CME GROUP INC. — Director's Dealing 2010

Mar 17, 2010

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2010-03-15

Reporting Person: Pieper James V. (MD & CAO)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2010-03-15	Common Stock Class A	A	60	—	Acquired	500	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2010-03-15	Non-Qualified Stock Option (right to buy)	$314.15	A	124	Acquired	2020-03-15	Common Stock Class A (124)	Direct

Footnotes

F1: These options were granted on March 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.