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) Chairman and CEO (Last) (First) (Middle) 20 S. WACKER DRIVE 3. Date of Earliest Transaction (Month/Day/Year) 03/15/2019 (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 03/15/2019   A   13,124 (1) A $ 0 108,776 D   Common Stock Class A 03/15/2019   F   5,814 (2) D $ 170.14 102,962 D   Common Stock Class A 03/15/2019   A   13,124 (1) A $ 0 116,086 D   Common Stock Class A 03/15/2019   F   5,814 (2) D $ 170.14 110,272 D   Common Stock Class A 03/15/2019   F   10 (3) D $ 170.14 110,262 D   Common Stock Class A 03/15/2019   F   613 (3) D $ 170.14 109,649 D   Common Stock Class A 03/15/2019   A   4,408 (4) A $ 0 114,057 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

Reporting Owners

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

Signatures

By: Margaret Austin Wright For: Terrence A. Duffy		03/19/2019
**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)	Represents shares earned from a 2015 performance share award based on the company's achievement of net income margin growth relative to the diversified financial services index of the S&P 500 and total shareholder return relative to the S&P 500 measured over 2016-2018.
(2)	Mr. Duffy surrendered shares to the Company in order to fulfill tax withholding obligations in connection with the receipt of the performance share award.
(3)	Mr. Duffy surrendered shares to the Company in order to fulfill tax withholding obligations upon the vesting of restricted stock on 3/15/19.
(4)	On March 15, 2019, Mr. Duffy received a performance grant of 4,408 shares of restricted stock based upon the company's achievement of relative total shareholder return relative to the S&P 500 for 2018.

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