<SEC-DOCUMENT>0001156375-22-000322.txt : 20221219
<SEC-HEADER>0001156375-22-000322.hdr.sgml : 20221219
<ACCEPTANCE-DATETIME>20221219123224
ACCESSION NUMBER:		0001156375-22-000322
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20221215
FILED AS OF DATE:		20221219
DATE AS OF CHANGE:		20221219

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			Tully Sean
		CENTRAL INDEX KEY:			0001619542

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-31553
		FILM NUMBER:		221470338

	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>4
<SEQUENCE>1
<FILENAME>wf-form4_167147112620580.xml
<DESCRIPTION>FORM 4
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2022-12-15</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001619542</rptOwnerCik>
            <rptOwnerName>Tully Sean</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>20 S. 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 Hd Rates &amp; OTC</officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock Class A</value>
            </securityTitle>
            <transactionDate>
                <value>2022-12-15</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>122</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>155.22</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>22087</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">Reflects shares of CME Group Class A common stock purchased by Mr. Tully in our Employee Stock Purchase Plan (&quot;ESPP&quot;) pursuant to his election made on May 19, 2022 for the ESPP purchase period of June 16, 2022 through December 15, 2022.  In accordance with the terms of the ESPP, these shares were purchased based on 90% of the closing price of CME Group's Class A common stock on December 15, 2022.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>By:  Jenelle Chalmers For:  Sean Peter Tully</signatureName>
        <signatureDate>2022-12-19</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
