CME GROUP INC. — Director's Dealing 2010

Dec 3, 2010

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2010-12-01

Reporting Person: CRONIN KATHLEEN M (MD General Counsel & Corp Secr)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2010-12-01	Common Stock Class A	M	500	$251.95	Acquired	3363	Direct
2010-12-01	Common Stock Class A	S	500	$292.91	Disposed	2863	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2010-12-01	Non-Qualified Stock Option (right to buy)	$251.95	M	500	Disposed	2015-06-15	Common Stock Class A (500)	Direct

Footnotes

F1: This sale was completed pursuant to the terms of a pre-arranged trading plan established in accordance with Rule 10b5-1.

F2: On June 15, 2010, this option vested with respect to 100% of the granted number of shares covered by the option.