Chicago Mercantile Exchange Holdings Inc. Webcasts Investor Day

Chicago Mercantile Exchange Holdings Inc. is a futures exchange that brings together buyers and sellers of derivative products on its open outcry trading floors, the GLOBEX electronic trading platform and through privately negotiated transactions that it clears. The Company offers market participants the opportunity to trade futures contracts and options on futures for interest rates, stock indexes, foreign exchange and commodities. Its key products include Eurodollar futures, S&P (Standard & Poor's) 500 Index futures and Nasdaq-100 Index futures. The Company owns its clearing house and is able to guarantee, clear and settle every contract traded through its exchange. During the first quarter of 2002, the Company processed an average of nearly 490,000 clearing transactions per day. As part of its effort to introduce products based on new markets or securities, the Company formed OneChicago, LLC, a joint venture, to trade single stock futures and futures on narrow-based stock indexes.