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Chicago Mercantile Exchange Holdings To Present At Merrill Lynch Conference

Date 14/11/2005

Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME) announced today that Richard Redding, Managing Director, Products and Services, and John Peschier, Director, Investor Relations, will present at the Merrill Lynch Banking and Financial Services Investor Conference in New York City on Wednesday, November 16, 2005, at approximately 2:50 p.m. (Eastern Time).

The presentation will be broadcast live over the Internet and can be accessed via the exchange's web site at http://investor.cme.com/ . Please allow extra time prior to the presentation to visit the site and download the streaming media software required to listen to the Internet broadcast.

Chicago Mercantile Exchange Inc. (http://www.cme.com) is the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on CME Globex electronic trading platform and on its trading floors. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.4 billion per day in settlement payments in the first three quarters of 2005 and managed $43.8 billion in collateral deposits at September 30, 2005, including $3.8 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME), which is part of the Russell 1000(R) Index.

Chicago Mercantile Exchange, CME and Globex are registered trademarks of Chicago Mercantile Exchange Inc. 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.