Sec Form 4/A Filing - STEELE ROBERT H @ CME GROUP INC. - 2008-08-22

FORM 4/A 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 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 STEELE ROBERT H 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 (MM/DD/YY) 08/22/2008 (Street) CHICAGO, IL60606 4. If Amendment, Date Original Filed (MM/DD/YY) 08/26/2008 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 (MM/DD/YY) 2A. Deemed Execution Date, if any (MM/DD/YY) 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 298 ( 1 ) A 298 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 (MM/DD/YY) 3A. Deemed Execution Date, if any (MM/DD/YY) 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 (MM/DD/YY) 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 STEELE ROBERT H 20 S. WACKER DRIVE CHICAGO, IL60606 X Signatures By: Margaret C. Austin For: Robert Steele 01/29/2009 Signature of Reporting Person Date

Explanation of Responses:

( 1 )On August 26, 2008, due to a difference in rounding in connection with the conversion described below, the Form 4 mistakenly reported the acquisition of an additional 2 shares that did not in fact occur. As of August 22, 2008, the reporting person owned 298 shares of common stock, rather than the 300 shares originally reported. ( 2 )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

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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