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Chicago Mercantile Exchange Holdings CEO and CFO to Present at Sandler O'Neill Conference

    CHICAGO, June 3 /PRNewswire-FirstCall/ -- Chicago Mercantile Exchange
Holdings Inc. (NYSE, Nasdaq: CME) announced today that Chief Executive Officer
Craig S. Donohue and Chief Financial Officer James E. Parisi will be
presenting at the Sandler O'Neill & Partners Financial Services Conference on
Wednesday, June 8 at approximately 10:45 a.m. (Eastern Time) in New York City.
    The presentation will be broadcast live over the Internet and can be
accessed via the exchange's web site at
http://investor.cme.com/medialist.cfm .  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 its CME Globex electronic trading
platform and on its trading floors.  CME offers futures and options on futures
primarily in four product lines:  interest rates, stock indexes, foreign
exchange and commodities.  The exchange moved about $1.5 billion per day in
settlement payments in first-quarter 2005 and managed $44.4 billion in
collateral deposits at March 31, 2005, including $4.3 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 .

     CME-G


SOURCE Chicago Mercantile Exchange Holdings Inc.




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Related links:
  • http://www.cme.com
  • http://investor.cme.com/medialist.cfm
    CONTACT:
    Media, Anita S. Liskey, +1-312-466-4613, Bill
    Parke, +1-312-930-3467, news@cme.com ; or, Investors, John
    Peschier, +1-312-930-8491, all of Chicago Mercantile Exchange
    Inc.