CME GROUP INC. — Director's Dealing 2011

Feb 7, 2011

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2009-02-27

Reporting Person: SHEPARD WILLIAM R (Director)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2009-02-27	Common Stock Class B2	P	1	$182.4	Acquired	5	Direct

Footnotes

F1: Represents the closing price for our Class A common stock on February 27, 2009. 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 interst 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.

In connection with the annual review of Mr. Shepard's holdings, it was discovered that his purchase of an IMM membership on the Chicago Mercantile Exchange and the associated share of Class B-2 common stock on February 27, 2009 was not timely reported.