures exchange in the United States based on notional value, trading volume and open interest. On Dec. 6, 2002, CME Holdings and its subsidiary became the first publicly traded U.S. financial exchange. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX around-the-clock electronic trading platform. CME offers futures contracts and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moves about $1.7 billion per day in settlement payments and manages $27.7 billion in collateral deposits.