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 *   Sammann Derek 2. Date of Event Requiring Statement (Month/Day/Year) 10/19/2009 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) Managing Dir Financial Product 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 892 D Â

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)	09/15/2010(1)	09/15/2009	Common Stock Class A	792	$ 284.34	D	Â
Non-Qualified Stock Option (right to buy)	06/16/2009(2)	06/16/2018	Common Stock Class A	960	$ 419.41	D	Â
Non-Qualified Stock Option (right to buy)	09/15/2009(3)	09/15/2016	Common Stock Class A	710	$ 453.75	D	Â
Non-Qualified Stock Option (right to buy)	06/15/2009(4)	06/15/2017	Common Stock Class A	840	$ 552.7	D	Â

Reporting Owners

Reporting Owner Name / Address	Relationships
	Director	10% Owner	Officer	Other
Sammann Derek 20 S. WACKER DRIVE CHICAGO, IL 60606	Â	Â	  Managing Dir Financial Product	Â

Signatures

By: Margaret C. Austin For: Derek L Sammann		10/28/2009
**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)	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 four years, subject to acceleration or termination in certain circumstances.
(2)	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 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.
(3)	On September 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 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.
(4)	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 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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