Director/PDMR Shareholding

London Stock Exchange Group PLC
31 May 2006


NOTIFICATION OF TRANSACTIONS OF DIRECTORS, PERSONS DISCHARGING MANAGERIAL
RESPONSIBILITY OR CONNECTED PERSONS

This form is intended for use by an issuer to make a RIS notification required
by DR 3.1.4R(1).


(1)      An issuer making a notification in respect of a transaction relating to the shares or debentures
         of the issuer should complete boxes 1 to 16, 23 and 24.
(2)      An issuer making a notification in respect of a derivative relating to the shares of the issuer
         should complete boxes 1 to 4, 6, 8, 13, 14, 16, 23 and 24.
(3)      An issuer making a notification in respect of options granted to a director/person discharging
         managerial responsibilities should complete boxes 1 to 3 and 17 to 24.
(4)      An issuer making a notification in respect of a financial instrument relating to the shares of
         the issuer (other than a debenture) should complete boxes 1 to 4, 6, 8, 9, 11, 13, 14, 16, 23 and
         24.



Please complete all relevant boxes in block capital letters.



1. Name of the issuer

London Stock Exchange Group plc

2. State whether the notification relates to (i) a transaction notified in
accordance with DR 3.1.4R(1)(a); or

(ii) DR 3.1.4(R)(1)(b) a disclosure made in accordance with section 324 (as
     extended by section 328) of the Companies Act 1985; or

(iii) both (i) and (ii)

(ii) DR 3.1.4(R)(1)(b) a disclosure made in accordance with section 324 (as
     extended by section 328) of the Companies Act 1985; or

3. Name of person discharging managerial responsibilities/director

Clara Furse and Jonathan Howell

4. State whether notification relates to a person connected with a person
discharging managerial responsibilities/director named in 3 and identify the
connected person

N/A

5. Indicate whether the notification is in respect of a holding of the person
referred to in 3 or 4 above or in respect of a non-beneficial interest

N/A

6. Description of shares (including class), debentures or derivatives or
financial instruments relating to shares

Ordinary shares of 6 79/86p each

7. Name of registered shareholders(s) and, if more than one, the number of
shares held by each of them

Mourant & Co. Trustees Limited as trustees of the London Stock Exchange Employee
Benefit Trust of which the said directors are potential beneficiaries (the '
Trust').

8 State the nature of the transaction

Purchase of shares by the Employee Benefit Trust to satisfy the future exercise
or vesting of share options and share awards granted under the Company's
employee share schemes.



The said directors are amongst the potential beneficiaries of the Trust and are
regarded for Companies Act purposes as being interested in all the London Stock
Exchange Group plc ordinary shares purchased and held by the Trust, although the
shares held by the Trust are also held for the benefit of other employees and
former employees of the Company. Despite the technical interest in the shares, a
director will only be entitled to receive that number of shares to which he or
she would be entitled on exercise of an award or option which has been granted
to him or her.

9. Number of shares, debentures or financial instruments relating to shares
acquired

343,052

10. Percentage of issued class acquired (treasury shares of that class should
not be taken into account when calculating percentage)

0.16%

11. Number of shares, debentures or financial instruments relating to shares
disposed

N/A

12. Percentage of issued class disposed (treasury shares of that class should
not be taken into account when calculating percentage)

N/A

13. Price per share or value of transaction

343,052 @ £ 11.085532

14. Date and place of transaction

30 May 2006

15. Total holding following notification and total percentage holding following
notification (any treasury shares should not be taken into account when
calculating percentage)

Number of shares:          1,029,182
Percentage:                    0.48%

16. Date issuer informed of transaction

30 May 2006

If a person discharging managerial responsibilities has been granted options by
the issuer complete the following boxes



17 Date of grant

N/A

18. Period during which or date on which it can be exercised

N/A

19. Total amount paid (if any) for grant of the option

N/A

20. Description of shares or debentures involved (class and number)

N/A

21. Exercise price (if fixed at time of grant) or indication that price is to be
fixed at the time of exercise

N/A

22. Total number of shares or debentures over which options held following
notification

N/A

23. Any additional information

N/A

24. Name of contact and telephone number for queries

Lisa Condron, Company Secretary Tel: [phone]

Name and signature of duly authorised officer of issuer responsible for making
notification

Lisa Condron

Date of notification

31 May 2006

END


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