CME GROUP INC. — Director's Dealing 2012

Mar 9, 2012

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2012-03-07

Reporting Person: TAYLOR KIMBERLY S (President CME Clearing)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2012-03-07	Common Stock Class A	M	250	—	Acquired	11514	Direct
2012-03-07	Common Stock Class A	M	1000	—	Acquired	12514	Direct
2012-03-07	Common Stock Class A	S	502	$273.82	Disposed	12012	Direct
2012-03-07	Common Stock Class A	M	2850	—	Acquired	14862	Direct
2012-03-07	Common Stock Class A	S	1364	$273.82	Disposed	13498	Direct
2012-03-07	Common Stock Class A	M	5500	—	Acquired	18998	Direct
2012-03-07	Common Stock Class A	S	3516	$273.82	Disposed	15482	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2012-03-07	Non-Qualified Stock Option (right to buy)	$63.01	M	250	Disposed	2013-06-06	Common Stock Class A (250)	Direct
2012-03-07	Non-Qualified Stock Option (right to buy)	$63.01	M	2850	Disposed	2013-06-06	Common Stock Class A (2850)	Direct
2012-03-07	Non-Qualified Stock Option (right to buy)	$72.36	M	1000	Disposed	2014-01-01	Common Stock Class A (1000)	Direct
2012-03-07	Non-Qualified Stock Option (right to buy)	$127	M	5500	Disposed	2014-06-14	Common Stock Class A (5500)	Direct

Footnotes

F1: On June 6, 2008, this option vested with respect to 100% of the granted number of shares covered by the option.

F2: On January 1, 2009, this option vested with respect to 100% of the granted number of shares covered by the option.

F3: On June 14, 2009, this option vested with respect to 100% of the granted number of shares covered by the option.