CME Group Inc.
BG ˙ BUL ˙ US12572Q1058
SecurityBG:MX4A / CME Group Inc.
InstitutionRafferty Asset Management, LLC
Latest Disclosed Ownership87,667 shares
Latest Disclosed Value $ 25,892,448
Rafferty Asset Management, LLC reports 20.31% decrease in ownership of MX4A / CME Group Inc.

On May 15, 2026 - Rafferty Asset Management, LLC filed a 13F-HR form disclosing ownership of 87,667 shares of CME Group Inc. (BG:MX4A) valued at $25,892,448 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 13, 2026 disclosing 110,008 shares of CME Group Inc.. This represents a change in shares of -20.31% 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 87,667 -22,341 -20.31 25,892 -13.81 0.1051
2026-02-13 2025-12-31 13F CME GROUP COM 12572Q105 110,008 -9,917 -8.27 30,041 -7.29 0.1038
2025-11-12 2025-09-30 13F CME GROUP COM 12572Q105 119,925 105 0.09 32,403 -1.88 0.1051
2025-08-14 2025-06-30 13F CME GROUP COM 12572Q105 119,820 1,681 1.42 33,025 5.37 0.1089
2025-05-14 2025-03-31 13F CME GROUP COM 12572Q105 118,139 -8,994 -7.07 31,341 6.15 0.1336
2025-02-14 2024-12-31 13F CME GROUP COM 12572Q105 127,133 5,049 4.14 29,524 9.60 0.1045
2024-11-13 2024-09-30 13F CME GROUP COM 12572Q105 122,084 -4,567 -3.61 26,938 8.19 0.0923
2024-08-13 2024-06-30 13F CME GROUP COM 12572Q105 126,651 19 0.02 24,900 -8.67 0.0924
2024-05-13 2024-03-31 13F CME GROUP COM 12572Q105 126,632 -967 -0.76 27,263 1.45 0.1017
2024-02-13 2023-12-31 13F CME GROUP COM 12572Q105 127,599 6,896 5.71 26,872 11.19 0.1133
2023-11-13 2023-09-30 13F CME GROUP COM 12572Q105 120,703 5,287 4.58 24,167 13.01 0.1420
2023-08-11 2023-06-30 13F CME GROUP COM 12572Q105 115,416 -5,840 -4.82 21,385 -7.91 0.1206
2023-05-11 2023-03-31 13F CME GROUP COM 12572Q105 121,256 -17,311 -12.49 23,223 -0.34 0.1574
2023-02-13 2022-12-31 13F CME GROUP COM 12572Q105 138,567 15,141 12.27 23,301 6.58 0.1951
2022-11-14 2022-09-30 13F CME GROUP COM 12572Q105 123,426 9,413 8.26 21,862 -6.32 0.2327
2022-08-12 2022-06-30 13F CME GROUP COM 12572Q105 114,013 -66,591 -36.87 23,338 -45.67 0.2148
2022-05-13 2022-03-31 13F CME GROUP COM 12572Q105 180,604 -8,741 -4.62 42,958 -0.69 0.2546
2022-02-10 2021-12-31 13F CME GROUP COM 12572Q105 189,345 17,004 9.87 43,258 29.80 0.2277
2021-11-10 2021-09-30 13F CME GROUP COM 12572Q105 172,341 -30,904 -15.21 33,327 -22.90 0.2277
2021-08-10 2021-06-30 13F CME GROUP COM 12572Q105 203,245 23,708 13.21 43,226 17.89 0.2722
2021-05-10 2021-03-31 13F CME GROUP COM 12572Q105 179,537 31,517 21.29 36,667 36.07 0.2505
2021-02-10 2020-12-31 13F CME GROUP COM 12572Q105 148,020 24,687 20.02 26,947 30.59 0.2633
2020-11-13 2020-09-30 13F CME GROUP COM 12572Q105 123,333 49,224 66.42 20,635 71.30 0.2495
