<SEC-DOCUMENT>0001156375-22-000161.txt : 20220527
<SEC-HEADER>0001156375-22-000161.hdr.sgml : 20220527
<ACCEPTANCE-DATETIME>20220527080800
ACCESSION NUMBER:		0001156375-22-000161
CONFORMED SUBMISSION TYPE:	5
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20211231
FILED AS OF DATE:		20220527
DATE AS OF CHANGE:		20220527

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			Mulchrone Patrick J
		CENTRAL INDEX KEY:			0001812174

	FILING VALUES:
		FORM TYPE:		5
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-31553
		FILM NUMBER:		22972620

	MAIL ADDRESS:	
		STREET 1:		20 S. WACKER DR.
		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>5
<SEQUENCE>1
<FILENAME>wf-form5_165365326722752.xml
<DESCRIPTION>FORM 5
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0306</schemaVersion>

    <documentType>5</documentType>

    <periodOfReport>2021-12-31</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>0001812174</rptOwnerCik>
            <rptOwnerName>Mulchrone Patrick J</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>
            <officerTitle></officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock Class A</value>
            </securityTitle>
            <transactionDate>
                <value>2021-11-12</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>5</transactionFormType>
                <transactionCode>G</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>25000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>25701</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock Class A</value>
            </securityTitle>
            <transactionDate>
                <value>2021-11-12</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>5</transactionFormType>
                <transactionCode>G</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>25000</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>25000</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by Spouse</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">This transaction represented a gift of securities from the reporting person to his spouse on November 12, 2021.  The reporting person disclaims beneficial ownership of the shares held by his spouse, and this report shall not be deemed as an admission that the reporting person is the beneficial owner of his spouse's shares for purposes of Section 16 or for any other purpose.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>By: Margaret Austin Wright For: Patrick J. Mulchrone</signatureName>
        <signatureDate>2022-05-27</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
