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CME GROUP INC. Director's Dealing 2012

May 2, 2012

29871_dirs_2012-05-02_de45411a-fd6c-48ed-b29d-5b3c00f6717a.zip

Director's Dealing

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SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2012-04-30

Reporting Person: DONOHUE CRAIG S (Director, CEO)

Non-Derivative Transactions

Date Security Code Shares Price A/D Holdings After Ownership
2012-04-30 Common Stock Class A A 7084.0 $0.0 Acquired 60982.0 Direct

Derivative Transactions

Date Security Exercise Price Code Shares A/D Expiration Underlying Ownership
2012-04-30 Non-Qualified Stock Option (right to buy) $265.82 A 13476.0 Acquired 2016-05-01 Common Stock Class A (13476.0) Direct

Holdings (Non-Derivative)

Security Shares Ownership
Common Stock Class A 15600.0 Indirect

Footnotes

F1: This 2012 annual equity award was made in accordance with the provisions of the Employment Agreement between Mr. Donohue and CME Group Inc., as amended through April 14, 2011.