<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0306</schemaVersion>

    <documentType>5</documentType>

    <periodOfReport>2016-12-31</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <form3HoldingsReported>0</form3HoldingsReported>

    <form4TransactionsReported>0</form4TransactionsReported>

    <issuer>
        <issuerCik>0001156375</issuerCik>
        <issuerName>CME GROUP INC.</issuerName>
        <issuerTradingSymbol>CME</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001212852</rptOwnerCik>
            <rptOwnerName>SHEPARD WILLIAM R</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>20 S. WACKER DR</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>CHICAGO</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60606</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

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            <securityTitle>
                <value>Common Stock Class A</value>
            </securityTitle>
            <transactionDate>
                <value>2012-09-28</value>
            </transactionDate>
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            </transactionTimeliness>
            <transactionAmounts>
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                </transactionShares>
                <transactionPricePerShare>
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                </transactionPricePerShare>
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                </transactionAcquiredDisposedCode>
            </transactionAmounts>
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                    <value>52340.4</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
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                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
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            <transactionDate>
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            </transactionDate>
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                </sharesOwnedFollowingTransaction>
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        <nonDerivativeTransaction>
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        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock Class B3</value>
            </securityTitle>
            <transactionCoding>
                <transactionFormType></transactionFormType>
            </transactionCoding>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by Trust</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock Class B4</value>
            </securityTitle>
            <transactionCoding>
                <transactionFormType></transactionFormType>
            </transactionCoding>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by Trust</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">This Form 5 is being filed to correct the number of shares of CME Group Class A common stock beneficially held by Mr. Shepard. Mr. Shepard acquired a total of 3,114.51 shares of CME Group Class A common stock under a broker directed dividend reinvestment plan (DRIP) on a quarterly basis from 9/28/2010 through 12/29/2014. His total direct ownership, including 3,114.51 shares, is 55,338.69.</footnote>
        <footnote id="F2">Adjusted to account for a subsequent 5 to 1 stock split to reflect current ownership and cost.</footnote>
        <footnote id="F3">Ownership has been updated to reflect the transfer of 136,623 shares of CME Group Class A common stock to Mr. Shepard's trust on December 9, 2016.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>by: Margaret Austin Wright for William R. Shepard</signatureName>
        <signatureDate>2017-02-14</signatureDate>
    </ownerSignature>
</ownershipDocument>
