Net change in defined benefit plans arising during the period

[Table of Contents](#i8b61521b6679450490d14f6570be754a_7)CME GROUP INC. AND SUBSIDIARIESCONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME(in millions)(unaudited)

|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
|  |  | Quarter Ended |  | Six Months Ended |
|  |  | June 30, |  | June 30, |
|  |  | 2022 |  | 2021 |  | 2022 |  | 2021 |
| Net income |  | $ | 662.5  |  |  | $ | 510.6  |  |  | $ | 1,373.5  |  |  | $ | 1,085.4  |  |
| Other comprehensive income (loss), net of tax: |  |  |  |  |  |  |  |  |
| Investment securities: |  |  |  |  |  |  |  |  |
| Net unrealized holding gains (losses) arising during the period |  | (1.0) |  |  | 0.4  |  |  | (2.3) |  |  | (0.7) |  |
|  |  |  |  |  |  |  |  |  |
| Income tax benefit (expense) |  | 0.3  |  |  | (0.1) |  |  | 0.6  |  |  | 0.2  |  |
| Investment securities, net |  | (0.7) |  |  | 0.3  |  |  | (1.7) |  |  | (0.5) |  |
| Defined benefit plans: |  |  |  |  |  |  |  |  |
| Net change in defined benefit plans arising during the period |  | —  |  |  | —  |  |  | (3.7) |  |  | —  |  |
| Amortization of net actuarial (gains) losses included in compensation and benefits expense |  | 0.3  |  |  | 1.1  |  |  | 0.6  |  |  | 2.2  |  |
| Income tax benefit (expense) |  | (0.1) |  |  | (0.3) |  |  | 0.8  |  |  | (0.6) |  |
| Defined benefit plans, net |  | 0.2  |  |  | 0.8  |  |  | (2.3) |  |  | 1.6  |  |
| Derivative investments: |  |  |  |  |  |  |  |  |
|  |  |  |  |  |  |  |  |  |
|  |  |  |  |  |  |  |  |  |
| Reclassification of net unrealized (gains) losses to interest expense and other non-operating income (expense) |  | (0.9) |  |  | (0.3) |  |  | (0.1) |  |  | (0.6) |  |
| Income tax benefit (expense) |  | 0.2  |  |  | 0.1  |  |  | —  |  |  | 0.2  |  |
| Derivative investments, net |  | (0.7) |  |  | (0.2) |  |  | (0.1) |  |  | (0.4) |  |
| Foreign currency translation: |  |  |  |  |  |  |  |  |
| Foreign currency translation adjustments |  | (58.5) |  |  | 21.6  |  |  | (81.1) |  |  | (29.6) |  |
|  |  |  |  |  |  |  |  |  |
|  |  |  |  |  |  |  |  |  |
| Foreign currency translation, net |  | (58.5) |  |  | 21.6  |  |  | (81.1) |  |  | (29.6) |  |
| Other comprehensive income (loss), net of tax |  | (59.7) |  |  | 22.5  |  |  | (85.2) |  |  | (28.9) |  |
| Comprehensive income |  | 602.8  |  |  | 533.1  |  |  | 1,288.3  |  |  | 1,056.5  |  |
| Less: comprehensive (income) loss attributable to non-controlling interests |  | —  |  |  | (0.3) |  |  | —  |  |  | (0.7) |  |
| Comprehensive income attributable to CME Group |  | $ | 602.8  |  |  | $ | 532.8  |  |  | $ | 1,288.3  |  |  | $ | 1,055.8  |  |

See accompanying notes to unaudited consolidated financial statements.7
