CME Group Inc.
BG ˙ BUL ˙ US12572Q1058
SecurityBG:MX4A / CME Group Inc.
InstitutionGraham Capital Management, L.P.
Latest Disclosed Ownership77,801 shares
Latest Disclosed Value $ 22,978,525
Graham Capital Management, L.P. reports 2.79% decrease in ownership of MX4A / CME Group Inc.

On May 15, 2026 - Graham Capital Management, L.P. filed a 13F-HR form disclosing ownership of 77,801 shares of CME Group Inc. (BG:MX4A) valued at $22,978,525 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 17, 2026 disclosing 80,032 shares of CME Group Inc.. This represents a change in shares of -2.79% 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)
2026-05-15 2026-03-31 13F CME GROUP COM 12572Q105 77,801 -2,231 -2.79 22,979 5.14 0.5550
2026-02-17 2025-12-31 13F CME GROUP COM 12572Q105 80,032 3,338 4.35 21,855 5.47 0.5230
2025-11-14 2025-09-30 13F CME GROUP COM 12572Q105 76,694 -10,655 -12.20 20,722 -13.93 0.3280
2025-08-14 2025-06-30 13F CME GROUP COM 12572Q105 87,349 12,349 16.47 24,075 21.00 0.3638
2025-05-15 2025-03-31 13F CME GROUP COM 12572Q105 75,000 0 0.00 19,897 14.23 0.3481
2025-02-14 2024-12-31 13F CME GROUP COM 12572Q105 75,000 -1,088 -1.43 17,417 3.75 0.2617
2024-11-14 2024-09-30 13F CME GROUP COM 12572Q105 76,088 -937 -1.22 16,789 10.86 0.2891
2024-08-14 2024-06-30 13F CME GROUP COM 12572Q105 77,025 2,025 2.70 15,143 -6.21 0.3293
2024-05-15 2024-03-31 13F CME GROUP COM 12572Q105 75,000 0 0.00 16,147 2.22 0.3041
2024-02-14 2023-12-31 13F CME GROUP COM 12572Q105 75,000 -573 -0.76 15,795 4.39 0.3499
2023-11-22 2023-09-30 13F CME GROUP COM 12572Q105 75,573 573 0.76 15,131 8.89 0.3554
2023-08-14 2023-06-30 13F CME GROUP COM 12572Q105 75,000 -8 -0.01 13,897 -3.26 0.4013
2023-05-15 2023-03-31 13F CME GROUP COM 12572Q105 75,008 -14,849 -16.53 14,366 -4.93 0.4367
2023-02-14 2022-12-31 13F CME GROUP COM 12572Q105 89,857 11,168 14.19 15,110 8.41 0.4590
2022-11-14 2022-09-30 13F CME GROUP COM 12572Q105 78,689 -4,208 -5.08 13,938 -17.86 0.5515
2022-08-15 2022-06-30 13F CME GROUP COM 12572Q105 82,897 3,756 4.75 16,969 -9.85 0.6871
2022-05-16 2022-03-31 13F CME GROUP CO 12572Q105 79,141 4,141 5.52 18,824 9.86 0.6497
2022-02-14 2021-12-31 13F CME GROUP CO 12572Q105 75,000 0 0.00 17,134 18.14 0.7297
2021-11-15 2021-09-30 13F CME GROUP CO 12572Q105 75,000 0 0.00 14,503 -9.08 0.7381
2021-08-16 2021-06-30 13F CME GROUP COM 12572Q105 75,000 0 0.00 15,951 4.14 0.8349
2021-05-17 2021-03-31 13F CME GROUP COM 12572Q105 75,000 0 0.00 15,317 12.19 0.6816
2021-02-16 2020-12-31 13F CME GROUP COM 12572Q105 75,000 0 0.00 13,653 8.81 0.5011
