FORM 4 Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 STATEMENT OF CHANGES IN 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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1. Name and Address of Reporting Person * DUFFY TERRENCE A   2. Issuer Name and Ticker or Trading Symbol CME GROUP INC. [CME] 5. Relationship of Reporting Person(s) to Issuer (Check all applicable) __X__ Director _____ 10% Owner __X__ Officer (give title below) _____ Other (specify below) Executive Chairman & President (Last) (First) (Middle) 20 S. WACKER DRIVE 3. Date of Earliest Transaction (Month/Day/Year) 03/14/2013 (Street) CHICAGO, IL 60606 4. If Amendment, Date Original Filed(Month/Day/Year) 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 Acquired, Disposed of, or Beneficially Owned

1.Title of Security (Instr. 3) 2. Transaction Date (Month/Day/Year) 2A. Deemed Execution Date, if any (Month/Day/Year) 3. Transaction Code (Instr. 8) 4. Securities Acquired (A) or Disposed of (D) (Instr. 3, 4 and 5) 5. Amount of Securities Beneficially Owned Following Reported Transaction(s) (Instr. 3 and 4) 6. Ownership Form: Direct (D) or Indirect (I) (Instr. 4) 7. Nature of Indirect Beneficial Ownership (Instr. 4) Code V Amount (A) or (D) Price Common Stock Class A 03/14/2013   M   5,340 A $ 54.37 98,541 D   Common Stock Class A 03/14/2013   S   5,340 D $ 62.81 (1) 93,201 D   Common Stock Class A 03/14/2013   M   18,480 A $ 54.3 111,681 D   Common Stock Class A 03/14/2013   S   18,480 D $ 62.81 (1) 93,201 D   Common Stock Class A 03/14/2013   M   15,890 A $ 56.87 109,091 D   Common Stock Class A 03/14/2013   S   15,890 D $ 62.81 (1) 93,201 D

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Table II - Derivative Securities Acquired, Disposed of, or Beneficially Owned
(e.g., puts, calls, warrants, options, convertible securities)

1. Title of Derivative Security (Instr. 3)

2. Conversion or Exercise Price of Derivative Security

3. Transaction Date (Month/Day/Year)

3A. Deemed Execution Date, if any (Month/Day/Year)

4. Transaction Code (Instr. 8)

5. Number of Derivative Securities Acquired (A) or Disposed of (D) (Instr. 3, 4, and 5)

6. Date Exercisable and Expiration Date (Month/Day/Year)

7. Title and Amount of Underlying Securities (Instr. 3 and 4)

8. Price of Derivative Security (Instr. 5)

9. Number of Derivative Securities Beneficially Owned Following Reported Transaction(s) (Instr. 4)

10. Ownership Form of Derivative Security: Direct (D) or Indirect (I) (Instr. 4)

11. Nature of Indirect Beneficial Ownership (Instr. 4)

Code

V

(A)

(D)

Date Exercisable

Expiration Date

Title

Amount or Number of Shares

Non-Qualified Stock Option (right to buy)

$ 54.3

03/14/2013

M

18,480

09/15/2012(2)

09/15/2020

Common Stock Class A

18,480

$ 0

18,480

D

Non-Qualified Stock Option (right to buy)

$ 54.37

03/14/2013

M

5,340

09/15/2012(3)

09/15/2021

Common Stock Class A

5,340

$ 0

16,020

D

Non-Qualified Stock Option (right to buy)

$ 56.87

03/14/2013

M

15,890

09/15/2012(4)

09/15/2019

Common Stock Class A

15,890

$ 0

7,945

D

Reporting Owners

Reporting Owner Name / Address	Relationships
	Director	10% Owner	Officer	Other
DUFFY TERRENCE A 20 S. WACKER DRIVE CHICAGO, IL 60606	X		Executive Chairman & President

Signatures

By: Margaret Austin Wright For: Terrence Andrew Duffy		03/18/2013
**Signature of Reporting Person		Date

Explanation of Responses:

*	If the form is filed by more than one reporting person, see Instruction 4(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 March 14, 2013, Mr. Duffy sold a total of 39,710 shares of CME Group Class A common stock at an average price of $62.81 per share, including the exercise of options. The price ranges were $62.80 through $62.92. The Company maintains a record of the transactions and copies will be provided upon request.
(2)	On September 15, 2012, this option vested with respect to 50% of the granted number of shares covered by the option.
(3)	On September 15, 2012, this option vested with respect to 25% of the granted number of shares covered by the option.
(4)	On September 15, 2012, this option vested with respect to 75% of the granted number of shares covered by the option.

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