For Immediate Release

Media Contact:  
Maria C. Gemskie
312.341.3257 
news@cbot.com

IR Contact: 
Debbie Koopman
312.789.8532
dkoopman1@cbot.com

CBOT Provides Update on Merger

 CHICAGO, July 12, 2007 - CBOT Holdings, Inc. (NYSE: BOT) today announced that it expects to complete its merger with Chicago Mercantile Exchange Holdings Inc. later today. The combined company, CME Group Inc., a CME/Chicago Board of Trade Company, will be the world's largest and most diverse derivatives exchange, with all major benchmark asset classes ultimately available on a single trading platform and floor. CBOT Holdings' stock will continue to trade on the NYSE until the close of trading today, July 12, 2007, and then will be delisted.

 About the CBOT
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, the 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, the CBOT provides premier customer service to risk managers and investors worldwide.  For more information, visit our website at www.cbot.com.

Forward Looking Statements 

Certain statements in this press release may contain forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995 and includes any use of the words “may,” “should,” “could,” “expects,” “plans,” “anticipates,” “believes,” “estimates,” “predicts,” “potential” or “continue”.  These statements are based on management’s current expectations and involve assumptions that may be subject to change or risks and uncertainties that could cause actual results to differ materially from those set forth in the statements.  Accordingly, actual outcomes and results may differ materially from what is expressed or implied in any forward-looking statement contained in this press release.  The factors that may affect our performance may be found in the Annual Report on Form 10-K and other periodic reports filed by CBOT Holdings, Inc. with the U.S. Securities and Exchange Commission (“SEC”). 

 These filings can be obtained at the SEC’s website at 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.

###

 - Press Release on Merger Update - 07.12.2007