CME GROUP INC. — Director's Dealing 2010

Sep 15, 2010

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2010-09-14

Reporting Person: DONOHUE CRAIG S (Director, CEO)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2010-09-14	Common Stock Class A	M	1500	$22	Acquired	28234	Direct
2010-09-14	Common Stock Class A	M	5000	$63.01	Acquired	33234	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2010-09-14	Non-Qualified Stock Option (right to buy)	$22	M	1500	Disposed	2011-05-07	Common Stock Class A (1500)	Direct
2010-09-14	Non-Qualified Stock Option (right to buy)	$63.01	M	5000	Disposed	2013-06-06	Common Stock Class A (5000)	Direct

Footnotes

F1: On September 14, 2010, Mr. Donohue increased his beneficial ownership in CME Group Class A shares by 6,500 shares. Mr. Donohue is now the beneficial owner of 33,234 CME Group Class A shares with a market value of approximately $9 million, based on the closing price of $269.32 on September 14, 2010. Mr. Donohue paid approximately $900,000 in cash, to satisfy his tax withholding obligations and the exercise price associated with his exercise of 6,500 options with exercise prices of $22.00 (1,500 options) and $63.01 (5,000 options).

F2: On May 7, 2005, this option vested with respect to 100% of the granted number of shares covered by the option.

F3: On June 6, 2008, this option vested with respect to 100% of the granted number of shares covered by the option.