Ownership Submission
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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(Print or Type Responses)
1. Name and Address of Reporting Person *
Newsome James E
   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
_____ Officer (give title below) _____ Other (specify below)
(Last)
(First)
(Middle)
20 S. WACKER DRIVE		 3. Date of Earliest Transaction (Month/Day/Year)
08/22/2008
(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 08/22/2008   A   4,443 A (1) 4,443 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() $ 248.11 08/24/2008   A   32,103   08/25/2008(2) 11/23/2008 Common Stock Class A 32,103 $ 0 32,103 D  
Non-Qualified Stock Options (right to buy) $ 500.3 08/24/2008   A   9,630   08/25/2008(2) 11/23/2008 Common Stock Class A 9,630 $ 0 9,630 D  

Reporting Owners

Reporting Owner Name / Address Relationships
 Director  10% Owner  Officer  Other
Newsome James E
20 S. WACKER DRIVE
CHICAGO, IL 60606		   X      

Signatures

 /s/Margaret C. Austin for James Newsome   08/26/2008
**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) See remarks below.
(2) In connection with the merger, the vesting of these options was accelerated and they are 100% vested.
 
Remarks:
(1) Received in exchange for shares of NYMEX Holdings, Inc. ("NYMEX Holdings") common stock in connection with the merger (the "Merger") of NYMEX Holdings with and into CMEG NY Inc. ("Merger Sub"), a Delaware corporation and a direct, wholly-owned subsidiary of CME Group Inc. ("CME Group" or the "Company"). Pursuant to the agreement governing the merger, at the effective time of the Merger, all outstanding NYMEX Holdings equity awards, (including outstanding stock options and restricted stock units) granted under or pursuant to the NYMEX Holdings, Inc. 2006 Omnibus Long-Term Incentive Plan (the "Plan"), whether or not exercisable, were assumed by the Company and automatically became equity awards to purchase shares of CME Group Class A Common stock on the same terms and conditions applicable to such NYMEX Holdings equity awards, unless otherwise accelerated in connection with the Merger. The number of shares of CME Group Class A common stock issuable upon exercise of each such equity award is equal to the number of NYMEX Holdings common stock subject to the assumed award immediately prior to the effective time of the Merger multiplied by 0.2378. The effective time of the Merger was prior to the market opening on August 22, 2008. Immediately prior to the Merger, Mr. Newsome held 33,250 restricted stock units of NYMEX Holdings which were subject to accelerated vesting and then converted into CME Group Class A common stock using the foregoing exchange ratio. Mr. Newsome also owned options to purchase 175,500 shares of NYMEX Holdings common stock in the aggregate.

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