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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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  	July 9, 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>
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  <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 July 9, 2007, Chicago Mercantile Exchange Holdings Inc. ("CME Holdings") jointly issued a press release with CBOT Holding, Inc. ("CBOT Holdings") announcing that preliminary results indicate the shareholders of both companies have approved the proposed merger of CME Holdings and CBOT Holdings, based on a review of the proxies voted at today's special meetings by the parties&#x2019; respective proxy solicitors.  In addition, preliminary results also show that CBOT members have voted to approve certain related matters in a separate member vote.  A copy of the press release is attached here at Exhibit 99.1.
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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>
  	July 9, 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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  <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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  	Description
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  	99.1
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  	&nbsp;
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  Press Release, dated July 9, 2007
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metadata_documents: [{"type": "8-K", "sequence": "1", "filename": "htm_21345.htm", "description": "LIVE FILING", "secsgml_size_bytes": 10083}]
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": "07970176"}, "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):
  July 9, 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 July 9, 2007, Chicago Mercantile Exchange Holdings Inc. ("CME Holdings") jointly issued a press release with CBOT Holding, Inc. ("CBOT Holdings") announcing that preliminary results indicate the shareholders of both companies have approved the proposed merger of CME Holdings and CBOT Holdings, based on a review of the proxies voted at today's special meetings by the parties' respective proxy solicitors.  In addition, preliminary results also show that CBOT members have voted to approve certain related matters in a separate member vote.  A copy of the press release is attached here at Exhibit 99.1.
  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.
  July 9, 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
  Press Release, dated July 9, 2007