CME GROUP INC

Ticker: CME CUSIP: 12572Q105 Class: COM

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

Note: Option positions (PUT/CALL) are excluded.

Q4 2015

Shares 2,263 Value ($000) $205 Avg Close $62.99 Range $57.97 - $66.70

Q3 2015

Shares 24,563 Value ($000) $2,278 Avg Close $63.10 Range $55.90 - $66.86

Q2 2015

Shares 71,500 Value ($000) $6,654 Avg Close $61.61 Range $58.17 - $65.77

Q1 2015

Shares 86,900 Value ($000) $8,230 Avg Close $60.87 Range $54.73 - $66.34

Q4 2014

Shares 82,000 Value ($000) $7,269 Avg Close $54.29 Range $48.48 - $60.28

Q3 2014

Shares 94,600 Value ($000) $7,564 Avg Close $47.90 Range $44.25 - $53.41

Q2 2014

Shares 62,200 Value ($000) $4,413 Avg Close $44.44 Range $41.87 - $47.27

Q1 2014

Shares 68,110 Value ($000) $5,041 Avg Close $47.34 Range $44.17 - $50.09

Q4 2013

Shares 74,910 Value ($000) $5,877 Avg Close $47.43 Range $43.19 - $51.40

Q3 2013

Shares 73,810 Value ($000) $5,453 Avg Close $44.25 Range $42.16 - $46.84

Q2 2013

Shares 79,510 Value ($000) $6,041 Avg Close $39.16 Range $34.77 - $47.64

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2015	2,263	$205	$62.99	$57.97 - $66.70
Q3 2015	24,563	$2,278	$63.10	$55.90 - $66.86
Q2 2015	71,500	$6,654	$61.61	$58.17 - $65.77
Q1 2015	86,900	$8,230	$60.87	$54.73 - $66.34
Q4 2014	82,000	$7,269	$54.29	$48.48 - $60.28
Q3 2014	94,600	$7,564	$47.90	$44.25 - $53.41
Q2 2014	62,200	$4,413	$44.44	$41.87 - $47.27
Q1 2014	68,110	$5,041	$47.34	$44.17 - $50.09
Q4 2013	74,910	$5,877	$47.43	$43.19 - $51.40
Q3 2013	73,810	$5,453	$44.25	$42.16 - $46.84
Q2 2013	79,510	$6,041	$39.16	$34.77 - $47.64