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Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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MIC-Info: RSA-MD5,RSA,
 HB0Je8vYYU3K3gXX9cE6doRX9+7GoytjjvDe9UhCeVxwzapx44HK+iOw0sIDNgw6
 vnPIsICTndIoXNt7jAchPA==

<SEC-DOCUMENT>0001156375-06-000099.txt : 20060530
<SEC-HEADER>0001156375-06-000099.hdr.sgml : 20060529
<ACCEPTANCE-DATETIME>20060530161852
ACCESSION NUMBER:		0001156375-06-000099
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20060525
FILED AS OF DATE:		20060530
DATE AS OF CHANGE:		20060530

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CHICAGO MERCANTILE EXCHANGE HOLDINGS INC
		CENTRAL INDEX KEY:			0001156375
		STANDARD INDUSTRIAL CLASSIFICATION:	SECURITY & COMMODITY BROKERS, DEALERS, EXCHANGES & SERVICES [6200]
		IRS NUMBER:				364459170
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	BUSINESS ADDRESS:	
		STREET 1:		20 S. WACKER DR.
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606
		BUSINESS PHONE:		3129303011

	MAIL ADDRESS:	
		STREET 1:		20 S. WACKER DR.
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			CHOOKASZIAN DENNIS
		CENTRAL INDEX KEY:			0001120026

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	000-33379
		FILM NUMBER:		06874197

	BUSINESS ADDRESS:	
		BUSINESS PHONE:		3126839000

	MAIL ADDRESS:	
		STREET 1:		401 N MICHIGAN AVE
		STREET 2:		STE 745
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60611
</SEC-HEADER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>edgardoc.xml
<DESCRIPTION>PRIMARY DOCUMENT
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2006-05-25</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001156375</issuerCik>
        <issuerName>CHICAGO MERCANTILE EXCHANGE HOLDINGS INC</issuerName>
        <issuerTradingSymbol>CME</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001120026</rptOwnerCik>
            <rptOwnerName>CHOOKASZIAN DENNIS</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>20 S. WACKER DRIVE</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>CHICAGO</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60606</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock Class A</value>
            </securityTitle>
            <transactionDate>
                <value>2006-05-25</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F1"/>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>100</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>100</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock Class A</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>100</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by Spouse</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Granted pursuant to the Chicago Mercantile Exchange Holdings Inc. 2005 Director Stock Plan.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>By: Margaret C. Austin  For: Dennis H. Chookaszian</signatureName>
        <signatureDate>2006-05-30</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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