Item 9.01 Financial Statements and Exhibits.

(a) Financial Statements of business acquired.

The unaudited consolidated financial statements of NYMEX Holdings as of December 31, 2007 and 2006, and for each of the years in the three-year period ended December 31, 2007, and the independent registered public accounting firm's reports related thereto, were previously filed as Exhibit 99.1 to CME Group Inc.'s Current Report on Form 8-K, filed with the SEC on August 1, 2008, File No. 001-31553.

The unaudited consolidated financial statements of NYMEX Holdings as of June 30, 2008, and for the quarter and six months ended June 30, 2008 and 2007, were previously filed as Exhibit 99.1 to CME Group Inc.'s Current Report on Form 8-K, filed with the SEC on September 15, 2008, File No. 001-31553.

(b) Pro forma financial information.

The unaudited pro forma condensed combined financial information of CME Group as of June 30, 2008 and December 31, 2007, and for the six months ended June 30, 2008, is incorporated herein by reference to Exhibit 99.1 hereto.

(d) Exhibits

See Exhibit Index.

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