Exhibit 99.1

Consent of Greenhill & Co., LLC

We hereby consent to the inclusion of our opinion letter, dated January 20, 2015, to the Special Committee of the Board of Directors of GFI Group Inc. (“GFI”) as Annex D to, and to the description of such opinion and to the references to our name under the headings “Update to the GFI Merger—Update to Background of the Merger,” and “Update to the GFI Merger—Opinion of Special Committee’s Financial Advisor,” in, the supplement to the proxy statement/prospectus, submitted for filing on January 23, 2015, relating to the proposed merger of GFI with an affiliate of CME Group Inc. (“CME”), which proxy statement/prospectus is a part of the Registration Statement on Form S-4 of CME, as amended. In giving the foregoing consent, we do not admit (1) that we come within the category of persons whose consent is required under Section 7 of the Securities Act of 1933, as amended (the “Securities Act”), or the rules and regulations of the Securities and Exchange Commission (the “Commission”) promulgated thereunder, or (2) that we are experts with respect to any part of the Registration Statement within the meaning of the term “experts” as used in the Securities Act and the rules and regulations of the Commission promulgated thereunder.

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