CME GROUP INC. — Director's Dealing 2011

Mar 1, 2011

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2011-02-28

Reporting Person: DUFFY TERRENCE A (Director, Executive Chairman)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2011-02-28	Common Stock Class A	M	1589	$284.34	Acquired	13445	Direct
2011-02-28	Common Stock Class A	S	1589	$315.82	Disposed	11856	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2011-02-28	Non-Qualified Stock Option (right to buy)	$284.34	M	1589	Disposed	2019-09-15	Common Stock Class A (1589)	Direct