<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2020 Workiva-->
<!--r:3fdcef3c-465e-46e0-8929-2def0efc3a54,g:6951bbc3-6a53-494f-b2e6-b34b5ec98b4e-->
<link:linkbase xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xbrldt="http://xbrl.org/2005/xbrldt" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd">
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/all" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#all"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#hypercube-dimension"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-default"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-domain"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/domain-member" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#domain-member"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/Cover" xlink:type="simple" xlink:href="cme-20200930.xsd#Cover"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/Cover" xlink:type="extended" id="i2a36706eb7d547c1b2c2b6e4e8943599_Cover">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentType_e20d64ea-4d3a-4402-ac15-35ea7bc4c287" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentType"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_DocumentType_e20d64ea-4d3a-4402-ac15-35ea7bc4c287" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentQuarterlyReport_d024a187-c5f7-43de-9530-97e6b2800bd3" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentQuarterlyReport"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_DocumentQuarterlyReport_d024a187-c5f7-43de-9530-97e6b2800bd3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_28e3da60-ec96-4bb4-9dde-a2ee53e35b49" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentPeriodEndDate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_DocumentPeriodEndDate_28e3da60-ec96-4bb4-9dde-a2ee53e35b49" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentTransitionReport_70b8f07d-0a92-44d2-af31-55d90ea2f502" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentTransitionReport"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_DocumentTransitionReport_70b8f07d-0a92-44d2-af31-55d90ea2f502" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFileNumber_388cd3ef-d1d9-40ec-a238-cff372febffd" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityFileNumber"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityFileNumber_388cd3ef-d1d9-40ec-a238-cff372febffd" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_e4bfbee0-4c00-4d99-9b94-f89def60e738" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityRegistrantName"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityRegistrantName_e4bfbee0-4c00-4d99-9b94-f89def60e738" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityIncorporationStateCountryCode_69fc7c6f-36f7-4917-bede-c91a01ec0452" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityIncorporationStateCountryCode"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityIncorporationStateCountryCode_69fc7c6f-36f7-4917-bede-c91a01ec0452" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityTaxIdentificationNumber_6d6a38eb-fa47-4afe-9e98-506aa1c6e93e" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityTaxIdentificationNumber"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityTaxIdentificationNumber_6d6a38eb-fa47-4afe-9e98-506aa1c6e93e" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine1_5b6b9f1c-6002-43e7-b2c9-a826ec85543d" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityAddressAddressLine1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityAddressAddressLine1_5b6b9f1c-6002-43e7-b2c9-a826ec85543d" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_b2c5d64e-5d2c-4271-8795-395bb43b1472" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityAddressCityOrTown"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityAddressCityOrTown_b2c5d64e-5d2c-4271-8795-395bb43b1472" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_333fccfe-87cb-4469-871a-86a3538a6d70" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityAddressStateOrProvince"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityAddressStateOrProvince_333fccfe-87cb-4469-871a-86a3538a6d70" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_3ce6811f-7bd5-4731-8ab6-248287225a57" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityAddressPostalZipCode"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityAddressPostalZipCode_3ce6811f-7bd5-4731-8ab6-248287225a57" xlink:type="arc" order="11"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_97b4a6d4-8a52-4077-a90c-ec30da67cd66" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_CityAreaCode"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_CityAreaCode_97b4a6d4-8a52-4077-a90c-ec30da67cd66" xlink:type="arc" order="12"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_218d6978-b4e5-4b63-9623-e9338cef642c" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_LocalPhoneNumber"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_LocalPhoneNumber_218d6978-b4e5-4b63-9623-e9338cef642c" xlink:type="arc" order="13"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCurrentReportingStatus_a9c56f9e-e209-4aa9-9b33-d053b4f54f86" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityCurrentReportingStatus"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityCurrentReportingStatus_a9c56f9e-e209-4aa9-9b33-d053b4f54f86" xlink:type="arc" order="14"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityInteractiveDataCurrent_fddcdcb7-25b9-4192-9922-9c028e88e8d5" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityInteractiveDataCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityInteractiveDataCurrent_fddcdcb7-25b9-4192-9922-9c028e88e8d5" xlink:type="arc" order="15"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFilerCategory_3d8e6636-c59f-45b5-bfb8-62092834edd0" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityFilerCategory"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityFilerCategory_3d8e6636-c59f-45b5-bfb8-62092834edd0" xlink:type="arc" order="16"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntitySmallBusiness_bb7a1832-845a-4251-83bd-8da5a0531b9f" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntitySmallBusiness"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntitySmallBusiness_bb7a1832-845a-4251-83bd-8da5a0531b9f" xlink:type="arc" order="17"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityEmergingGrowthCompany_810a9109-e99c-4add-9233-9a6311bc0e13" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityEmergingGrowthCompany"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityEmergingGrowthCompany_810a9109-e99c-4add-9233-9a6311bc0e13" xlink:type="arc" order="18"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityShellCompany_4ea3a86e-6c8b-4915-91fd-00f975c8163a" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityShellCompany"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityShellCompany_4ea3a86e-6c8b-4915-91fd-00f975c8163a" xlink:type="arc" order="19"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCommonStockSharesOutstanding_9c350303-2986-4ed5-8ee2-7490bed2cf4d" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityCommonStockSharesOutstanding"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityCommonStockSharesOutstanding_9c350303-2986-4ed5-8ee2-7490bed2cf4d" xlink:type="arc" order="20"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_Security12bTitle_5ab15a7d-6af8-48fc-bde7-12eb92d67e3d" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_Security12bTitle"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_Security12bTitle_5ab15a7d-6af8-48fc-bde7-12eb92d67e3d" xlink:type="arc" order="21"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol_ff01829e-9bec-4ea1-97f9-a30b28e48621" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_TradingSymbol"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_TradingSymbol_ff01829e-9bec-4ea1-97f9-a30b28e48621" xlink:type="arc" order="22"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SecurityExchangeName_117865c1-4d87-4c6e-9170-1eadbeb0a457" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_SecurityExchangeName"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_SecurityExchangeName_117865c1-4d87-4c6e-9170-1eadbeb0a457" xlink:type="arc" order="23"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentFiscalPeriodFocus_b11e06d9-3b25-446a-aeec-e1b921690f86" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentFiscalPeriodFocus"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_DocumentFiscalPeriodFocus_b11e06d9-3b25-446a-aeec-e1b921690f86" xlink:type="arc" order="24"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentFiscalYearFocus_daf7114a-ef16-434d-864f-0b1cfbe5c058" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentFiscalYearFocus"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_DocumentFiscalYearFocus_daf7114a-ef16-434d-864f-0b1cfbe5c058" xlink:type="arc" order="25"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CurrentFiscalYearEndDate_35671d6a-15d2-4f53-8f75-92e7724a549e" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_CurrentFiscalYearEndDate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_CurrentFiscalYearEndDate_35671d6a-15d2-4f53-8f75-92e7724a549e" xlink:type="arc" order="26"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCentralIndexKey_685471be-d6fc-4a14-8a70-7e589543884d" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityCentralIndexKey"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_EntityCentralIndexKey_685471be-d6fc-4a14-8a70-7e589543884d" xlink:type="arc" order="27"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AmendmentFlag_babcc770-01e0-4403-a8df-27508a2dbfe0" xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_AmendmentFlag"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_dei_AmendmentFlag_babcc770-01e0-4403-a8df-27508a2dbfe0" xlink:type="arc" order="28"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_cb818425-5d5c-493a-a12c-bae742149800" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_ac98a84d-c715-450f-9e4d-48f750efec59" xlink:to="loc_us-gaap_StatementTable_cb818425-5d5c-493a-a12c-bae742149800" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_e308401c-86bb-4ec2-9bf0-effc9b512d09" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_cb818425-5d5c-493a-a12c-bae742149800" xlink:to="loc_us-gaap_StatementClassOfStockAxis_e308401c-86bb-4ec2-9bf0-effc9b512d09" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_e308401c-86bb-4ec2-9bf0-effc9b512d09_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_e308401c-86bb-4ec2-9bf0-effc9b512d09" xlink:to="loc_us-gaap_ClassOfStockDomain_e308401c-86bb-4ec2-9bf0-effc9b512d09_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_3314296f-0cf7-49fe-9c83-d26c3e9814c2" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_e308401c-86bb-4ec2-9bf0-effc9b512d09" xlink:to="loc_us-gaap_ClassOfStockDomain_3314296f-0cf7-49fe-9c83-d26c3e9814c2" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonClassAMember_9ca39c57-cca1-47f1-87df-ef0751634713" