CME GROUP INC. — Director's Dealing 2010

Sep 17, 2010

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2010-09-15

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

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2010-09-15	Common Stock Class A	A	744	—	Acquired	2913	Direct
2010-09-15	Common Stock Class A	F	50	$271.49	Disposed	2863	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2010-09-15	Non-Qualified Stock Option (right to buy)	$271.49	A	1668	Acquired	2020-09-15	Common Stock Class A (1668)	Direct

Footnotes

F1: Ms. Cronin surrendered shares to the Company in order to fulfill tax withholding obligations upon the vesting of restricted stock on September15, 2010.

F2: These options were granted on September 15, 2010. They vest over a four-year period, with 25% vesting one year after the grant date and 25% vesting on that same date in each of the following three years, subject to acceleration or termination in certain circumstances.