CME GROUP INC. — Director's Dealing 2010

Sep 3, 2010

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2010-09-02

Reporting Person: GILL PHUPINDER (President)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2010-09-02	Common Stock Class A	P	1200	$261.51	Acquired	11733	Direct
2010-09-02	Common Stock Class A	P	800	$262.25	Acquired	12533	Direct

Footnotes

F1: On September 2, 2010, Mr. Gill purchased an aggregate of 2,000 shares of CME Group Class A common stock. For reporting purposes, the purchase prices within a $1 range have been aggregated and the weighted average purchase price has been reported. The price ranges were: $261.30 to $261.90 and $262.05 to $262.50. The Company maintains a record of the transactions and copies will be provided upon request.