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonClassAMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_3314296f-0cf7-49fe-9c83-d26c3e9814c2" xlink:to="loc_us-gaap_CommonClassAMember_9ca39c57-cca1-47f1-87df-ef0751634713" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_ClassBCommonStockClassB1Member_e9dd3529-39ee-4418-a4fd-293939ce76ec" xlink:href="cme-20200930.xsd#cme_ClassBCommonStockClassB1Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_3314296f-0cf7-49fe-9c83-d26c3e9814c2" xlink:to="loc_cme_ClassBCommonStockClassB1Member_e9dd3529-39ee-4418-a4fd-293939ce76ec" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_ClassBCommonStockClassB2Member_84b04932-2402-4122-a029-c8191f889321" xlink:href="cme-20200930.xsd#cme_ClassBCommonStockClassB2Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_3314296f-0cf7-49fe-9c83-d26c3e9814c2" xlink:to="loc_cme_ClassBCommonStockClassB2Member_84b04932-2402-4122-a029-c8191f889321" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_ClassBCommonStockClassB3Member_a3c31aa8-4f9a-4157-9e32-db6369291392" xlink:href="cme-20200930.xsd#cme_ClassBCommonStockClassB3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_3314296f-0cf7-49fe-9c83-d26c3e9814c2" xlink:to="loc_cme_ClassBCommonStockClassB3Member_a3c31aa8-4f9a-4157-9e32-db6369291392" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_ClassBCommonStockClassB4Member_aef62dff-e17f-415c-b74b-e6989c6f7cda" xlink:href="cme-20200930.xsd#cme_ClassBCommonStockClassB4Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_3314296f-0cf7-49fe-9c83-d26c3e9814c2" xlink:to="loc_cme_ClassBCommonStockClassB4Member_aef62dff-e17f-415c-b74b-e6989c6f7cda" xlink:type="arc" order="4"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedBalanceSheets" xlink:type="simple" xlink:href="cme-20200930.xsd#ConsolidatedBalanceSheets"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedBalanceSheets" xlink:type="extended" id="id2023bdcb9aa41a2bd4dd5206dcf5e07_ConsolidatedBalanceSheets">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_a618a139-c2df-48c6-999e-f01162b75952" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AssetsAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_a618a139-c2df-48c6-999e-f01162b75952" xlink:to="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_480c8d7d-83e6-4114-9ab9-b58541d67f14" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_480c8d7d-83e6-4114-9ab9-b58541d67f14" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MarketableSecuritiesCurrent_0baf4b78-aae3-4607-91c0-7c4563139816" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_MarketableSecuritiesCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_MarketableSecuritiesCurrent_0baf4b78-aae3-4607-91c0-7c4563139816" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsReceivableNetCurrent_461abee5-cd07-4098-8673-4f34ae45d16c" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AccountsReceivableNetCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_AccountsReceivableNetCurrent_461abee5-cd07-4098-8673-4f34ae45d16c" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssetsCurrent_a1c06942-5e48-48c7-b967-46cc7a82aa76" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherAssetsCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_OtherAssetsCurrent_a1c06942-5e48-48c7-b967-46cc7a82aa76" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodFaithAndMarginDepositsWithBrokerDealers_50df3dfa-26c8-4b43-a85f-5ed86fed711d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_GoodFaithAndMarginDepositsWithBrokerDealers"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_GoodFaithAndMarginDepositsWithBrokerDealers_50df3dfa-26c8-4b43-a85f-5ed86fed711d" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsCurrent_012327c3-fb4b-4f1c-82c0-efbcb520ce73" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AssetsCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_AssetsCurrent_012327c3-fb4b-4f1c-82c0-efbcb520ce73" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentNet_538a9fba-f519-4268-9baa-452c70d30698" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_PropertyPlantAndEquipmentNet"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentNet_538a9fba-f519-4268-9baa-452c70d30698" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_Intangibleassetstradingproducts_ef3918fa-8da8-4675-b8d5-c0439d9b71f0" xlink:href="cme-20200930.xsd#cme_Intangibleassetstradingproducts"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_cme_Intangibleassetstradingproducts_ef3918fa-8da8-4675-b8d5-c0439d9b71f0" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherIndefiniteLivedIntangibleAssets_dc77feb7-34de-407f-bef6-c45f095477b5" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherIndefiniteLivedIntangibleAssets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_OtherIndefiniteLivedIntangibleAssets_dc77feb7-34de-407f-bef6-c45f095477b5" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Goodwill_0af0d1c1-56cb-444f-983b-36954d008d95" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_Goodwill"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_Goodwill_0af0d1c1-56cb-444f-983b-36954d008d95" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssetsNoncurrent_eef0e0ef-9140-4857-9261-f29123dfc1db" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherAssetsNoncurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_OtherAssetsNoncurrent_eef0e0ef-9140-4857-9261-f29123dfc1db" xlink:type="arc" order="11"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_49594b1e-133f-4067-9201-10969319bb84" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_Assets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_25d732c3-68ac-473b-8b64-b074f418e781" xlink:to="loc_us-gaap_Assets_49594b1e-133f-4067-9201-10969319bb84" xlink:type="arc" order="12"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LiabilitiesAndStockholdersEquityAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_a618a139-c2df-48c6-999e-f01162b75952" xlink:to="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableCurrent_888bd9a2-c2c7-4e02-9123-c970a7a569b9" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AccountsPayableCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:to="loc_us-gaap_AccountsPayableCurrent_888bd9a2-c2c7-4e02-9123-c970a7a569b9" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherLiabilitiesCurrent_384c1ed0-41cf-44ba-b43d-f8eccb2744a0" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherLiabilitiesCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:to="loc_us-gaap_OtherLiabilitiesCurrent_384c1ed0-41cf-44ba-b43d-f8eccb2744a0" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent_81de97ce-5cf6-4406-917f-d2acad467833" xlink:href="cme-20200930.xsd#cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:to="loc_cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent_81de97ce-5cf6-4406-917f-d2acad467833" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesCurrent_60e174b0-93b3-4bd4-9787-87ed30fe4e28" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LiabilitiesCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:to="loc_us-gaap_LiabilitiesCurrent_60e174b0-93b3-4bd4-9787-87ed30fe4e28" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnsecuredLongTermDebt_1d9d1ac5-b2bd-483b-9089-65dfc347285c" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_UnsecuredLongTermDebt"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:to="loc_us-gaap_UnsecuredLongTermDebt_1d9d1ac5-b2bd-483b-9089-65dfc347285c" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DeferredIncomeTaxLiabilitiesNet_33bfef5f-d30f-46f0-9907-f787450e1b85" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DeferredIncomeTaxLiabilitiesNet"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:to="loc_us-gaap_DeferredIncomeTaxLiabilitiesNet_33bfef5f-d30f-46f0-9907-f787450e1b85" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherLiabilitiesNoncurrent_9428b4b8-a06d-4ecc-9b9b-69057419870e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherLiabilitiesNoncurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:to="loc_us-gaap_OtherLiabilitiesNoncurrent_9428b4b8-a06d-4ecc-9b9b-69057419870e" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_7c23c53b-b8c9-4f79-aed4-16c2b2136562" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_Liabilities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:to="loc_us-gaap_Liabilities_7c23c53b-b8c9-4f79-aed4-16c2b2136562" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityAbstract_61aa1f55-619e-49a8-8259-b3c0e9ffcfb6" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockholdersEquityAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:to="loc_us-gaap_StockholdersEquityAbstract_61aa1f55-619e-49a8-8259-b3c0e9ffcfb6" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockValue_0c78c771-33bf-4101-9081-254aa01b0923" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_PreferredStockValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_61aa1f55-619e-49a8-8259-b3c0e9ffcfb6" xlink:to="loc_us-gaap_PreferredStockValue_0c78c771-33bf-4101-9081-254aa01b0923" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockValueOutstanding_45810ed5-a934-407b-ad72-ebbc7d042d0f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonStockValueOutstanding"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_61aa1f55-619e-49a8-8259-b3c0e9ffcfb6" xlink:to="loc_us-gaap_CommonStockValueOutstanding_45810ed5-a934-407b-ad72-ebbc7d042d0f" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdditionalPaidInCapitalCommonStock_58751694-2ff1-43b1-a672-f43ac113e092" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AdditionalPaidInCapitalCommonStock"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_61aa1f55-619e-49a8-8259-b3c0e9ffcfb6" xlink:to="loc_us-gaap_AdditionalPaidInCapitalCommonStock_58751694-2ff1-43b1-a672-f43ac113e092" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedEarningsAccumulatedDeficit_179ba3be-39dd-4551-b5ee-5341c6623705" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_RetainedEarningsAccumulatedDeficit"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_61aa1f55-619e-49a8-8259-b3c0e9ffcfb6" xlink:to="loc_us-gaap_RetainedEarningsAccumulatedDeficit_179ba3be-39dd-4551-b5ee-5341c6623705" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_644d1b8c-7a76-4660-8534-5bfb3ee92555" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_61aa1f55-619e-49a8-8259-b3c0e9ffcfb6" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_644d1b8c-7a76-4660-8534-5bfb3ee92555" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity_4bee4dfa-5081-4e42-a34a-6098345e3fb5" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockholdersEquity"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_61aa1f55-619e-49a8-8259-b3c0e9ffcfb6" xlink:to="loc_us-gaap_StockholdersEquity_4bee4dfa-5081-4e42-a34a-6098345e3fb5" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MinorityInterest_b9227c08-9ff5-4660-8292-bb9a3d423eec" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_MinorityInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_61aa1f55-619e-49a8-8259-b3c0e9ffcfb6" xlink:to="loc_us-gaap