CME GROUP INC. — Director's Dealing 2011

Sep 19, 2011

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2011-09-15

Reporting Person: DONOHUE CRAIG S (Director, CEO)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2011-09-15	Common Stock Class A	A	6928	—	Acquired	31498	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2011-09-15	Non-Qualified Stock Option (right to buy)	$271.86	A	8540	Acquired	2021-09-15	Common Stock Class A (8540)	Direct

Holdings (Non-Derivative)

Security	Shares	Ownership
Common Stock Class A	15600	Indirect

Footnotes

F1: On August 16, 2011, Mr. Donohue transferred an aggregate of 15,600 shares of CME Group Class A common stock to a grantor retained annuity trust for the benefit of his immediate family members for estate planning purposes.

F2: These options were granted on September 15, 2011. 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.