CME GROUP INC. — Director's Dealing 2011

Jul 5, 2011

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2011-06-29

Reporting Person: Pietrzak John L (Director)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2011-06-29	Common Stock Class A	S	23	$284.33	Disposed	10945.625	Direct
2011-06-29	Common Stock Class A	S	45	$285.25	Disposed	10900.625	Direct
2011-06-29	Common Stock Class A	S	134	$286.43	Disposed	10766.625	Direct
2011-06-29	Common Stock Class A	S	65	$287.19	Disposed	10701.625	Direct

Holdings (Non-Derivative)

Security	Shares	Ownership
Common Stock Class A	10251.75	Indirect

Footnotes

F1: This sale was conducted pursuant to the terms of a pre-arranged trading plan established in accordance with Rule 10b5-1.

F2: On June 29, 2011, Mr. Pietrzak sold an aggregate of 267 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: $284.33; $285.13-$285.27; $286.10-$286.99; $287.00-$287.28. The Company maintains a record of the transactions and copies will be provided upon request.