_MinorityInterest_b9227c08-9ff5-4660-8292-bb9a3d423eec" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_7eb9647c-3705-4c54-8975-aabc583321c6" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_61aa1f55-619e-49a8-8259-b3c0e9ffcfb6" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_7eb9647c-3705-4c54-8975-aabc583321c6" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquity_7e72eed9-60f2-44c5-8f50-432f58155051" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LiabilitiesAndStockholdersEquity"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_26a8fd2f-5169-4f77-b30a-292d0191bc17" xlink:to="loc_us-gaap_LiabilitiesAndStockholdersEquity_7e72eed9-60f2-44c5-8f50-432f58155051" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_f1334840-0d89-425d-a045-2891e0c92fa7" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_a618a139-c2df-48c6-999e-f01162b75952" xlink:to="loc_us-gaap_StatementTable_f1334840-0d89-425d-a045-2891e0c92fa7" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_ed38ce33-8ecd-4dd3-baf3-e0665c079876" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_f1334840-0d89-425d-a045-2891e0c92fa7" xlink:to="loc_us-gaap_StatementClassOfStockAxis_ed38ce33-8ecd-4dd3-baf3-e0665c079876" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_ed38ce33-8ecd-4dd3-baf3-e0665c079876_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_ed38ce33-8ecd-4dd3-baf3-e0665c079876" xlink:to="loc_us-gaap_ClassOfStockDomain_ed38ce33-8ecd-4dd3-baf3-e0665c079876_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_ddccbe65-3855-4b2e-84e6-fe18afc21ce9" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_ed38ce33-8ecd-4dd3-baf3-e0665c079876" xlink:to="loc_us-gaap_ClassOfStockDomain_ddccbe65-3855-4b2e-84e6-fe18afc21ce9" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonClassAMember_3b1ee3b1-03e3-410c-942f-339548d8d1cb" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonClassAMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_ddccbe65-3855-4b2e-84e6-fe18afc21ce9" xlink:to="loc_us-gaap_CommonClassAMember_3b1ee3b1-03e3-410c-942f-339548d8d1cb" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonClassBMember_384a0e62-272f-4bc6-9eae-59f20528fd57" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonClassBMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_ddccbe65-3855-4b2e-84e6-fe18afc21ce9" xlink:to="loc_us-gaap_CommonClassBMember_384a0e62-272f-4bc6-9eae-59f20528fd57" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedBalanceSheetsParenthetical" xlink:type="simple" xlink:href="cme-20200930.xsd#ConsolidatedBalanceSheetsParenthetical"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedBalanceSheetsParenthetical" xlink:type="extended" id="i535fa9260e614ca88fbc7df3e3eb8676_ConsolidatedBalanceSheetsParenthetical">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AllowanceForDoubtfulAccountsReceivableCurrent_f7a3e67d-3eb8-455c-aae0-5d36ae73da7d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AllowanceForDoubtfulAccountsReceivableCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_AllowanceForDoubtfulAccountsReceivableCurrent_f7a3e67d-3eb8-455c-aae0-5d36ae73da7d" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RestrictedCashAndCashEquivalentsAtCarryingValue_c71e5eed-fc99-4cbd-912a-dad2bfdd57f3" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_RestrictedCashAndCashEquivalentsAtCarryingValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_RestrictedCashAndCashEquivalentsAtCarryingValue_c71e5eed-fc99-4cbd-912a-dad2bfdd57f3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedDepreciationDepletionAndAmortizationPropertyPlantAndEquipment_d0175d35-1230-4a13-863d-e9919907dbf3" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AccumulatedDepreciationDepletionAndAmortizationPropertyPlantAndEquipment"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_AccumulatedDepreciationDepletionAndAmortizationPropertyPlantAndEquipment_d0175d35-1230-4a13-863d-e9919907dbf3" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RestrictedCashAndCashEquivalentsNoncurrent_a80b3864-6969-48dd-9cc6-5069fa3c9688" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_RestrictedCashAndCashEquivalentsNoncurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_RestrictedCashAndCashEquivalentsNoncurrent_a80b3864-6969-48dd-9cc6-5069fa3c9688" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockParOrStatedValuePerShare_c6a427d1-0cbd-4be3-a8b3-b047e29f58ba" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_PreferredStockParOrStatedValuePerShare"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_PreferredStockParOrStatedValuePerShare_c6a427d1-0cbd-4be3-a8b3-b047e29f58ba" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesAuthorized_e48e554e-6661-470c-927f-e9ff546b57cd" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_PreferredStockSharesAuthorized"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_PreferredStockSharesAuthorized_e48e554e-6661-470c-927f-e9ff546b57cd" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesIssued_0a6f6008-d916-48e2-9c04-e14fb2ee8a68" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_PreferredStockSharesIssued"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_PreferredStockSharesIssued_0a6f6008-d916-48e2-9c04-e14fb2ee8a68" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesOutstanding_6b815595-4069-4715-96c3-a526e5ed5484" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_PreferredStockSharesOutstanding"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_PreferredStockSharesOutstanding_6b815595-4069-4715-96c3-a526e5ed5484" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockParOrStatedValuePerShare_ea2242e4-1045-41f1-9657-90af06347378" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonStockParOrStatedValuePerShare"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_CommonStockParOrStatedValuePerShare_ea2242e4-1045-41f1-9657-90af06347378" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesAuthorized_79009b1f-c0c3-4727-8d3f-9eacc9b94421" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonStockSharesAuthorized"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_CommonStockSharesAuthorized_79009b1f-c0c3-4727-8d3f-9eacc9b94421" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesIssued_198adc8e-73d4-4efb-903a-81a9ddd79665" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonStockSharesIssued"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_CommonStockSharesIssued_198adc8e-73d4-4efb-903a-81a9ddd79665" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesOutstanding_1a68554f-5868-4dc8-bb4e-20761df131ca" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonStockSharesOutstanding"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_CommonStockSharesOutstanding_1a68554f-5868-4dc8-bb4e-20761df131ca" xlink:type="arc" order="11"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_d34a0e2f-9720-4848-bdcd-fb2bd9e30930" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_45016a82-f26b-4ede-a807-961e8b485c26" xlink:to="loc_us-gaap_StatementTable_d34a0e2f-9720-4848-bdcd-fb2bd9e30930" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_f56d293e-13f4-405c-84ad-ff5f15d3d92f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_d34a0e2f-9720-4848-bdcd-fb2bd9e30930" xlink:to="loc_us-gaap_StatementClassOfStockAxis_f56d293e-13f4-405c-84ad-ff5f15d3d92f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_f56d293e-13f4-405c-84ad-ff5f15d3d92f_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_f56d293e-13f4-405c-84ad-ff5f15d3d92f" xlink:to="loc_us-gaap_ClassOfStockDomain_f56d293e-13f4-405c-84ad-ff5f15d3d92f_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_7d789207-be21-40b3-b2aa-3d5c96d4adba" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_f56d293e-13f4-405c-84ad-ff5f15d3d92f" xlink:to="loc_us-gaap_ClassOfStockDomain_7d789207-be21-40b3-b2aa-3d5c96d4adba" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockMember_c5cb0a7e-6cad-417f-8855-8fff4f0499ea" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_PreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_7d789207-be21-40b3-b2aa-3d5c96d4adba" xlink:to="loc_us-gaap_PreferredStockMember_c5cb0a7e-6cad-417f-8855-8fff4f0499ea" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonClassAMember_c55746af-bbd4-4b56-871d-f34aecd0b950" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonClassAMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_7d789207-be21-40b3-b2aa-3d5c96d4adba" xlink:to="loc_us-gaap_CommonClassAMember_c55746af-bbd4-4b56-871d-f34aecd0b950" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonClassBMember_4125150d-4311-483f-951c-2a757978a988" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonClassBMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_7d789207-be21-40b3-b2aa-3d5c96d4adba" xlink:to="loc_us-gaap_CommonClassBMember_4125150d-4311-483f-951c-2a757978a988" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfIncome" xlink:type="simple" xlink:href="cme-20200930.xsd#ConsolidatedStatementsOfIncome"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfIncome" xlink:type="extended" id="i5d373ae642434268a8797b4019d36f92_ConsolidatedStatementsOfIncome">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_71dcb9d9-7912-4192-b34c-7b59d780b0d3" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_1a5895a8-a56d-48a3-9e4f-6ea2be607ad5" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_71dcb9d9-7912-4192-b34c-7b59d780b0d3" xlink:to="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_1a5895a8-a56d-48a3-9e4f-6ea2be607ad5" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_33fdfd76-e54e-4016-ac8c-3685042c9bd2" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_71dcb9d9-7912-4192-b34c-7b59d780b0d3" xlink:to="loc_us-gaap_StatementTable_33fdfd76-e54e-4016-ac8c-3685042c9bd2" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ProductOrServiceAxis_ed63cd2c-8582-4417-bb3b-b689309efd07" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_ProductOrServiceAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_33fdfd76-e54e-4016-ac8c-3685042c9bd2" xlink:to="loc_srt_ProductOrServiceAxis_ed63cd2c-8582-4417-bb3b-b689309efd07" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ProductsAndServicesDomain_ed63cd2c-8582-4417-bb3b-b689309efd07_default" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_ProductsAndServicesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ProductOrServiceAxis_ed63cd2c-8582-4417-bb3b-b689309efd07" xlink:to="loc_srt_ProductsAndServicesDomain_ed63cd2c-8582-4417-bb3b-b689309efd07_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ProductsAndServicesDomain_420fa2be-a96e-4ed5-b58a-3afb0da209a6" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_ProductsAndServicesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ProductOrServiceAxis_ed63cd2c-8582-4417-bb3b-b689309efd07" xlink:to="loc_srt_ProductsAndServicesDomain_420fa2be-a96e-4ed5-b58a-3afb0da209a6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_ClearingandtransactionfeesMember_91cf119c-9615-4c8a-96d1-6e907f5ccb6e" xlink:href="cme-20200930.xsd#cme_ClearingandtransactionfeesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_420fa2be-a96e-4ed5-b58a-3afb0da209a6" xlink:to="loc_cme_ClearingandtransactionfeesMember_91cf119c-9615-4c8a-96d1-6e907f5ccb6e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_MarketDataMember_d2fc1960-ebbc-46c6-bffe-3d07e183f8a3" xlink:href="cme-20200930.xsd#cme_MarketDataMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_420fa2be-a96e-4ed5-b58a-3afb0da209a6" xlink:to="loc_cme_MarketDataMember_d2fc1960-ebbc-46c6-bffe-3d07e183f8a3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_OtherRevenueMember_5862cf7e-9ebf-4c9b-89c6-905c22ae4482" xlink:href="cme-20200930.xsd#cme_OtherRevenueMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_420fa2be-a96e-4ed5-b58a-3afb0da209a6" xlink:to="loc_cme_OtherRevenueMember_5862cf7e-9ebf-4c9b-89c6-905c22ae4482" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsofComprehensiveIncome" xlink:type="simple" xlink:href="cme-20200930.xsd#ConsolidatedStatementsofComprehensiveIncome"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsofComprehensiveIncome" xlink:type="extended" id="id48f81ac6fcf4e599432e27ad7f245a3_ConsolidatedStatementsofComprehensiveIncome"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfShareholdersEquity" xlink:type="simple" xlink:href="cme-20200930.xsd#ConsolidatedStatementsOfShareholdersEquity"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfShareholdersEquity" xlink:type="extended" id="i101e1619bb714e3ea3ecf1edad2170f9_ConsolidatedStatementsOfShareholdersEquity">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesOutstanding_374dcc41-b2ad-4d7c-9155-bd3d0be8f40f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonStockSharesOutstanding"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_CommonStockSharesOutstanding_374dcc41-b2ad-4d7c-9155-bd3d0be8f40f" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity_c84f20fc-5617-4987-8eb1-0071e5fe1da9" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockholdersEquity"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockholdersEquity_c84f20fc-5617-4987-8eb1-0071e5fe1da9" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NonredeemableNoncontrollingInterest_9aad47d1-d863-4a41-a77f-1ad6bac07419" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_NonredeemableNoncontrollingInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_NonredeemableNoncontrollingInterest_9aad47d1-d863-4a41-a77f-1ad6bac07419" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_d0356fd5-2c27-4d06-b11e-aac6f21c1866" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_d0356fd5-2c27-4d06-b11e-aac6f21c1866" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_61fa442a-1772-492d-b817-8eebb4e121fe" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_NetIncomeLossAttributableToNoncontrollingInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_61fa442a-1772-492d-b817-8eebb4e121fe" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLoss_5db295e9-818c-4a60-a5dd-57efbb49895b" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_NetIncomeLoss"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_NetIncomeLoss_5db295e9-818c-4a60-a5dd-57efbb49895b" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss_3efc1909-11fa-432d-b191-0dc93c28adb9" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ProfitLoss"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_ProfitLoss_3efc1909-11fa-432d-b191-0dc93c28adb9" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_45460207-6390-42c8-ae6e-85f7b1673fff" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_45460207-6390-42c8-ae6e-85f7b1673fff" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsCash_6f3626e0-f30c-4f44-920c-d15e27da0c27" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DividendsCash"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_DividendsCash_6f3626e0-f30c-4f44-920c-d15e27da0c27" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_ImpactOfAccountingStandardsUpdateAdoption_7392f6e6-4b0e-45bc-af08-d268761488cd" xlink:href="cme-20200930.xsd#cme_ImpactOfAccountingStandardsUpdateAdoption"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_cme_ImpactOfAccountingStandardsUpdateAdoption_7392f6e6-4b0e-45bc-af08-d268761488cd" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MinorityInterestPeriodIncreaseDecrease_a2cb415c-5cc6-493a-8e38-225a2a6dc44e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_MinorityInterestPeriodIncreaseDecrease"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_MinorityInterestPeriodIncreaseDecrease_a2cb415c-5cc6-493a-8e38-225a2a6dc44e" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised_220405f3-6216-4950-9d47-6b003f4990ac" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised_220405f3-6216-4950-9d47-6b003f4990ac" xlink:type="arc" order="11"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueStockOptionsExercised_8f656c19-00b6-4961-aae5-5bf7b0e4e7ce" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueStockOptionsExercised"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueStockOptionsExercised_8f656c19-00b6-4961-aae5-5bf7b0e4e7ce" xlink:type="arc" order="12"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesRestrictedStockAwardNetOfForfeitures_fabfd9eb-d1e8-446e-ba52-1d994448a705" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesRestrictedStockAwardNetOfForfeitures"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesRestrictedStockAwardNetOfForfeitures_fabfd9eb-d1e8-446e-ba52-1d994448a705" xlink:type="arc" order="13"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures_cfafdcd3-1020-48cb-9f98-38ea10e46fca" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures_cfafdcd3-1020-48cb-9f98-38ea10e46fca" xlink:type="arc" order="14"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesOther_700a93b6-7dde-4f59-b44f-f85e7090137d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesOther"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesOther_700a93b6-7dde-4f59-b44f-f85e7090137d" xlink:type="arc" order="15"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueOther_2a67ea29-8ca2-4efc-a319-e3e57bbaa465" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueOther"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueOther_2a67ea29-8ca2-4efc-a319-e3e57bbaa465" xlink:type="arc" order="16"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesEmployeeStockPurchasePlans_6f0e5128-93b2-45cc-a9b7-e53a96d5ce16" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesEmployeeStockPurchasePlans"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesEmployeeStockPurchasePlans_6f0e5128-93b2-45cc-a9b7-e53a96d5ce16" xlink:type="arc" order="17"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueEmployeeStockPurchasePlan_95aa96a3-dc8d-4705-8dda-a0fa6969f835" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueEmployeeStockPurchasePlan"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueEmployeeStockPurchasePlan_95aa96a3-dc8d-4705-8dda-a0fa6969f835" xlink:type="arc" order="18"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockGrantedDuringPeriodValueSharebasedCompensationGross_9c30d1a7-3b2d-493b-afe3-ee91967372d3" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockGrantedDuringPeriodValueSharebasedCompensationGross"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StockGrantedDuringPeriodValueSharebasedCompensationGross_9c30d1a7-3b2d-493b-afe3-ee91967372d3" xlink:type="arc" order="19"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesOutstanding_ad7baf33-a932-496f-8644-29458451a28e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonStockSharesOutstanding"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity_ef17a032-ab06-4581-9f20-a2359fd9298b" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockholdersEquity"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NonredeemableNoncontrollingInterest_8653d5d4-b2c1-4e18-84c4-dc279ade06a8" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_NonredeemableNoncontrollingInterest"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_cffa7322-83ff-40bf-8ad8-52a05d305534" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_ee83ab6d-9cf7-4b77-a7fd-09d3a3879101" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_6c343eae-b325-4dfc-850e-d8164b8139af" xlink:to="loc_us-gaap_StatementTable_ee83ab6d-9cf7-4b77-a7fd-09d3a3879101" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_d2737b4d-2640-4ae0-a08c-4be678c69c56" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_ee83ab6d-9cf7-4b77-a7fd-09d3a3879101" xlink:to="loc_us-gaap_StatementClassOfStockAxis_d2737b4d-2640-4ae0-a08c-4be678c69c56" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_d2737b4d-2640-4ae0-a08c-4be678c69c56_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_d2737b4d-2640-4ae0-a08c-4be678c69c56" xlink:to="loc_us-gaap_ClassOfStockDomain_d2737b4d-2640-4ae0-a08c-4be678c69c56_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_a8d70a24-06e9-4370-99ce-9a8d694f6946" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_d2737b4d-2640-4ae0-a08c-4be678c69c56" xlink:to="loc_us-gaap_ClassOfStockDomain_a8d70a24-06e9-4370-99ce-9a8d694f6946" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonClassAMember_a87bbd80-719d-4956-98c3-fe48debaddbe" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonClassAMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_a8d70a24-06e9-4370-99ce-9a8d694f6946" xlink:to="loc_us-gaap_CommonClassAMember_a87bbd80-719d-4956-98c3-fe48debaddbe" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonClassBMember_52f746f2-675f-436a-8605-1d8f861c465c" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonClassBMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_a8d70a24-06e9-4370-99ce-9a8d694f6946" xlink:to="loc_us-gaap_CommonClassBMember_52f746f2-675f-436a-8605-1d8f861c465c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementEquityComponentsAxis_683b9669-d9b8-4ddc-a464-4b9b3e78cf37" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementEquityComponentsAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_ee83ab6d-9cf7-4b77-a7fd-09d3a3879101" xlink:to="loc_us-gaap_StatementEquityComponentsAxis_683b9669-d9b8-4ddc-a464-4b9b3e78cf37" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityComponentDomain_683b9669-d9b8-4ddc-a464-4b9b3e78cf37_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_EquityComponentDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementEquityComponentsAxis_683b9669-d9b8-4ddc-a464-4b9b3e78cf37" xlink:to="loc_us-gaap_EquityComponentDomain_683b9669-d9b8-4ddc-a464-4b9b3e78cf37_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityComponentDomain_0cbf0ac4-8d77-44fc-b90e-dc239ed0e230" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_EquityComponentDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementEquityComponentsAxis_683b9669-d9b8-4ddc-a464-4b9b3e78cf37" xlink:to="loc_us-gaap_EquityComponentDomain_0cbf0ac4-8d77-44fc-b90e-dc239ed0e230" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockIncludingAdditionalPaidInCapitalMember_3d852252-57bd-492f-925d-879545dff18e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommonStockIncludingAdditionalPaidInCapitalMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_0cbf0ac4-8d77-44fc-b90e-dc239ed0e230" xlink:to="loc_us-gaap_CommonStockIncludingAdditionalPaidInCapitalMember_3d852252-57bd-492f-925d-879545dff18e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedEarningsMember_935006db-f2ec-4eb2-b211-ac7b17f328a0" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_RetainedEarningsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_0cbf0ac4-8d77-44fc-b90e-dc239ed0e230" xlink:to="loc_us-gaap_RetainedEarningsMember_935006db-f2ec-4eb2-b211-ac7b17f328a0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_21f0f73b-b9b6-4f9d-89ee-ca4c769ad460" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_0cbf0ac4-8d77-44fc-b90e-dc239ed0e230" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_21f0f73b-b9b6-4f9d-89ee-ca4c769ad460" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParentMember_63fcb16b-5ad9-476a-a632-6c8bb579a062" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ParentMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_0cbf0ac4-8d77-44fc-b90e-dc239ed0e230" xlink:to="loc_us-gaap_ParentMember_63fcb16b-5ad9-476a-a632-6c8bb579a062" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NoncontrollingInterestMember_24e481a9-2798-4bc0-8467-ed028def8e56" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_NoncontrollingInterestMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_0cbf0ac4-8d77-44fc-b90e-dc239ed0e230" xlink:to="loc_us-gaap_NoncontrollingInterestMember_24e481a9-2798-4bc0-8467-ed028def8e56" xlink:type="arc" order="4"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfShareholdersEquityParenthetical" xlink:type="simple" xlink:href="cme-20200930.xsd#ConsolidatedStatementsOfShareholdersEquityParenthetical"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfShareholdersEquityParenthetical" xlink:type="extended" id="i9f9e777524e14cbeb58934d20095c5bc_ConsolidatedStatementsOfShareholdersEquityParenthetical"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfCashFlows" xlink:type="simple" xlink:href="cme-20200930.xsd#ConsolidatedStatementsOfCashFlows"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfCashFlows" xlink:type="extended" id="ib4a953d0f2354e4694d4c61d55858c7c_ConsolidatedStatementsOfCashFlows">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_4be19c56-e516-4fd5-b4d7-6b18426d3460" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_e85aba27-4dda-4c23-9009-e349f4713d98" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_4be19c56-e516-4fd5-b4d7-6b18426d3460" xlink:to="loc_us-gaap_StatementTable_e85aba27-4dda-4c23-9009-e349f4713d98" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RestatementAxis_94987529-d596-4297-93ed-2419a7fabf28" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_RestatementAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_e85aba27-4dda-4c23-9009-e349f4713d98" xlink:to="loc_srt_RestatementAxis_94987529-d596-4297-93ed-2419a7fabf28" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RestatementDomain_94987529-d596-4297-93ed-2419a7fabf28_default" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_RestatementDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RestatementAxis_94987529-d596-4297-93ed-2419a7fabf28" xlink:to="loc_srt_RestatementDomain_94987529-d596-4297-93ed-2419a7fabf28_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RestatementDomain_2a6fa68e-f2b4-4a58-a58e-1661b9fa0ca2" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_RestatementDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RestatementAxis_94987529-d596-4297-93ed-2419a7fabf28" xlink:to="loc_srt_RestatementDomain_2a6fa68e-f2b4-4a58-a58e-1661b9fa0ca2" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/BasisOfPresentation" xlink:type="simple" xlink:href="cme-20200930.xsd#BasisOfPresentation"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/BasisOfPresentation" xlink:type="extended" id="i84ec5e5fe2fa40cca6c4b61699fe7f82_BasisOfPresentation"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/AccountingPoliciesNotes" xlink:type="simple" xlink:href="cme-20200930.xsd#AccountingPoliciesNotes"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/AccountingPoliciesNotes" xlink:type="extended" id="i9a56dcf9bfa8446e99f685906944bdb3_AccountingPoliciesNotes"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/AccountingPoliciesDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#AccountingPoliciesDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/AccountingPoliciesDetails" xlink:type="extended" id="i5f472c2759404b43aafcde3f02c9253e_AccountingPoliciesDetails"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/RevenueRecognitionNotes" xlink:type="simple" xlink:href="cme-20200930.xsd#RevenueRecognitionNotes"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/RevenueRecognitionNotes" xlink:type="extended" id="i50751359001e43328d1da5d76cea362a_RevenueRecognitionNotes"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/RevenueRecognitionTables" xlink:type="simple" xlink:href="cme-20200930.xsd#RevenueRecognitionTables"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/RevenueRecognitionTables" xlink:type="extended" id="ibdd449497dc443ff842d6a46d9f5c082_RevenueRecognitionTables"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/RevenueRecognitionDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#RevenueRecognitionDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/RevenueRecognitionDetails" xlink:type="extended" id="i8f8842ce4c284040868c207c4f41b922_RevenueRecognitionDetails"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/RevenueRecognitionDisaggregationofRevenueDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#RevenueRecognitionDisaggregationofRevenueDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/RevenueRecognitionDisaggregationofRevenueDetails" xlink:type="extended" id="iec11a1d8891a4b7bbbab0f18c8bad216_RevenueRecognitionDisaggregationofRevenueDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_70548c83-6860-4383-a0a7-f0b540b62508" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_27295938-15fa-4984-b722-337efcb6dd60" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_70548c83-6860-4383-a0a7-f0b540b62508" xlink:to="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_27295938-15fa-4984-b722-337efcb6dd60" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Revenues_cff89085-1e2f-44c6-a428-b4f0064b10ab" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_Revenues"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_70548c83-6860-4383-a0a7-f0b540b62508" xlink:to="loc_us-gaap_Revenues_cff89085-1e2f-44c6-a428-b4f0064b10ab" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_ee313993-da6f-496e-9c95-ef7341c0105e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_70548c83-6860-4383-a0a7-f0b540b62508" xlink:to="loc_us-gaap_StatementTable_ee313993-da6f-496e-9c95-ef7341c0105e" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ProductOrServiceAxis_2be12428-0242-4404-908f-15de69f9f049" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_ProductOrServiceAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_ee313993-da6f-496e-9c95-ef7341c0105e" xlink:to="loc_srt_ProductOrServiceAxis_2be12428-0242-4404-908f-15de69f9f049" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ProductsAndServicesDomain_2be12428-0242-4404-908f-15de69f9f049_default" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_ProductsAndServicesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ProductOrServiceAxis_2be12428-0242-4404-908f-15de69f9f049" xlink:to="loc_srt_ProductsAndServicesDomain_2be12428-0242-4404-908f-15de69f9f049_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ProductsAndServicesDomain_fdcd1866-1b7e-47c4-8dfc-08bcdc385f6b" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_ProductsAndServicesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ProductOrServiceAxis_2be12428-0242-4404-908f-15de69f9f049" xlink:to="loc_srt_ProductsAndServicesDomain_fdcd1866-1b7e-47c4-8dfc-08bcdc385f6b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_ClearingandtransactionfeesMember_ee0c117e-6acf-49aa-a7be-4427d5ad96a6" xlink:href="cme-20200930.xsd#cme_ClearingandtransactionfeesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_fdcd1866-1b7e-47c4-8dfc-08bcdc385f6b" xlink:to="loc_cme_ClearingandtransactionfeesMember_ee0c117e-6acf-49aa-a7be-4427d5ad96a6" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_MarketDataMember_c5ba617f-9528-401e-9bac-6a9955182a18" xlink:href="cme-20200930.xsd#cme_MarketDataMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_fdcd1866-1b7e-47c4-8dfc-08bcdc385f6b" xlink:to="loc_cme_MarketDataMember_c5ba617f-9528-401e-9bac-6a9955182a18" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_OtherRevenueMember_25e61e0f-4302-4a78-bacf-0930cd12f30b" xlink:href="cme-20200930.xsd#cme_OtherRevenueMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_fdcd1866-1b7e-47c4-8dfc-08bcdc385f6b" xlink:to="loc_cme_OtherRevenueMember_25e61e0f-4302-4a78-bacf-0930cd12f30b" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_8da213a6-cb8d-4829-a2b6-dfed3a97b816" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_ee313993-da6f-496e-9c95-ef7341c0105e" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_8da213a6-cb8d-4829-a2b6-dfed3a97b816" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_8da213a6-cb8d-4829-a2b6-dfed3a97b816_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_8da213a6-cb8d-4829-a2b6-dfed3a97b816" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_8da213a6-cb8d-4829-a2b6-dfed3a97b816_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_47719194-1d0e-429b-85f3-4c04189c0b53" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_8da213a6-cb8d-4829-a2b6-dfed3a97b816" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_47719194-1d0e-429b-85f3-4c04189c0b53" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_InterestRateMember_d668c3a7-ef11-45c9-a066-eed3c87ea7cc" xlink:href="cme-20200930.xsd#cme_InterestRateMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_47719194-1d0e-429b-85f3-4c04189c0b53" xlink:to="loc_cme_InterestRateMember_d668c3a7-ef11-45c9-a066-eed3c87ea7cc" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_EquitiesMember_ccd2cf85-ced9-443e-8edf-70bceb31f9b1" xlink:href="cme-20200930.xsd#cme_EquitiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_47719194-1d0e-429b-85f3-4c04189c0b53" xlink:to="loc_cme_EquitiesMember_ccd2cf85-ced9-443e-8edf-70bceb31f9b1" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ForeignExchangeMember_e469f828-f130-4fdc-913d-2ad76b131f8e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ForeignExchangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_47719194-1d0e-429b-85f3-4c04189c0b53" xlink:to="loc_us-gaap_ForeignExchangeMember_e469f828-f130-4fdc-913d-2ad76b131f8e" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_AgriculturalcommodityMember_2103aab3-99c1-4762-b1de-c5dc9aa077c0" xlink:href="cme-20200930.xsd#cme_AgriculturalcommodityMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_47719194-1d0e-429b-85f3-4c04189c0b53" xlink