UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

~~WASHINGTON~~Washington, DCD.C. 20549

FORM 8-K

~~CURRENT~~Current ~~REPORT~~Report

Pursuant to Section 13 or 15(d) of the ~~Securities Exchange Act of 1934~~

~~Date~~Securities ofExchange ~~Report~~Act ~~(Date~~ of ~~earliest~~1934 ~~event reported): December 13, 2005~~

Date of Report (Date of earliest event reported): June 1, 2006

CBOT HOLDINGS, INC.

(Exact name of ~~registrant~~ Registrant as specified in its charter)

Delaware	001-32650	36-4468986
(State or other jurisdiction of incorporation)	(Commission File Number)	(IRS Employer Identification No.)
(State or other jurisdiction of incorporation or organization)	(Commission File Number)	(I.R.S. Employer Identification No.)

141 West Jackson Boulevard, Chicago, Illinois		60604
(Address of Principal executive offices)		(Zip Code)

141 West Jackson Blvd.

~~(312)~~Chicago, ~~435-3500~~ Illinois 60604

(~~Registrant’s telephone number~~Address, including ~~area~~zip code, of principal executive offices)

~~Not~~Registrant’s ~~Applicable~~telephone number, including area code: (312) 435-3500

~~(Former~~Check ~~name~~the orappropriate ~~former~~box ~~address,~~below if ~~changed~~the ~~since~~Form ~~last~~8-K filing ~~report)~~is intended to simultaneously satisfy the filing obligation of the Registrant under any of the following provisions:

~~Check~~¨ ~~the~~Written ~~appropriate~~communications ~~box~~pursuant ~~below if the Form 8-K filing is intended~~ to ~~simultaneously~~Rule ~~satisfy the~~425 ~~filing obligation of the registrant~~ under ~~any of~~ the ~~following~~Securities ~~provisions:~~ Act

¨ ~~Written~~Soliciting ~~communications~~material pursuant to Rule ~~425~~14a-12 under the ~~Securities~~Exchange Act ~~(17 CFR 230.425)~~

¨ ~~Soliciting~~Pre-commencement ~~material~~communications pursuant to Rule ~~14a~~14d-122(b) under the Exchange Act ~~(17 CFR 240.14a-12)~~

¨ Pre-commencement communications pursuant to Rule ~~14d~~13e-24(bc) under the Exchange Act ~~(17 CFR 240.14d-2(b))~~

¨Item 1.01 ~~Pre-commencement~~Entry ~~communications~~into ~~pursuant~~a toMaterial ~~Rule~~Definitive ~~13e-4(c)~~Agreement ~~under the Exchange Act (17 CFR 240.13e-4(c))~~

~~Item~~On June 1, 2006, the Registrant, its wholly owned subsidiary the Board of Trade of the City of Chicago, Inc. and Bernard W. Dan, the Registrant’s President and Chief Executive Officer, entered into an amendment, dated June 1, 2006 (the “Amendment”), to Mr. Dan’s Employment Agreement dated September 21, 2005. Pursuant to the Amendment, in the event that Mr. Dan’s employment is terminated by the Registrant without cause or by Mr. Dan for good reason within the twelve-month period following a change in control, Mr. Dan will, in addition to the other payments and benefits provided for in the Employment Agreement, be entitled to be paid a termination amount equal to 2 times the sum of his base salary and performance bonus for the current year (calculated as if Mr.05 Dan ~~Costs~~achieved ~~Associated~~target ~~with~~performance ~~Exit~~levels for the year). Prior to the Amendment, he was entitled to 1.5 times such amount under his Employment Agreement. In addition, the Amendment provides that, in the event of a change in control, the Registrant will reimburse Mr. Dan for any excise tax that Mr. Dan may owe as a result of the change in control unless a reduction of 10% or ~~Disposal~~less ~~Activities~~in the payments to be made to Mr. Dan in connection with such change in control would result in the avoidance of such excise tax.

~~On December~~Item ~~13,~~9.01 ~~2005,~~Financial ~~the~~Statements ~~board of directors of the registrant approved a strategic realignment of the registrant’s technology~~ and ~~operations~~Exhibits ~~resources that is described more fully in the press release set forth as Exhibit 99.1 hereto and incorporated herein by reference.~~

~~Item~~(d) ~~9.01 Financial Statements and~~ Exhibits.

~~(c) Exhibits~~10.1 First Amendment to Bernard Dan Employment Agreement, dated June 1, 2006

Exhibit No.		Exhibit Description
99.1		Press Release — CBOT Announces Strategic Realignment

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the ~~registrant~~Registrant has duly caused this report to be signed on its behalf by the undersigned ~~hereunto~~thereunto duly authorized.

CBOT HOLDINGS, INC. By: /s/ Bernard W. Dan Bernard W. Dan President and Chief Executive Officer


	CBOT HOLDINGS, INC.

Date: June 7, 2006	By:	/s/ Kevin J.P. O’Hara
	Name:	Kevin J.P. O’Hara
	Title:	Chief Administrative Officer and
		Chief Strategy Officer

~~Date:~~2 ~~December 15, 2005~~

EXHIBIT INDEX

Exhibit No.		~~Exhibit Description~~Title
99.1		Press Release — CBOT Announces Strategic Realignment
10.1		First Amendment to Bernard Dan Employment Agreement, dated June 1, 2006

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