Chicago Mercantile Exchange Holdings Inc. Raises Quarterly Dividend 37 Percent

Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME) today declared a first-quarter dividend of 86 cents per share, representing a 37 percent increase over the prior-year quarterly dividend of 63 cents per share, payable March 26, 2007 to shareholders of record as of March 9, 2007.

Chicago Mercantile Exchange Holdings Inc. became the first publicly traded U.S. financial exchange on Dec. 6, 2002. The company was added to the S&P 500(R) Index on August 10, 2006, and 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.