Joint Mailing of Proxy Statement/Prospectus for Vote on Merger

Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) and CBOT Holdings, Inc. (NYSE: BOT) announced on June 6th that they will begin mailing the joint proxy statement/prospectus relating to their proposed merger on or about June 8, 2007.

Both companies will hold shareholder meetings on July 9, 2007, to seek approval for the proposed merger and other merger related issues. CME's Board of Directors and CBOT Holdings' Board of Directors have unanimously recommended that their respective shareholders vote "for" the adoption of the merger agreement originally entered into on October 17, 2006, and amended on December 20, 2006, and May 11, 2007.

Completion of the merger requires an affirmative vote of a majority of the outstanding shares of CME's Class A and Class B common stock (voting together as a single class), and a majority of the outstanding shares of CBOT Holdings' Class A common stock. The merger also requires certain approvals from Series B-1 and B-2 members of the CBOT.

Pending certain regulatory approvals, the parties expect to close the transaction in mid-year 2007. The joint proxy statement/prospectus is available at: http://www.sec.gov/, http://www.cme.com/ and http://www.cbot.com/.

Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME) became the first publicly traded U.S. financial exchange on Dec. 6, 2002. The company was added to the Russell 1000® Index on July 1, 2003, and to the S&P 500® Index on Aug. 10, 2006. It is the parent company of Chicago Mercantile Exchange Inc. ( http://www.cme.com/ ), the world's largest and most diverse financial exchange. As an international marketplace, CME brings together buyers and sellers on the CME Globex® electronic trading platform and on its trading floors. CME offers futures and options on futures in these product areas: interest rates, stock indexes, foreign exchange, agricultural commodities, energy, and alternative investment products such as weather, real estate and economic derivatives. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME)(NASDAQ: CME).

As one of the leading global derivative exchanges, the Chicago Board of Trade provides a diverse mix of financial, equity and commodity futures and options-on-futures products. Building on its 159-year history, CBOT continues to advance into the future using the strength of deep liquidity, market integrity and member-trader expertise. Using superior trading technology in both electronic and open-auction trading platforms, CBOT provides premier customer service to risk managers and investors worldwide. -http://www.cbot.com.