CME GROUP INC. — Director's Dealing 2011

Jan 7, 2011

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2011-01-06

Reporting Person: SHEPARD WILLIAM R (Director)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2011-01-06	Common Stock Class B2	P	1	$313.64	Acquired	4	Direct

Footnotes

F1: Represents the closing price for our Class A common stock on January 6, 2011. The Class B common stock of CME Group Inc. is not listed on a national securities exchange or traded in an organized over-the-counter market. Each class of the Class B common stock is associated with a membership in a specific division of the exchange. We assume that because the Class B shares have the same equitable interest in our earnings and the same dividend payments as our Class A shares, that if reported separately from the associated trading rights, they would have the same market price as our Class A common stock.