2020-11-16 2020-09-30 13F CME GROUP COM 12572Q105 75,000 45,000 150.00 12,548 157.34 0.4322
2020-08-14 2020-06-30 13F CME GROUP COM 12572Q105 30,000 0 0.00 4,876 -6.00 0.2347
2020-05-15 2020-03-31 13F CME GROUP COM 12572Q105 30,000 0 0.00 5,187 -13.85 0.3661
2020-02-14 2019-12-31 13F CME GROUP COM 12572Q105 30,000 0 0.00 6,021 -5.03 0.2195
2019-11-14 2019-09-30 13F CME GROUP COM 12572Q105 30,000 0 0.00 6,340 8.88 0.2069
2019-08-14 2019-06-30 13F CME GROUP COM 12572Q105 30,000 0 0.00 5,823 17.95 0.1712
2019-05-15 2019-03-31 13F CME GROUP COM CL A 12572Q105 30,000 0 0.00 4,937 -12.51 0.2653
2019-02-14 2018-12-31 13F CME GROUP COM CL A 12572Q105 30,000 0 0.00 5,643 10.52 0.2487
2018-11-14 2018-09-30 13F CME GROUP COM CL A 12572Q105 30,000 0 0.00 5,106 3.84 0.1063
2018-08-14 2018-06-30 13F CME GROUP COM CL A 12572Q105 30,000 0 0.00 4,917 1.34 0.1832
2018-05-15 2018-03-31 13F/A-1 CME GROUP COM CL A 12572Q105 30,000 0 0.00 4,852 10.73 0.2597
2018-05-15 2018-03-31 13F CME GROUP COM CL A 12572Q105 30,000 0 4,852
2018-02-14 2017-12-31 13F CME GROUP COM CL A 12572Q105 30,000 0 0.00 4,382 7.67 0.1142
2017-11-14 2017-09-30 13F CME GROUP COM CL A 12572Q105 30,000 0 0.00 4,070 8.33 0.0854
2017-08-14 2017-06-30 13F CME GROUP COM 12572Q105 30,000 0 0.00 3,757 5.42 0.0985
2017-05-15 2017-03-31 13F CME GROUP COM 12572Q105 30,000 0 0.00 3,564 2.98 0.1400
2017-02-14 2016-12-31 13F CME GROUP COM 12572Q105 30,000 0 0.00 3,461 10.36 0.1415
2016-11-14 2016-09-30 13F CME GROUP COM 12572Q105 30,000 0 0.00 3,136 7.32 0.1009
2016-08-15 2016-06-30 13F CME GROUP COM 12572Q105 30,000 0 0.00 2,922 1.39 0.1505
2016-05-16 2016-03-31 13F CME GROUP COM 12572Q105 30,000 0 0.00 2,882 6.03 0.3089
2016-02-16 2015-12-31 13F CME GROUP COM 12572Q105 30,000 0 0.00 2,718 -2.30 0.4958
2015-11-16 2015-09-30 13F CME GROUP COM 12572Q105 30,000 0 0.00 2,782 -0.36 0.3348
2015-08-14 2015-06-30 13F CME GROUP COM 12572Q105 30,000 0 0.00 2,792 4.96 0.1546
2015-02-18 2014-12-31 13F CME GROUP COM 12572Q105 30,000 -300 -0.99 2,660 9.78 0.1135
2014-11-14 2014-09-30 13F CME GROUP COM 12572Q105 30,300 100 0.33 2,423 13.07 0.1069
2014-08-13 2014-06-30 13F CME GROUP COM 12572Q105 30,200 -200 -0.66 2,143 -4.76 0.0645
2014-05-14 2014-03-31 13F CME GROUP COM 12572Q105 30,400 300 1.00 2,250 -4.74 0.1229
2014-02-13 2013-12-31 13F CME GROUP COM 12572Q105 30,100 -100 -0.33 2,362 5.87 0.1277
2013-11-12 2013-09-30 13F CME GROUP COM 12572Q105 30,200 100 0.33 2,231 -2.45 0.1370
2013-08-06 2013-06-30 13F CME GROUP COM 12572Q105 30,100 30,100 2,287 0.1507
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.