CME GROUP INC. — Director's Dealing 2011

Feb 11, 2011

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2011-02-09

Reporting Person: Donaldson James A (Director)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2011-02-09	Common Stock Class A	S	1000	$304.40	Disposed	6014	Direct
2011-02-09	Common Stock Class A	S	500	$305.16	Disposed	5514	Direct
2011-02-09	Common Stock Class A	S	500	$306.00	Disposed	5014	Direct

Footnotes

F1: On February 9, 2011, Mr. Donaldson sold an aggregate of 2,000 shares of CME Group Class A common stock. For reporting purposes, the sales prices within a $1 range have been aggregated and the weighted average sales price has been reported. The price ranges were: $305.03 and $305.50. The Company maintains a record of the transactions and copies will be provided upon request.