CME GROUP INC. — Director's Dealing 2010

Jan 12, 2010

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2010-01-08

Reporting Person: DONOHUE CRAIG S (Director, CEO)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2010-01-08	Common Stock Class A	M	10525	$22	Acquired	37259	Direct
2010-01-08	Common Stock Class A	S	10525	$350	Disposed	26734	Direct
2010-01-11	Common Stock Class A	M	3975	$22	Acquired	30709	Direct
2010-01-11	Common Stock Class A	S	2000	$351.5	Disposed	28709	Direct
2010-01-11	Common Stock Class A	S	1000	$351	Disposed	27709	Direct
2010-01-11	Common Stock Class A	S	975	$350.12	Disposed	26734	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2010-01-08	Non-Qualified Stock Option (right to buy)	$22	M	10525	Disposed	2011-05-07	Common Stock Class A (10525)	Direct
2010-01-11	Non-Qualified Stock Option (right to buy)	$22	M	3975	Disposed	2011-05-07	Common Stock Class A (3975)	Direct

Footnotes

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