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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

 

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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)

 

January 12, 2004

 

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CHICAGO MERCANTILE EXCHANGE HOLDINGS INC.

(Exact Name of Registrant as Specified in Charter)

 

Delaware		001-31553		36-4459170
(State or Other Jurisdiction of Incorporation)		(Commission File No.)		(IRS Employer 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

 

30 South Wacker Drive

Chicago, Illinois 60606

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

 

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ITEM 5. Other Events and Required FD Disclosure.

 

On January 12, 2004, Chicago Mercantile Exchange Holdings Inc. issued a press release regarding the acquisition of Liquidity Direct Technology, LLC, a copy of which is attached hereto as Exhibit 99.1.

 

EXHIBIT INDEX

 

Exhibit Number		Description
99.1		Press Release, dated January 12, 2004.

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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:  January 12, 2004
		By:		/s/  Kathleen M. Cronin
				Kathleen M. Cronin
				Managing Director, General Counsel & Corporate Secretary