CME GROUP INC. — Director's Dealing 2012

Mar 5, 2012

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2012-03-01

Reporting Person: Pietrowicz John W. (MD Business Dev & Corp Finance)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2012-03-01	Common Stock Class A	M	1100	—	Acquired	3959	Direct
2012-03-01	Common Stock Class A	S	692	$287.07	Disposed	3267	Direct
2012-03-01	Common Stock Class A	M	800	—	Acquired	4067	Direct
2012-03-01	Common Stock Class A	S	400	$287.07	Disposed	3667	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2012-03-01	Non-Qualified Stock Option (right to buy)	$72.61	M	800	Disposed	2013-10-13	Common Stock Class A (800)	Direct
2012-03-01	Non-Qualified Stock Option (right to buy)	$127	M	1100	Disposed	2014-06-14	Common Stock Class A (1100)	Direct

Footnotes

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

F2: On October 13, 2008, 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.