:to="loc_cme_AgriculturalcommodityMember_2103aab3-99c1-4762-b1de-c5dc9aa077c0" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_EnergyMember_ac7cf68a-61ea-4d49-aa29-6699d9797286" xlink:href="cme-20200930.xsd#cme_EnergyMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_47719194-1d0e-429b-85f3-4c04189c0b53" xlink:to="loc_cme_EnergyMember_ac7cf68a-61ea-4d49-aa29-6699d9797286" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_MetalMember_7b56df1b-7c2e-490f-adbf-4857d3dc3380" xlink:href="cme-20200930.xsd#cme_MetalMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_47719194-1d0e-429b-85f3-4c04189c0b53" xlink:to="loc_cme_MetalMember_7b56df1b-7c2e-490f-adbf-4857d3dc3380" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_CashMarketsMember_ee8a6d47-4a5b-42d1-9b02-47e515585553" xlink:href="cme-20200930.xsd#cme_CashMarketsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_47719194-1d0e-429b-85f3-4c04189c0b53" xlink:to="loc_cme_CashMarketsMember_ee8a6d47-4a5b-42d1-9b02-47e515585553" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwapMember_138e4868-4f8a-4286-88ff-b47a91322f8d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_InterestRateSwapMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_47719194-1d0e-429b-85f3-4c04189c0b53" xlink:to="loc_us-gaap_InterestRateSwapMember_138e4868-4f8a-4286-88ff-b47a91322f8d" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_ca5f56ca-eae7-4be0-bccf-273ddafdd0d2" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_TimingOfTransferOfGoodOrServiceAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_ee313993-da6f-496e-9c95-ef7341c0105e" xlink:to="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_ca5f56ca-eae7-4be0-bccf-273ddafdd0d2" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_ca5f56ca-eae7-4be0-bccf-273ddafdd0d2_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_TimingOfTransferOfGoodOrServiceDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_ca5f56ca-eae7-4be0-bccf-273ddafdd0d2" xlink:to="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_ca5f56ca-eae7-4be0-bccf-273ddafdd0d2_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_3417e4d1-442a-45d6-b7f4-0b87bbd30b15" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_TimingOfTransferOfGoodOrServiceDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_ca5f56ca-eae7-4be0-bccf-273ddafdd0d2" xlink:to="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_3417e4d1-442a-45d6-b7f4-0b87bbd30b15" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransferredAtPointInTimeMember_7eef18ba-0334-4756-9fe3-970350d98dbf" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_TransferredAtPointInTimeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_3417e4d1-442a-45d6-b7f4-0b87bbd30b15" xlink:to="loc_us-gaap_TransferredAtPointInTimeMember_7eef18ba-0334-4756-9fe3-970350d98dbf" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransferredOverTimeMember_3fd4ae00-1eaf-460c-b572-76ba73a4152f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_TransferredOverTimeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_3417e4d1-442a-45d6-b7f4-0b87bbd30b15" xlink:to="loc_us-gaap_TransferredOverTimeMember_3fd4ae00-1eaf-460c-b572-76ba73a4152f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_OnetimechargesandmiscellaneousrevenuesMember_6077a28d-ad8c-4289-a720-c5ec2603e1f2" xlink:href="cme-20200930.xsd#cme_OnetimechargesandmiscellaneousrevenuesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_3417e4d1-442a-45d6-b7f4-0b87bbd30b15" xlink:to="loc_cme_OnetimechargesandmiscellaneousrevenuesMember_6077a28d-ad8c-4289-a720-c5ec2603e1f2" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/PerformanceBondsandGuarantyFundContributionsNotes" xlink:type="simple" xlink:href="cme-20200930.xsd#PerformanceBondsandGuarantyFundContributionsNotes"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/PerformanceBondsandGuarantyFundContributionsNotes" xlink:type="extended" id="i26bc24fd3ffc4705a8a499c471324efa_PerformanceBondsandGuarantyFundContributionsNotes"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/PerformanceBondsandGuarantyFundContributionsTables" xlink:type="simple" xlink:href="cme-20200930.xsd#PerformanceBondsandGuarantyFundContributionsTables"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/PerformanceBondsandGuarantyFundContributionsTables" xlink:type="extended" id="ib0ed7d6805e5410c983685cb7b28d136_PerformanceBondsandGuarantyFundContributionsTables"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/PerformanceBondsandGuarantyFundContributionsDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#PerformanceBondsandGuarantyFundContributionsDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/PerformanceBondsandGuarantyFundContributionsDetails" xlink:type="extended" id="i9bccaa46ca7d40ecaa005fda08d5db1b_PerformanceBondsandGuarantyFundContributionsDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GuaranteeObligationsLineItems_82e47520-cd45-4bf2-8ee4-391fe003fd1d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_GuaranteeObligationsLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleSecuritiesAmortizedCost_8f4c8c4f-e3ff-4d41-8335-335244881e30" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AvailableForSaleSecuritiesAmortizedCost"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_82e47520-cd45-4bf2-8ee4-391fe003fd1d" xlink:to="loc_us-gaap_AvailableForSaleSecuritiesAmortizedCost_8f4c8c4f-e3ff-4d41-8335-335244881e30" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashEquivalentsAtCarryingValue_fadb0836-a560-4309-8908-c75818914456" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CashEquivalentsAtCarryingValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_82e47520-cd45-4bf2-8ee4-391fe003fd1d" xlink:to="loc_us-gaap_CashEquivalentsAtCarryingValue_fadb0836-a560-4309-8908-c75818914456" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_AverageDailyClearingSettlement_d12c44aa-4f93-4f05-92f1-740512576d67" xlink:href="cme-20200930.xsd#cme_AverageDailyClearingSettlement"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_82e47520-cd45-4bf2-8ee4-391fe003fd1d" xlink:to="loc_cme_AverageDailyClearingSettlement_d12c44aa-4f93-4f05-92f1-740512576d67" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleSecurities_2e02d306-cbbe-45d3-a9fb-dd43d6666853" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AvailableForSaleSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_82e47520-cd45-4bf2-8ee4-391fe003fd1d" xlink:to="loc_us-gaap_AvailableForSaleSecurities_2e02d306-cbbe-45d3-a9fb-dd43d6666853" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_2ef0fdcf-35a2-4a53-a7b4-475f20a99130" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ScheduleOfGuaranteeObligationsTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_82e47520-cd45-4bf2-8ee4-391fe003fd1d" xlink:to="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_2ef0fdcf-35a2-4a53-a7b4-475f20a99130" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GuaranteeObligationsByNatureAxis_a870feeb-128a-45b8-a005-5c0f9bd1a286" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_GuaranteeObligationsByNatureAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_2ef0fdcf-35a2-4a53-a7b4-475f20a99130" xlink:to="loc_us-gaap_GuaranteeObligationsByNatureAxis_a870feeb-128a-45b8-a005-5c0f9bd1a286" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GuaranteeObligationsNatureDomain_a870feeb-128a-45b8-a005-5c0f9bd1a286_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_GuaranteeObligationsNatureDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_GuaranteeObligationsByNatureAxis_a870feeb-128a-45b8-a005-5c0f9bd1a286" xlink:to="loc_us-gaap_GuaranteeObligationsNatureDomain_a870feeb-128a-45b8-a005-5c0f9bd1a286_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GuaranteeObligationsNatureDomain_66429009-410c-461c-a493-329aa10890ee" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_GuaranteeObligationsNatureDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_GuaranteeObligationsByNatureAxis_a870feeb-128a-45b8-a005-5c0f9bd1a286" xlink:to="loc_us-gaap_GuaranteeObligationsNatureDomain_66429009-410c-461c-a493-329aa10890ee" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_FederalReserveReinvestmentMember_4e7c3396-9798-444a-b4e6-0672af35f0d5" xlink:href="cme-20200930.xsd#cme_FederalReserveReinvestmentMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsNatureDomain_66429009-410c-461c-a493-329aa10890ee" xlink:to="loc_cme_FederalReserveReinvestmentMember_4e7c3396-9798-444a-b4e6-0672af35f0d5" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_U.S.TreasuryPerformanceBondMember_c4700b13-37f5-43c9-b778-ac69e2b8b461" xlink:href="cme-20200930.xsd#cme_U.S.TreasuryPerformanceBondMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsNatureDomain_66429009-410c-461c-a493-329aa10890ee" xlink:to="loc_cme_U.S.TreasuryPerformanceBondMember_c4700b13-37f5-43c9-b778-ac69e2b8b461" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_U.S.GovernmentAgencySecurityPerformanceBondMember_5e0fced9-5349-4e4d-820e-44e7c17c8e98" xlink:href="cme-20200930.xsd#cme_U.S.GovernmentAgencySecurityPerformanceBondMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsNatureDomain_66429009-410c-461c-a493-329aa10890ee" xlink:to="loc_cme_U.S.GovernmentAgencySecurityPerformanceBondMember_5e0fced9-5349-4e4d-820e-44e7c17c8e98" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwill" xlink:type="simple" xlink:href="cme-20200930.xsd#IntangibleAssetsAndGoodwill"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwill" xlink:type="extended" id="ieeaabb2c38124ce581f927dbfd691cd5_IntangibleAssetsAndGoodwill"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillTables" xlink:type="simple" xlink:href="cme-20200930.xsd#IntangibleAssetsAndGoodwillTables"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillTables" xlink:type="extended" id="i4b445d983d59410baab9099fd26765d0_IntangibleAssetsAndGoodwillTables"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillNarrativeDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#IntangibleAssetsAndGoodwillNarrativeDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillNarrativeDetails" xlink:type="extended" id="ic4db3e901ece4cc2a64ee8106dad96fc_IntangibleAssetsAndGoodwillNarrativeDetails"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillComponentsOfIntangibleAssetsDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#IntangibleAssetsAndGoodwillComponentsOfIntangibleAssetsDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillComponentsOfIntangibleAssetsDetails" xlink:type="extended" id="ibe1d089c0a6d46b6b07d26f52081c4f8_IntangibleAssetsAndGoodwillComponentsOfIntangibleAssetsDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_5639c925-c26e-4277-9cbf-bde0bdd444cc" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsGross_7b419d62-9c66-4d23-a24e-ac8c616d3b9d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsGross"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_5639c925-c26e-4277-9cbf-bde0bdd444cc" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsGross_7b419d62-9c66-4d23-a24e-ac8c616d3b9d" