<SEC-DOCUMENT>0001156375-22-000131.txt : 20220317
<SEC-HEADER>0001156375-22-000131.hdr.sgml : 20220317
<ACCEPTANCE-DATETIME>20220317164322
ACCESSION NUMBER:		0001156375-22-000131
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20220315
FILED AS OF DATE:		20220317
DATE AS OF CHANGE:		20220317

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			Sprague Suzanne
		CENTRAL INDEX KEY:			0001914409

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-31553
		FILM NUMBER:		22749162

	MAIL ADDRESS:	
		STREET 1:		20 SOUTH WACKER DRIVE
		STREET 2:		18S
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CME GROUP INC.
		CENTRAL INDEX KEY:			0001156375
		STANDARD INDUSTRIAL CLASSIFICATION:	SECURITY & COMMODITY BROKERS, DEALERS, EXCHANGES & SERVICES [6200]
		IRS NUMBER:				364459170
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	BUSINESS ADDRESS:	
		STREET 1:		20 S. WACKER DR.
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606
		BUSINESS PHONE:		3129301000

	MAIL ADDRESS:	
		STREET 1:		20 S. WACKER DR.
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CHICAGO MERCANTILE EXCHANGE HOLDINGS INC
		DATE OF NAME CHANGE:	20010802
</SEC-HEADER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>wf-form4_164754978486082.xml
<DESCRIPTION>FORM 4
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2022-03-15</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001914409</rptOwnerCik>
            <rptOwnerName>Sprague Suzanne</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>20 SOUTH WACKER DRIVE</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>CHICAGO</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60606</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Sr MD Global Head of Clearing</officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock Class A</value>
            </securityTitle>
            <transactionDate>
                <value>2022-03-15</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>222</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>232</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2640</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock Class A</value>
            </securityTitle>
            <transactionDate>
                <value>2022-03-15</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>F</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>66</value>
                    <footnoteId id="F2"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>232</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2574</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock Class A</value>
            </securityTitle>
            <transactionDate>
                <value>2022-03-15</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>1020</value>
                    <footnoteId id="F3"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>232</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>3594</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">Represents shares earned from a 2018 performance share award based on the company's achievement of total shareholder return relative to the S&amp;P 500 measured over 2019-2021.</footnote>
        <footnote id="F2">Ms. Sprague surrendered shares to the Company in order to fulfill tax withholding obligations in connection with the receipt of the performance share award.</footnote>
        <footnote id="F3">On March 15, 2022, the reporting person was granted restricted shares, vesting in four equal annual installments on the first four anniversaries of the grant date, subject to the restricted share agreement.</footnote>
    </footnotes>

    <remarks>EXHIBIT LIST: EX-24 Suzanne Sprague POA</remarks>

    <ownerSignature>
        <signatureName>By: Jenelle Chalmers For: Suzanne Sprague</signatureName>
        <signatureDate>2022-03-17</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
