SEC Form 4

FORM 4		UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934 or Section 30(h) of the Investment Company Act of 1940	OMB APPROVAL OMB Number: 3235-0287 Estimated average burden hours per response: 0.5
	Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).

1. Name and Address of Reporting Person* Suskind Dennis (Last) (First) (Middle) ONE NORTH END AVENUE WORLD FINANCIAL CENTER (Street) NEW YORK NY 10282 (City) (State) (Zip)	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)
	3. Date of Earliest Transaction (Month/Day/Year) 08/22/2008
	4. If Amendment, Date of 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

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		300	A	(1)	300	D

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 Securities Underlying Derivative Security (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: 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

Explanation of Responses:

1. (1) See remarks.

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. Suskind held 1,262 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.

	/s/Margaret C. Austin for Dennis Suskind	08/26/2008
	** Signature of Reporting Person	Date
Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly.
* 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).
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