CME GROUP INC. — Director's Dealing 2010

Apr 21, 2010

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2010-04-20

Reporting Person: Piell Hilda Harris (MD & Chief HR Officer)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2010-04-20	Common Stock Class A	M	200	$63.01	Acquired	1044	Direct
2010-04-20	Common Stock Class A	S	200	$325	Disposed	844	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2010-04-20	Non-Qualified Stock Option (right to buy)	$63.01	M	200	Disposed	2013-06-06	Common Stock Class A (200)	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 6, 2008, this option vested with respect to 100% of the granted number of shares covered by the option.