CME Group Inc.
BG ˙ BUL ˙ US12572Q1058
SecurityBG:MX4A / CME Group Inc.
InstitutionCalamos Advisors LLC
Latest Disclosed Ownership40,526 shares
Latest Disclosed Value $ 11,969,354
Calamos Advisors LLC reports 5.48% increase in ownership of MX4A / CME Group Inc.

On May 4, 2026 - Calamos Advisors LLC filed a 13F-HR form disclosing ownership of 40,526 shares of CME Group Inc. (BG:MX4A) valued at $11,969,354 USD as of March 31, 2026. The entity filed a previous 13F-HR on January 29, 2026 disclosing 38,420 shares of CME Group Inc.. This represents a change in shares of 5.48% during the quarter.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-04 2026-03-31 13F CME GROUP COM 12572Q105 40,526 2,106 5.48 11,969 14.09 0.0422
2026-01-29 2025-12-31 13F CME GROUP COM 12572Q105 38,420 -1,558 -3.90 10,492 -2.87 0.0394
2025-10-20 2025-09-30 13F CME GROUP COM 12572Q105 39,978 0 0.00 10,802 -1.97 0.0399
2025-08-08 2025-06-30 13F CME GROUP COM 12572Q105 39,978 0 0.00 11,019 3.89 0.0434
2025-04-29 2025-03-31 13F CME GROUP COM 12572Q105 39,978 495 1.25 10,606 15.66 0.0462
2025-01-24 2024-12-31 13F CME GROUP COM 12572Q105 39,483 0 0.00 9,169 5.26 0.0383
2024-11-07 2024-09-30 13F CME GROUP COM 12572Q105 39,483 -969 -2.40 8,712 9.54 0.0377
2024-07-25 2024-06-30 13F CME GROUP COM 12572Q105 40,452 -1,477 -3.52 7,953 -11.90 0.0353
2024-05-08 2024-03-31 13F CME GROUP COM 12572Q105 41,929 -1,055 -2.45 9,027 -0.29 0.0428
2024-01-31 2023-12-31 13F CME GROUP COM 12572Q105 42,984 -561 -1.29 9,052 3.83 0.0439
2023-10-26 2023-09-30 13F CME GROUP COM 12572Q105 43,545 0 0.00 8,719 8.06 0.0453
2023-07-28 2023-06-30 13F CME GROUP COM 12572Q105 43,545 0 0.00 8,068 -3.25 0.0399
2023-05-04 2023-03-31 13F CME GROUP COM 12572Q105 43,545 -5,444 -11.11 8,340 1.24 0.0407
2023-01-26 2022-12-31 13F CME GROUP COM 12572Q105 48,989 -8,662 -15.02 8,238 -19.34 0.0386
2022-10-24 2022-09-30 13F CME GROUP COM 12572Q105 57,651 0 0.00 10,212 -13.46 0.0467
2022-08-01 2022-06-30 13F CME GROUP COM 12572Q105 57,651 1,553 2.77 11,801 -11.56 0.0509
2022-05-03 2022-03-31 13F CME GROUP COM 12572Q105 56,098 7,477 15.38 13,343 20.12 0.0501
2022-02-01 2021-12-31 13F CME GROUP COM 12572Q105 48,621 1,882 4.03 11,108 22.90 0.0415
2021-10-26 2021-09-30 13F CME GROUP COM 12572Q105 46,739 4,124 9.68 9,038 -0.28 0.0395
2021-07-22 2021-06-30 13F CME GROUP COM 12572Q105 42,615 9,693 29.44 9,063 34.79 0.0414
2021-04-12 2021-03-31 13F CME GROUP COM 12572Q105 32,922 1,017 3.19 6,724 15.77 0.0367
2021-01-27 2020-12-31 13F CME GROUP COM 12572Q105 31,905 -1,425 -4.28 5,808 4.16 0.0337
2020-10-26 2020-09-30 13F CME GROUP COM 12572Q105 33,330 -2,921 -8.06 5,576 -5.36 0.0359
2020-07-27 2020-06-30 13F CME GROUP COM 12572Q105 36,251 -2,316 -6.01 5,892 -11.65 0.0416
2020-04-28 2020-03-31 13F CME GROUP COM 12572Q105 38,567 -3,253 -7.78 6,669 -20.55 0.0523
2020-01-15 2019-12-31 13F CME GROUP COMMON STOCK 12572Q105 41,820 -651 -1.53 8,394 -6.48 0.0415
2019-10-21 2019-09-30 13F CME GROUP COMMON STOCK 12572Q105 42,471 3,718 9.59 8,976 19.33 0.0489
2019-08-07 2019-06-30 13F CME GROUP COMMON STOCK 12572Q105 38,753 1,929 5.24 7,522 24.13 0.0418
2019-04-12 2019-03-31 13F CME GROUP COMMON STOCK 12572Q105 36,824 368 1.01 6,060 -11.64 0.0378
2019-01-24 2018-12-31 13F CME GROUP COMMON STOCK 12572Q105 36,456 5,458 17.61 6,858 29.98 0.0453
2018-10-22 2018-09-30 13F CME GROUP COMMON STOCK 12572Q105 30,998 30,998 5,276 0.0290
2018-07-17 2018-06-30 13F CME GROUP COMMON STOCK 12572Q105 0 -1,430 -100.00 0 -100.00
2018-04-13 2018-03-31 13F CME GROUP COMMON STOCK 12572Q105 1,430 0 0.00 232 11.00 0.0015
2018-02-13 2017-12-31 13F CME GROUP COMMON STOCK 12572Q105 1,430 1,430 209 0.0011
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.