df = pd.DataFrame({'C': [20, 20, 20, 20, 10, 10, 10, 30, 30, 30],
                   'C2': [20, 20, 20, 20, 10, 10, 10, 30, 30, 30],
                   'D': [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]})

df_dictionary = df.groupby(["C", "C2"])

second_dict = dict()

for key, df_values in df_dictionary:
    print(len(df_values.index))

for key[0], df_values in df_dictionary.iteritems():
    second_dict.setdefault(key, []).extend(df_values.index)