UNITED STATES 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) August 18, 2003 CHICAGO MERCANTILE EXCHANGE HOLDINGS INC. ---------------------------------------------------------------------------- (Exact Name of Registrant as Specified in Charter) Delaware 001-31553 36-4459170 --------------- ----------------- --------------- (State or Other Jurisdiction (Commission (IRS Employer of Incorporation) File Number) 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 August 18, 2003, Chicago Mercantile Exchange Holdings Inc. issued a press release, a copy of which is attached hereto as Exhibit 99.1. EXHIBIT INDEX ------------- Exhibit Number Description ----------- -------------- 99.1 Press Release, dated August 18, 2003. 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: August 19, 2003 By: /s/ Kathleen M. Cronin ------------------------------------------- Kathleen M. Cronin General Counsel & Corporate Secretary