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SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549



FORM 8-K

CURRENT REPORT
PURSUANT TO SECTION 13 OR 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934

Date of report (Date of earliest event reported)
December 6, 2002

CHICAGO MERCANTILE EXCHANGE HOLDINGS INC.
(Exact Name of Registrant as Specified in Charter)

Delaware
(State or Other Jurisdiction
of Incorporation)
  000-33379
(Commission
File Number)
  36-4459170
(IRS Employer
Identification No.)


30 South Wacker Drive, Chicago, Illinois 60606
(Address of Principal Executive Office) (Zip Code)

Registrant's telephone number, including area code: (312) 930-1000

N/A
(Former Name or Former Address, if Changed Since Last Report)





ITEM 9. Regulation FD Disclosure.

        On December 6, 2002, Chicago Mercantile Exchange Holdings Inc. (the "Company") filed with the Securities and Exchange Commission pursuant to Rule 424(b)(1) under the Securities Act of 1933, as amended, the prospectus (the "Prospectus") relating to the initial public offering of shares of the Company's Class A common stock, par value $.01 per share.

        A copy of the Prospectus is attached hereto as Exhibit 99.1.


EXHIBIT INDEX

Exhibit
Number

  Description

99.1   Prospectus of Chicago Mercantile Exchange Holdings Inc., filed with the Securities and Exchange Commission pursuant to Rule 424(b)(1) on December 6, 2002, File No. 333-90106.

2



SIGNATURES

        Pursuant to the requirements of the Securities Exchange Act of 1934, as amended, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

    CHICAGO MERCANTILE EXCHANGE HOLDINGS INC.
Registrant

Date: December 9, 2002

 

By:

/s/  
CRAIG S. DONOHUE      
Craig S. Donohue
Executive Vice President and
Chief Administrative Officer

3




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