Exhibit 10.1

The following is a description of the retention payment arrangement between
Terrence A. Duffy and CME Group Inc.

On May 14, 2009, the Governance Committee of the Board of Directors (the
“Board”) of CME Group Inc. (the “Company”) recommended to the Board and the
Board approved an extension of Terrence A. Duffy’s term as Executive Chairman.
In accordance with the Company’s bylaws, as amended and restated, Mr. Duffy will
serve as the Executive Chairman until the 2013 Annual Meeting of Shareholders,
subject to his reelection to the Board at the 2010 Annual Meeting of
Shareholders.

The Board also approved a modification to Mr. Duffy’s existing retention payment
to incorporate the extension of his term. Mr. Duffy will be entitled to a
retention payment equal to his current base salary if (i) he is not nominated
for reelection to the Board at the 2010 Annual Meeting, or at the end of his
current term at the 2013 Annual Meeting or any subsequent term, he is willing
and able to serve as Executive Chairman and he is not nominated for reelection
to the Board and/or is not reelected to the position of Executive Chairman, if
he is eligible, or (ii) prior to the 2013 Annual Meeting, he is no longer able
to serve as Executive Chairman resulting from certain regulatory developments
unrelated to his performance. In no event shall Mr. Duffy be entitled to the
retention payment if he has been removed or not reelected because of his breach
of fiduciary duty to the shareholders or because of his willful failure to
fulfill his duties and obligations as Executive Chairman, all as determined by a
majority of the independent, non-industry directors of the Board.

The retention payment will be paid no later than 30 days after the event
triggering the payment.