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization_bf0165ae-404a-43a9-9bf4-9745d1a3af4c" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_5639c925-c26e-4277-9cbf-bde0bdd444cc" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization_bf0165ae-404a-43a9-9bf4-9745d1a3af4c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsNet_2ee3de98-87cd-4048-a7b7-255f790530f0" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsNet"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_5639c925-c26e-4277-9cbf-bde0bdd444cc" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsNet_2ee3de98-87cd-4048-a7b7-255f790530f0" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsExcludingGoodwill_77112ec5-6959-4d55-9560-b2a4b65bc66b" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsExcludingGoodwill"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_5639c925-c26e-4277-9cbf-bde0bdd444cc" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsExcludingGoodwill_77112ec5-6959-4d55-9560-b2a4b65bc66b" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherIndefiniteLivedIntangibleAssets_8629b0ae-5c8b-4d4b-9845-96b45d410851" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherIndefiniteLivedIntangibleAssets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_5639c925-c26e-4277-9cbf-bde0bdd444cc" xlink:to="loc_us-gaap_OtherIndefiniteLivedIntangibleAssets_8629b0ae-5c8b-4d4b-9845-96b45d410851" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_Intangibleassetstradingproducts_988e5922-be2c-4694-aac6-493cc56cdfc0" xlink:href="cme-20200930.xsd#cme_Intangibleassetstradingproducts"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_5639c925-c26e-4277-9cbf-bde0bdd444cc" xlink:to="loc_cme_Intangibleassetstradingproducts_988e5922-be2c-4694-aac6-493cc56cdfc0" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_b3f6dba2-9684-4543-820e-8ff789a71796" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_5639c925-c26e-4277-9cbf-bde0bdd444cc" xlink:to="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_b3f6dba2-9684-4543-820e-8ff789a71796" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_7236d827-c78d-4a15-8cac-91589d4a16b9" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_b3f6dba2-9684-4543-820e-8ff789a71796" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_7236d827-c78d-4a15-8cac-91589d4a16b9" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_7236d827-c78d-4a15-8cac-91589d4a16b9_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_7236d827-c78d-4a15-8cac-91589d4a16b9" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_7236d827-c78d-4a15-8cac-91589d4a16b9_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_ab0fd027-4e2b-4a74-9adb-1c9b1dc9dee3" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_7236d827-c78d-4a15-8cac-91589d4a16b9" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_ab0fd027-4e2b-4a74-9adb-1c9b1dc9dee3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CustomerRelationshipsMember_c8b1f788-fbf3-4d0f-8944-17cb6fdd9198" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CustomerRelationshipsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_ab0fd027-4e2b-4a74-9adb-1c9b1dc9dee3" xlink:to="loc_us-gaap_CustomerRelationshipsMember_c8b1f788-fbf3-4d0f-8944-17cb6fdd9198" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DevelopedTechnologyRightsMember_bd0cdddd-e777-4363-b2e9-55d1faa8453e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DevelopedTechnologyRightsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_ab0fd027-4e2b-4a74-9adb-1c9b1dc9dee3" xlink:to="loc_us-gaap_DevelopedTechnologyRightsMember_bd0cdddd-e777-4363-b2e9-55d1faa8453e" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherIntangibleAssetsMember_dfba6b76-1001-430a-8794-4fe91e87f0ee" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherIntangibleAssetsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_ab0fd027-4e2b-4a74-9adb-1c9b1dc9dee3" xlink:to="loc_us-gaap_OtherIntangibleAssetsMember_dfba6b76-1001-430a-8794-4fe91e87f0ee" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMember_dbdd7ca7-ae19-429b-bdf7-fb2ce1ac0849" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_ab0fd027-4e2b-4a74-9adb-1c9b1dc9dee3" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMember_dbdd7ca7-ae19-429b-bdf7-fb2ce1ac0849" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_fca7ffff-21c8-4e42-9b1f-1c0699e55e6a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_b3f6dba2-9684-4543-820e-8ff789a71796" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_fca7ffff-21c8-4e42-9b1f-1c0699e55e6a" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_fca7ffff-21c8-4e42-9b1f-1c0699e55e6a_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_fca7ffff-21c8-4e42-9b1f-1c0699e55e6a" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_fca7ffff-21c8-4e42-9b1f-1c0699e55e6a_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_f809406b-0018-4f30-ba8d-0b50c1a4cd57" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_fca7ffff-21c8-4e42-9b1f-1c0699e55e6a" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_f809406b-0018-4f30-ba8d-0b50c1a4cd57" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TradeNamesMember_c9338169-c574-4620-b761-c62c0dbf232f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_TradeNamesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_f809406b-0018-4f30-ba8d-0b50c1a4cd57" xlink:to="loc_us-gaap_TradeNamesMember_c9338169-c574-4620-b761-c62c0dbf232f" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillFutureEstimatedAmortizationExpenseDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#IntangibleAssetsAndGoodwillFutureEstimatedAmortizationExpenseDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillFutureEstimatedAmortizationExpenseDetails" xlink:type="extended" id="i55a574d2e89c40a081cd7a08808fa737_IntangibleAssetsAndGoodwillFutureEstimatedAmortizationExpenseDetails"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/Debt" xlink:type="simple" xlink:href="cme-20200930.xsd#Debt"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/Debt" xlink:type="extended" id="ibe4689fa6dee4167a66a867950d22b4d_Debt"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/DebtTables" xlink:type="simple" xlink:href="cme-20200930.xsd#DebtTables"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/DebtTables" xlink:type="extended" id="ia850f97b8b104392b8438a434669200c_DebtTables"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/DebtScheduleOfShortTermAndLongTermDebtDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#DebtScheduleOfShortTermAndLongTermDebtDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/DebtScheduleOfShortTermAndLongTermDebtDetails" xlink:type="extended" id="if841f579434c41bcbf5aa9bfd1e01f6b_DebtScheduleOfShortTermAndLongTermDebtDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentLineItems_ffbb455f-9957-4c28-87b1-4087d50157fe" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnsecuredLongTermDebt_8d8fa377-238d-411c-96a8-0a1f48d3835c" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_UnsecuredLongTermDebt"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_ffbb455f-9957-4c28-87b1-4087d50157fe" xlink:to="loc_us-gaap_UnsecuredLongTermDebt_8d8fa377-238d-411c-96a8-0a1f48d3835c" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_ForwardStartingInterestRateSwapAgreementFixedRate_bb7ebab4-4c41-4a94-9be3-fe7602293ee9" xlink:href="cme-20200930.xsd#cme_ForwardStartingInterestRateSwapAgreementFixedRate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_ffbb455f-9957-4c28-87b1-4087d50157fe" xlink:to="loc_cme_ForwardStartingInterestRateSwapAgreementFixedRate_bb7ebab4-4c41-4a94-9be3-fe7602293ee9" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentFaceAmount_7eeded7a-fbb4-453d-8867-f70ea95a45e3" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentFaceAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_ffbb455f-9957-4c28-87b1-4087d50157fe" xlink:to="loc_us-gaap_DebtInstrumentFaceAmount_7eeded7a-fbb4-453d-8867-f70ea95a45e3" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentMaturityDate_5485ffe5-deb6-4e46-8739-afddbc30e59d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentMaturityDate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_ffbb455f-9957-4c28-87b1-4087d50157fe" xlink:to="loc_us-gaap_DebtInstrumentMaturityDate_5485ffe5-deb6-4e46-8739-afddbc30e59d" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentInterestRateStatedPercentage_81d4f9dc-0010-4ff0-b859-63e8f0869814" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentInterestRateStatedPercentage"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_ffbb455f-9957-4c28-87b1-4087d50157fe" xlink:to="loc_us-gaap_DebtInstrumentInterestRateStatedPercentage_81d4f9dc-0010-4ff0-b859-63e8f0869814" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_dd59d889-e541-4c6b-b7ed-f0b272ab3331" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DebtInstrumentLineItems_ffbb455f-9957-4c28-87b1-4087d50157fe" xlink:to="loc_us-gaap_StatementTable_dd59d889-e541-4c6b-b7ed-f0b272ab3331" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentAxis_c297809f-3d53-4cf7-8a69-479073f1c66f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_dd59d889-e541-4c6b-b7ed-f0b272ab3331" xlink:to="loc_us-gaap_DebtInstrumentAxis_c297809f-3d53-4cf7-8a69-479073f1c66f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_c297809f-3d53-4cf7-8a69-479073f1c66f_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_c297809f-3d53-4cf7-8a69-479073f1c66f" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_c297809f-3d53-4cf7-8a69-479073f1c66f_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_a94b2f59-f85c-420d-a890-3728be1f5a68" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_c297809f-3d53-4cf7-8a69-479073f1c66f" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_a94b2f59-f85c-420d-a890-3728be1f5a68" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member_52d58bf8-952b-4bad-aca3-5d454e661cb5" xlink:href="cme-20200930.xsd#cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_a94b2f59-f85c-420d-a890-3728be1f5a68" xlink:to="loc_cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member_52d58bf8-952b-4bad-aca3-5d454e661cb5" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A15.0millionfixedratenotesdueMay2023Member_796660c7-6706-4331-a7ee-f4f48c3189cf" xlink:href="cme-20200930.xsd#cme_A15.0millionfixedratenotesdueMay2023Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_a94b2f59-f85c-420d-a890-3728be1f5a68" xlink:to="loc_cme_A15.0millionfixedratenotesdueMay2023Member_796660c7-6706-4331-a7ee-f4f48c3189cf" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member_eca81041-102a-440f-b0d1-dcba1ecf5f76" xlink:href="cme-20200930.xsd#cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_a94b2f59-f85c-420d-a890-3728be1f5a68" xlink:to="loc_cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member_eca81041-102a-440f-b0d1-dcba1ecf5f76" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain_ade91f80-0799-41db-9648-368193cf5dd4" xlink:href="cme-20200930.xsd#cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_a94b2f59-f85c-420d-a890-3728be1f5