CME GROUP INC. — Director's Dealing 2011

Feb 16, 2011

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2011-02-14

Reporting Person: Piell Hilda Harris (MD & Chief HR Officer)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2011-02-14	Common Stock Class A	M	300	$302.57	Acquired	1839	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2011-02-14	Non-Qualified Stock Option (right to buy)	$22	M	300	Disposed	2011-07-20	Common Stock Class A (300)	Direct

Footnotes

F1: On July 20, 2005, this option vested with respect to 100% of the granted number of shares covered by the option.