CME GROUP INC. — Director's Dealing 2011

Aug 17, 2011

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2011-08-15

Reporting Person: DONOHUE CRAIG S (Director, CEO)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2011-08-15	Common Stock Class A	J	15600	$257.85	Acquired	40170	Direct

Footnotes

F1: On November 15, 2010, 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. Effective as of August 15, 2011, the grantor retained annuity trust transferred the shares of Class A common stock to Mr. Donohue in exchange for assets having a fair market value equal to the number of shares times the average of the high and the low trading prices on August 15, 2011. The transaction was undertaken for estate planning purposes and did not have any impact on Mr. Donohue's overall beneficial ownership in CME Group Class A common stock.