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  <TITLE> Chicago Mercantile Exchange Holdings Inc. (Form: 8-K) </TITLE>
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  		UNITED STATES<BR>
  	SECURITIES AND EXCHANGE COMMISSION
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  	WASHINGTON, D.C. 20549
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  	FORM 8-K
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  	CURRENT REPORT
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  	Pursuant to Section&nbsp;13 or 15(d) of the Securities Exchange Act of 1934
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  	Date of Report (Date of Earliest Event Reported):
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  	&nbsp;
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  	June 19, 2007
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  	Chicago Mercantile Exchange Holdings Inc.
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  <BR>__________________________________________<BR>
  	(Exact name of registrant as specified in its charter)
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  	&nbsp;
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  	Delaware
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  	000-33379
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  	36-4459170
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  _____________________<BR>
  	(State or other jurisdiction
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  _____________<BR>
  	(Commission
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  ______________<BR>
  	(I.R.S. Employer
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  	of incorporation)
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  	File Number)
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  	Identification No.)
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  	&nbsp;&nbsp;
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  	20 South Wacker Drive, Chicago, Illinois
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  	60606
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  _________________________________<BR>
  	(Address of principal executive offices)
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  	&nbsp;
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  ___________<BR>
  	(Zip Code)
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  	Registrant&#146;s telephone number, including area code:
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  	&nbsp;
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  	312-930-1000
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  	Not Applicable
  <BR>______________________________________________<BR>
  	Former name or former address, if changed since last report
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  	&nbsp;
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  <!-- CoverPageRegistrant END --><P><FONT SIZE="2">
  Check the appropriate box below if the Form 8-K filing is intended to
  simultaneously satisfy the filing obligation of the registrant under any
  of the following provisions:</FONT>
  </P>
  <P><FONT SIZE="2">
  [x]&nbsp;&nbsp;Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425)<br>
  [&nbsp;&nbsp;]&nbsp;&nbsp;Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12)<br>
  [&nbsp;&nbsp;]&nbsp;&nbsp;Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b))<br>
  [&nbsp;&nbsp;]&nbsp;&nbsp;Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c))<br>
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  <B>
  	Item 8.01 Other Events.
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  On June 19, 2007, Chicago Mercantile Exchange Holdings Inc. (CME) announced that it is expanding its partnership with Standard & Poor's Corporation (S&P) to include the listing of new E-mini Small Cap Stock Index Futures Contracts based on the S&P U.S. equity indices, addressing the needs of institutional asset managers for hedging and managing portfolios of small cap companies.  The new derivatives products will be offered exclusively on the CME Globex platform and will be supported by dedicated CME market makers.  CME and S&P intend to provide trading incentives and execution facilities to encourage market participants to transfer their open interest in Russell 2000 stock index futures contracts into the new CME/S&P E-mini Small Cap Stock Index Futures Contracts following the anticipated expiration of CME&#x2019;s agreement with Frank Russell Company in September 2008.  In May 2007, the average daily trading volume of CME&#x2019;s products based on Russell&#x2019;s equity indexes was 212,351 contracts.
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  	SIGNATURES
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  	Pursuant to the requirements of the Securities Exchange Act of 1934, the
  	registrant has duly caused this report to be signed on its behalf by the
  	undersigned hereunto duly authorized.
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  	Chicago Mercantile Exchange Holdings Inc.
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  	&nbsp;&nbsp;
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  <I>
  	June 29, 2007
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  <I>
  	By:
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  	&nbsp;
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  <I>
  	Kathleen M. Cronin
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  	&nbsp;
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  <I>
  	Name: Kathleen M. Cronin
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  	&nbsp;
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  <I>
  	Title: Managing Director, General Counsel & Corporate Secretary
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  	Exhibit&nbsp;Index
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  	Exhibit No.
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  	&nbsp;
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  	Description
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  	99.1
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  	&nbsp;
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  June 19, 2007 Press Release
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metadata_documents: [{"type": "8-K", "sequence": "1", "filename": "htm_21197.htm", "description": "LIVE FILING", "secsgml_size_bytes": 10484}]
metadata_filer: {"company-data": {"conformed-name": "CHICAGO MERCANTILE EXCHANGE HOLDINGS INC", "cik": "0001156375", "assigned-sic": "6200", "irs-number": "364459170", "state-of-incorporation": "DE", "fiscal-year-end": "1231"}, "filing-values": {"form-type": "8-K", "act": "34", "file-number": "000-33379", "film-number": "07950301"}, "business-address": {"street1": "20 S. WACKER DR.", "city": "CHICAGO", "state": "IL", "zip": "60606", "phone": "3129303011"}, "mail-address": {"street1": "20 S. WACKER DR.", "city": "CHICAGO", "state": "IL", "zip": "60606"}}
text: Chicago Mercantile Exchange Holdings Inc. (Form: 8-K)
  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):
  June 19, 2007
  Chicago Mercantile Exchange Holdings Inc.
  __________________________________________
  (Exact name of registrant as specified in its charter)
  Delaware
  000-33379
  36-4459170
  _____________________
  (State or other jurisdiction
  _____________
  (Commission
  ______________
  (I.R.S. Employer
  of incorporation)
  File Number)
  Identification No.)
  20 South Wacker Drive, Chicago, Illinois
  60606
  _________________________________
  (Address of principal executive offices)
  ___________
  (Zip Code)
  Registrant's telephone number, including area code:
  312-930-1000
  Not Applicable
  ______________________________________________
  Former name or former address, if changed since last report
  Check the appropriate box below if the Form 8-K filing is intended to
  simultaneously satisfy the filing obligation of the registrant under any
  of the following provisions:
  [x]  Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425)
  [  ]  Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12)
  [  ]  Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b))
  [  ]  Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c))
  Top of the Form
  Item 8.01 Other Events.
  On June 19, 2007, Chicago Mercantile Exchange Holdings Inc. (CME) announced that it is expanding its partnership with Standard & Poor's Corporation (S&P) to include the listing of new E-mini Small Cap Stock Index Futures Contracts based on the S&P U.S. equity indices, addressing the needs of institutional asset managers for hedging and managing portfolios of small cap companies.  The new derivatives products will be offered exclusively on the CME Globex platform and will be supported by dedicated CME market makers.  CME and S&P intend to provide trading incentives and execution facilities to encourage market participants to transfer their open interest in Russell 2000 stock index futures contracts into the new CME/S&P E-mini Small Cap Stock Index Futures Contracts following the anticipated expiration of CME's agreement with Frank Russell Company in September 2008.  In May 2007, the average daily trading volume of CME's products based on Russell's equity indexes was 212,351 contracts.
  Top of the Form
  SIGNATURES
  Pursuant to the requirements of the Securities Exchange Act of 1934, the
  	registrant has duly caused this report to be signed on its behalf by the
  	undersigned hereunto duly authorized.
  Chicago Mercantile Exchange Holdings Inc.
  June 29, 2007
  By:
  Kathleen M. Cronin
  Name: Kathleen M. Cronin
  Title: Managing Director, General Counsel & Corporate Secretary
  Top of the Form
  Exhibit Index
  Exhibit No.
  Description
  99.1
  June 19, 2007 Press Release