CME GROUP INC. — Director's Dealing 2010

Feb 18, 2010

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2010-02-16

Reporting Person: Donaldson James A (Director)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2010-02-16	Common Stock Class A	S	500	$292.71	Disposed	7773.125	Direct
2010-02-16	Common Stock Class A	S	500	$295.56	Disposed	7273.125	Direct
2010-02-16	Common Stock Class A	S	500	$296	Disposed	6773.125	Direct

Footnotes

F1: On February 16, 2010, Mr. Donaldson sold an aggregate of 1,500 shares of CME Group Class A common stock. For reporting purposes, the sales prices within a $1 range have been aggregated and the weighted average sales price has been reported. The price ranges were: $292.67 to $292.74; $295.53 to $295.62; and $296.00 to $296.01. The Company maintains a record of the transactions and copies will be provided upon request.