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CME GROUP INC. Director's Dealing 2010

May 27, 2010

29871_dirs_2010-05-27_3b20515a-ea78-4e7e-aa2f-23e6f1dee0d3.zip

Director's Dealing

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SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2010-05-25

Reporting Person: SANDNER JOHN F (Director)

Non-Derivative Transactions

Date Security Code Shares Price A/D Holdings After Ownership
2010-05-25 Common Stock Class A A 241 Acquired 28223 Direct

Footnotes

F1: Granted pursuant to the CME Group 2005 Director Stock Plan, as amended and restated.