Ownership Submission
FORM 3
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

INITIAL STATEMENT OF BENEFICIAL OWNERSHIP OF SECURITIES

Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934, Section 17(a) of the Public Utility Holding Company Act of 1935 or Section 30(h) of the Investment Company Act of 1940
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(Print or Type Responses)
1. Name and Address of Reporting Person *
  Pietrowicz John W.
2. Date of Event Requiring Statement (Month/Day/Year)
02/19/2010
3. Issuer Name and Ticker or Trading Symbol
CME GROUP INC. [CME]
(Last)
(First)
(Middle)
20 S. WACKER DRIVE
4. Relationship of Reporting Person(s) to Issuer
(Check all applicable)
_____ Director _____ 10% Owner
__X__ Officer (give title below) _____ Other (specify below)
MD, Bus. Dev. & Corp Finance
5. If Amendment, Date Original Filed(Month/Day/Year)
(Street)

CHICAGO, IL 60606
6. Individual or Joint/Group Filing(Check Applicable Line)
_X_ Form filed by One Reporting Person
___ Form filed by More than One Reporting Person
(City)
(State)
(Zip)
Table I - Non-Derivative Securities Beneficially Owned
1.Title of Security
(Instr. 4)
2. Amount of Securities Beneficially Owned
(Instr. 4)
3. Ownership Form: Direct (D) or Indirect (I)
(Instr. 5)
4. Nature of Indirect Beneficial Ownership
(Instr. 5)
Common Stock Class A 849
D
 

Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly. SEC 1473 (7-02)
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Table II - Derivative Securities Beneficially Owned (e.g., puts, calls, warrants, options, convertible securities)
1. Title of Derivative Security
(Instr. 4)
2. Date Exercisable and Expiration Date
(Month/Day/Year)
3. Title and Amount of Securities Underlying Derivative Security
(Instr. 4)
4. Conversion or Exercise Price of Derivative Security 5. Ownership Form of Derivative Security: Direct (D) or Indirect (I)
(Instr. 5)
6. Nature of Indirect Beneficial Ownership
(Instr. 5)
Date Exercisable Expiration Date Title Amount or Number of Shares
Non-Qualified Stock Option (right to buy) 10/13/2003(1) 10/13/2013 Common Stock Class A 800 $ 72.61 D  
Non-Qualified Stock Option (right to buy) 06/14/2009(2) 06/14/2014 Common Stock Class A 1,100 $ 127 D  
Non-Qualified Stock Option (right to buy) 06/15/2009(3) 06/15/2015 Common Stock Class A 800 $ 251.95 D  
Non-Qualified Stock Option (right to buy) 09/15/2010(4) 09/15/2019 Common Stock Class A 832 $ 284.34 D  
Non-Qualified Stock Option (right to buy) 06/16/2009(5) 06/16/2018 Common Stock Class A 1,035 $ 419.41 D  
Non-Qualified Stock Option (right to buy) 03/15/2009(6) 03/15/2016 Common Stock Class A 100 $ 430.47 D  
Non-Qualified Stock Option (right to buy) 06/15/2009(7) 06/15/2016 Common Stock Class A 780 $ 440.65 D  
Non-Qualified Stock Option (right to buy) 06/15/2009(8) 06/15/2017 Common Stock Class A 925 $ 552.7 D  

Reporting Owners

Reporting Owner Name / Address Relationships
Director 10% Owner Officer Other
Pietrowicz John W.
20 S. WACKER DRIVE
CHICAGO, IL 60606
      MD, Bus. Dev. & Corp Finance  

Signatures

By: Margaret C. Austin For: John W. Pietrowicz 02/25/2010
**Signature of Reporting Person Date

Explanation of Responses:

* If the form is filed by more than one reporting person, see Instruction 5(b)(v).
** Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
(1) On October 13, 2008, this option vested with respect to 100% of the granted number of shares covered by the option.
(2) On June 14, 2009, this option vested with respect to 100% of the granted number of shares covered by the option.
(3) On June 15, 2009, this option vested with respect to 80% of the granted number of shares covered by the option. On the anniversary of that date in the following year, the option will vest with respect to an additional 20% of the shares covered by the option, subject to acceleration or termination in certain circumstances.
(4) These options were granted on September 15, 2009. They vest over a four-year period, with 25% vesting one year after the grant date and 25% vesting on that same date in each of the following three years, subject to acceleration or termination in certain circumstances.
(5) On June 16, 2009, this option vested with respect to 20% of the granted number of shares covered by the option. On the anniversary of that date in each of the following four subsequent years, the option will vest with respect to an additional 20% of the shares covered by the option, subject to acceleration or termination in certain circumstances.
(6) On March 15, 2009, this option vested with respect to 60% of the granted number of shares covered by the option. On the anniversary of that date in each of the following two subsequent years, the option will vest with respect to an additional 20% of the shares covered by the option, subject to acceleration or termination in certain circumstances.
(7) On June 15, 2009, this option vested with respect to 60% of the granted number of shares covered by the option. On the anniversary of that date in each of the following two subsequent years, the option will vest with respect to an additional 20% of the shares covered by the option, subject to acceleration or termination in certain circumstances.
(8) On June 15, 2009, this option vested with respect to 40% of the granted number of shares covered by the option. On the anniversary of that date in each of the following three subsequent years, the option will vest with respect to an additional 20% of the shares covered by the option, subject to acceleration or termination in certain circumstances.

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