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CME GROUP INC. Director's Dealing 2012

Feb 6, 2012

29871_dirs_2012-02-06_262f4c5c-f15c-4b80-9752-6b9af64a57d2.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: 2012-02-03

Reporting Person: DONOHUE CRAIG S (Director, CEO)

Non-Derivative Transactions

Date Security Code Shares Price A/D Holdings After Ownership
2012-02-03 Common Stock Class A M 22400 $63.01 Acquired 53898 Direct

Derivative Transactions

Date Security Exercise Price Code Shares A/D Expiration Underlying Ownership
2012-02-03 Non-Qualified Stock Option (right to buy) $63.01 M 22400 Disposed 2013-06-06 Common Stock Class A (22400) Direct

Holdings (Non-Derivative)

Security Shares Ownership
Common Stock Class A 15600 Indirect

Footnotes

F1: On February 3, 2012, Mr. Donohue increased his beneficial ownership in CME Group Class A shares by 22,400 shares. Mr. Donohue is now the beneficial owner of 69,498 CME Group Class A shares with a market value of approximately $19.0 million, based on the closing price at $273.43 on February 3, 2012. Mr. Donohue paid approximately $3.3 million, in cash, to satisfy his tax withholding obligations and the exercise price associated with his exercise of 22,400 options with an exercise price of $63.01.

F2: On June 6, 2008, this option vested with respect to 100% of the granted number of shares covered by the option.