CME To Present At Lehman Brothers Financial Services Conference Sept. 14

Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME) announced today that Rick Redding, CME Managing Director, Products and Services, will present at the Lehman Brothers 2006 Financial Services Conference in New York City on Thursday, September 14, at 4:00 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. Accompanying slides will also be available at the same location. An audio Webcast will be available for replay at the same address approximately 24 hours following the conclusion of the conference and will be posted for 90 days.