2020-08-07 2020-06-30 13F CME GROUP COM 12572Q105 74,109 61,468 486.26 12,046 451.05 0.1697
2020-05-15 2020-03-31 13F CME GROUP COM 12572Q105 12,641 -45,512 -78.26 2,186 -81.27 0.0915
2020-02-10 2019-12-31 13F CME GROUP COM 12572Q105 58,153 4,594 8.58 11,672 3.12 0.1795
2019-11-14 2019-09-30 13F CME GROUP COM 12572Q105 53,559 -7,725 -12.61 11,319 -4.85 0.1770
2019-08-09 2019-06-30 13F CME GROUP COM 12572Q105 61,284 -10,278 -14.36 11,896 1.00 0.2091
2019-05-15 2019-03-31 13F CME GROUP COM CL A 12572Q105 71,562 10,056 16.35 11,778 1.79 0.1895
2019-02-11 2018-12-31 13F CME GROUP COM CL A 12572Q105 61,506 -18,567 -23.19 11,571 -15.10 0.2524
2018-11-09 2018-09-30 13F CME GROUP COM CL A 12572Q105 80,073 -9,055 -10.16 13,629 -6.71 0.2112
2018-08-14 2018-06-30 13F CME GROUP COM CL A 12572Q105 89,128 2,537 2.93 14,610 4.32 0.2183
2018-05-15 2018-03-31 13F CME GROUP COM CL A 12572Q105 86,591 12,485 16.85 14,005 29.40 0.2075
2018-02-14 2017-12-31 13F CME GROUP COM CL A 12572Q105 74,106 17,424 30.74 10,823 40.72 0.1870
2017-11-13 2017-09-30 13F CME GROUP COM 12572Q105 56,682 6,355 12.63 7,691 22.02 0.1725
2017-08-11 2017-06-30 13F CME GROUP COM 12572Q105 50,327 -11,047 -18.00 6,303 -13.55 0.1809
2017-05-11 2017-03-31 13F CME GROUP COM 12572Q105 61,374 44,351 260.54 7,291 271.23 0.1607
2017-02-13 2016-12-31 13F CME GROUP COM 12572Q105 17,023 -4,711 -21.68 1,964 -13.56 0.0900
2016-11-14 2016-09-30 13F CME GROUP COM 12572Q105 21,734 -14,750 -40.43 2,272 -36.07 0.0830
2016-08-09 2016-06-30 13F CME GROUP COM 12572Q105 36,484 -5,817 -13.75 3,554 -12.53 0.2403
2016-05-12 2016-03-31 13F CME GROUP COM 12572Q105 42,301 13,960 49.26 4,063 56.63 0.2208
2016-02-12 2015-12-31 13F CME GROUP COM 12572Q105 28,341 -2,172 -7.12 2,594 -8.34 0.3121
2015-11-12 2015-09-30 13F CME GROUP COM 12572Q105 30,513 15,561 104.07 2,830 103.45 0.2235
2015-08-12 2015-06-30 13F CME GROUP COM 12572Q105 14,952 -3,301 -18.08 1,391 -19.55 0.0934
2015-05-14 2015-03-31 13F CME GROUP COM 12572Q105 18,253 8,792 92.93 1,729 106.08 0.1303
2015-02-13 2014-12-31 13F CME GROUP COM 12572Q105 9,461 -1,951 -17.10 839 -8.00 0.1904
2014-11-14 2014-09-30 13F CME GROUP COM 12572Q105 11,412 -4,147 -26.65 912 -17.39 0.0981
2014-08-13 2014-06-30 13F CME GROUP COM 12572Q105 15,559 11,792 313.03 1,104 295.70 0.2124
2014-05-14 2014-03-31 13F CME GROUP COM 12572Q105 3,767 -2,483 -39.73 279 -43.06 0.0578
2014-02-06 2013-12-31 13F CME GROUP COM 12572Q105 6,250 -3,389 -35.16 490 -31.18 0.1172
2013-11-08 2013-09-30 13F CME GROUP COM 12572Q105 9,639 -4,066 -29.67 712 -31.60 0.1375
2013-08-13 2013-06-30 13F CME GROUP COM 12572Q105 13,705 13,705 1,041 0.1434
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.