CME GROUP INC. — Director's Dealing 2010

Feb 26, 2010

SEC Form 3 — Initial Statement of Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2010-02-19

Reporting Person: Warren Scot E. (MD Equity Products)

Holdings (Non-Derivative)

Security	Shares	Ownership
Common Stock Class A	838	Direct

Holdings (Derivative)

Security	Exercise Price	Expiration	Underlying	Shares	Ownership
Non-Qualified Stock Option (right to buy)	$284.34	2019-09-15	Common Stock Class A (784)		Direct
Non-Qualified Stock Option (right to buy)	$419.41	2018-06-16	Common Stock Class A (990)		Direct
Non-Qualified Stock Option (right to buy)	$552.7	2017-06-15	Common Stock Class A (795)		Direct

Footnotes

F1: These options were granted on September 15, 2009. 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.

F2: On June 16, 2009, this option vested with respect to 20% of the granted number of shares covered by the option. On the anniversary of that date in each of the following four subsequent years, the option will vest with respect to an additional 20% of the shares covered by the option, subject to acceleration or termination in certain circumstances.

F3: On June 15, 2009, this option vested with respect to 40% of the granted number of shares covered by the option. On the anniversary of that date in each of the following three subsequent years, the option will vest with respect to an additional 20% of the shares covered by the option, subject to acceleration or termination in certain circumstances.