CME GROUP INC. — Director's Dealing 2012

Feb 16, 2012

SEC Form 4 — Statement of Changes in Beneficial Ownership

Issuer: CME GROUP INC. (CME)
CIK: 0001156375
Period of Report: 2012-02-14

Reporting Person: Warren Scot E. (MD Equity Index Prod & Svcs)

Non-Derivative Transactions

Date	Security	Code	Shares	Price	A/D	Holdings After	Ownership
2012-02-14	Common Stock Class A	M	392	$284.34	Acquired	3990	Direct
2012-02-14	Common Stock Class A	M	108	$271.49	Acquired	4098	Direct

Derivative Transactions

Date	Security	Exercise Price	Code	Shares	A/D	Expiration	Underlying	Ownership
2012-02-14	Non-Qualified Stock Option (right to buy)	$271.49	M	108	Disposed	2020-09-15	Common Stock Class A (108)	Direct
2012-02-14	Non-Qualified Stock Option (right to buy)	$284.34	M	392	Disposed	2019-09-15	Common Stock Class A (392)	Direct

Footnotes

F1: On September 15, 2011, this option vested with respect to 25% of the granted number of shares covered by the option.

F2: On September 15, 2011, this option vested with respect to 50% of the granted number of shares covered by the option.