New Equity Index Records at CME

CHICAGO, Dec. 10 /PRNewswire-FirstCall/ -- CME, the largest U.S. futures exchange, set several new records yesterday both for contract volume and open interest in several equity index contracts. Continued strong interest in the equity E-mini^™ complex drove overall volume of 1,991,221, the second- highest volume day for futures and options.

Volume records from Thursday include:

E-mini NASDAQ-100^® futures - 619,825 contracts
E-mini Russell 2000^® futures - 159,450 contracts
E-mini S&P Midcap 400^™ futures - 34,408 contracts
Nikkei 225 futures (Yen-based) - 8,491 contracts

Open interest records for equity index products set yesterday include:

E-mini S&P 500^® futures - 1,235,440 positions
E-mini NASDAQ-100 futures - 535,590 positions
E-mini Russell 2000 futures - 183,874 positions
Nikkei 225 futures (Yen based) - 22,852 positions
S&P 500 options - 749,276 positions
E-mini S&P 500 options - 74,744 positions
E-mini NASDAQ-100 options - 2,765 positions

Chicago Mercantile Exchange Inc. ( http://www.cme.com ) is the largest futures exchange in the United States and the first publicly traded financial exchange in the U.S. As an international marketplace, CME brings together buyers and sellers on its trading floors and CME Globex^® electronic trading platform. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved approximately $1.5 billion per day in settlement payments in the first nine months of 2004 and managed $39.8 billion in collateral deposits as of September 30, 2004. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME), which is part of the Russell 1000^® Index.

Statements in this news release that are not historical facts are forward- looking statements. These statements are not guarantees of future performance and involve risks, uncertainties and assumptions that are difficult to predict. Therefore, actual outcomes and results may differ materially from what is expressed or implied in any forward-looking statements. More detailed information about factors that may affect our performance may be found in our filings with the Securities and Exchange Commission, including our most recent Annual Report on Form 10-K, which can be obtained at its Web site at http://www.sec.gov . We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.

Chicago Mercantile Exchange, CME, the globe logo and Globex are registered trademarks of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. CLEARING 21 is a registered trademark of CME and New York Mercantile Exchange, Inc. S&P, S&P 500, NASDAQ-100, Nikkei 225, Russell 1000, Russell 2000, TRAKRS, Total Return Asset Contracts and 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 are available on the CME Web site at http://www.cme.com .

SOURCE Chicago Mercantile Exchange Inc.

CONTACT: Media, Anita S. Liskey, 312-466-4613, or Pamela Plehn, 312-930-3446, news@cme.com , or Investors, John Peschier, 312-930-8491, all for Chicago Mercantile Exchange Inc.

Web site: http://www.cme.com

"Safe Harbor" Statement under the Private Securities Litigation Reform Act of 1995: Statements in this press release regarding Chicago Mercantile Exchange's business which are not historical facts are "forward-looking statements" that involve risks and uncertainties. For a discussion of such risks and uncertainties, which could cause actual results to differ from those contained in the forward-looking statements, see "Risk Factors" in the Company's Annual Report or Form 10-K for the most recently ended fiscal year.