a68" xlink:to="loc_cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain_ade91f80-0799-41db-9648-368193cf5dd4" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member_b2d38564-94df-41c3-9e23-8372318a8497" xlink:href="cme-20200930.xsd#cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_a94b2f59-f85c-420d-a890-3728be1f5a68" xlink:to="loc_cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member_b2d38564-94df-41c3-9e23-8372318a8497" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain_cb25048e-74e1-42cd-b7ec-603cfbf79b39" xlink:href="cme-20200930.xsd#cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_a94b2f59-f85c-420d-a890-3728be1f5a68" xlink:to="loc_cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain_cb25048e-74e1-42cd-b7ec-603cfbf79b39" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialPaperMember_dbeae494-f22e-487f-9a99-0c7a4a5d7f3d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommercialPaperMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_a94b2f59-f85c-420d-a890-3728be1f5a68" xlink:to="loc_us-gaap_CommercialPaperMember_dbeae494-f22e-487f-9a99-0c7a4a5d7f3d" xlink:type="arc" order="6"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/DebtScheduleOfMaturitiesOfLongTermDebtDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#DebtScheduleOfMaturitiesOfLongTermDebtDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/DebtScheduleOfMaturitiesOfLongTermDebtDetails" xlink:type="extended" id="iee0f487d50134f6fbc0e392464e2db96_DebtScheduleOfMaturitiesOfLongTermDebtDetails"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/DebtNarrativedetailsDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#DebtNarrativedetailsDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/DebtNarrativedetailsDetails" xlink:type="extended" id="i671ee80711cc4f458d6f5685ba41441e_DebtNarrativedetailsDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentLineItems_9e57e6fb-1a10-41b2-9c60-136956fc37fb" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_Commercialpaperdaysoutstanding_cf5821c0-f10a-4608-bbb2-18ec17f65e39" xlink:href="cme-20200930.xsd#cme_Commercialpaperdaysoutstanding"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_9e57e6fb-1a10-41b2-9c60-136956fc37fb" xlink:to="loc_cme_Commercialpaperdaysoutstanding_cf5821c0-f10a-4608-bbb2-18ec17f65e39" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_Debtweightedaveragebalance_96851ef9-7bf9-427b-9409-0d0aef7ba748" xlink:href="cme-20200930.xsd#cme_Debtweightedaveragebalance"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_9e57e6fb-1a10-41b2-9c60-136956fc37fb" xlink:to="loc_cme_Debtweightedaveragebalance_96851ef9-7bf9-427b-9409-0d0aef7ba748" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromIssuanceOfCommercialPaper_f5f1e61c-127c-496f-bf17-2a6dc552058e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ProceedsFromIssuanceOfCommercialPaper"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_9e57e6fb-1a10-41b2-9c60-136956fc37fb" xlink:to="loc_us-gaap_ProceedsFromIssuanceOfCommercialPaper_f5f1e61c-127c-496f-bf17-2a6dc552058e" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentTable_0b6f9d49-eff6-437a-8a6a-415ce61c681b" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DebtInstrumentLineItems_9e57e6fb-1a10-41b2-9c60-136956fc37fb" xlink:to="loc_us-gaap_DebtInstrumentTable_0b6f9d49-eff6-437a-8a6a-415ce61c681b" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeAxis_c7c4f8c3-84ff-417f-8df5-50e8573d9952" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LongtermDebtTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_0b6f9d49-eff6-437a-8a6a-415ce61c681b" xlink:to="loc_us-gaap_LongtermDebtTypeAxis_c7c4f8c3-84ff-417f-8df5-50e8573d9952" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_c7c4f8c3-84ff-417f-8df5-50e8573d9952_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LongtermDebtTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_c7c4f8c3-84ff-417f-8df5-50e8573d9952" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_c7c4f8c3-84ff-417f-8df5-50e8573d9952_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_63f687bf-d2ec-4b21-9919-9ae39521a912" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LongtermDebtTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_c7c4f8c3-84ff-417f-8df5-50e8573d9952" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_63f687bf-d2ec-4b21-9919-9ae39521a912" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentAxis_09a972e1-39de-4903-a1c0-01a0f48bd6b8" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_0b6f9d49-eff6-437a-8a6a-415ce61c681b" xlink:to="loc_us-gaap_DebtInstrumentAxis_09a972e1-39de-4903-a1c0-01a0f48bd6b8" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_09a972e1-39de-4903-a1c0-01a0f48bd6b8_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_09a972e1-39de-4903-a1c0-01a0f48bd6b8" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_09a972e1-39de-4903-a1c0-01a0f48bd6b8_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_5d835808-228f-444f-b487-2e70a9a82d0b" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_09a972e1-39de-4903-a1c0-01a0f48bd6b8" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_5d835808-228f-444f-b487-2e70a9a82d0b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialPaperMember_3021a9b2-5dbd-4072-a0d4-dc616d35bb79" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommercialPaperMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_5d835808-228f-444f-b487-2e70a9a82d0b" xlink:to="loc_us-gaap_CommercialPaperMember_3021a9b2-5dbd-4072-a0d4-dc616d35bb79" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableRateAxis_1981aaec-a2f0-4819-a20f-99fc55f8e839" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_VariableRateAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_0b6f9d49-eff6-437a-8a6a-415ce61c681b" xlink:to="loc_us-gaap_VariableRateAxis_1981aaec-a2f0-4819-a20f-99fc55f8e839" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableRateDomain_1981aaec-a2f0-4819-a20f-99fc55f8e839_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_VariableRateDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_VariableRateAxis_1981aaec-a2f0-4819-a20f-99fc55f8e839" xlink:to="loc_us-gaap_VariableRateDomain_1981aaec-a2f0-4819-a20f-99fc55f8e839_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableRateDomain_cc9ae895-c65e-4504-8fa2-00e6abe87f7c" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_VariableRateDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_VariableRateAxis_1981aaec-a2f0-4819-a20f-99fc55f8e839" xlink:to="loc_us-gaap_VariableRateDomain_cc9ae895-c65e-4504-8fa2-00e6abe87f7c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_76f7afef-4a11-453f-a883-56dedd79b3e7" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentRedemptionPeriodAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_0b6f9d49-eff6-437a-8a6a-415ce61c681b" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_76f7afef-4a11-453f-a883-56dedd79b3e7" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_76f7afef-4a11-453f-a883-56dedd79b3e7_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentRedemptionPeriodDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_76f7afef-4a11-453f-a883-56dedd79b3e7" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_76f7afef-4a11-453f-a883-56dedd79b3e7_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_6cf2c727-8dc4-4354-9261-c266048362f1" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentRedemptionPeriodDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_76f7afef-4a11-453f-a883-56dedd79b3e7" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_6cf2c727-8dc4-4354-9261-c266048362f1" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_01f8f306-4ac9-4252-9e18-944f1faf1d18" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_RangeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_0b6f9d49-eff6-437a-8a6a-415ce61c681b" xlink:to="loc_srt_RangeAxis_01f8f306-4ac9-4252-9e18-944f1faf1d18" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_01f8f306-4ac9-4252-9e18-944f1faf1d18_default" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_01f8f306-4ac9-4252-9e18-944f1faf1d18" xlink:to="loc_srt_RangeMember_01f8f306-4ac9-4252-9e18-944f1faf1d18_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_4a824d05-f6f3-400c-b837-432ec2c90274" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_01f8f306-4ac9-4252-9e18-944f1faf1d18" xlink:to="loc_srt_RangeMember_4a824d05-f6f3-400c-b837-432ec2c90274" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_a722002e-a50d-4ce5-8107-d25ed582db2e" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_MinimumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_4a824d05-f6f3-400c-b837-432ec2c90274" xlink:to="loc_srt_MinimumMember_a722002e-a50d-4ce5-8107-d25ed582db2e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_476521f9-7234-4141-a2a0-02286093c278" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_MaximumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_4a824d05-f6f3-400c-b837-432ec2c90274" xlink:to="loc_srt_MaximumMember_476521f9-7234-4141-a2a0-02286093c278" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/Contingencies" xlink:type="simple" xlink:href="cme-20200930.xsd#Contingencies"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/Contingencies" xlink:type="extended" id="i339e61b589eb4c949dde8377a031ce2a_Contingencies"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ContingenciesDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#ContingenciesDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ContingenciesDetails" xlink:type="extended" id="icbf7ad8772c6414581aa6896661422fb_ContingenciesDetails"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesNotes" xlink:type="simple" xlink:href="cme-20200930.xsd#LeasesNotes"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesNotes" xlink:type="extended" id="i38dd29f17c674357a9b425dbee2ee2d2_LeasesNotes"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesTables" xlink:type="simple" xlink:href="cme-20200930.xsd#LeasesTables"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesTables" xlink:type="extended" id="ic9747279ba8c41639122c1d351fe7173_LeasesTables">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeLeaseDescriptionLineItems_25c65616-0787-48fa-8a20-b6583b756dce" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LesseeLeaseDescriptionLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseCostTableTextBlock_3d46987f-4fdf-42ab-a3ec-9f98179d741e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseCostTableTextBlock"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_25c65616-0787-48fa-8a20-b6583b756dce" xlink:to="loc_us-gaap_LeaseCostTableTextBlock_3d46987f-4fdf-42ab-a3ec-9f98179d741e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfCashFlowSupplementalDisclosuresTableTextBlock_1594fbd9-9aea-4cc6-95b0-e74e9a84c92c" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ScheduleOfCashFlowSupplementalDisclosuresTableTextBlock"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_25c65616-0787-48fa-8a20-b6583b756dce" xlink:to="loc_us-gaap_ScheduleOfCashFlowSupplementalDisclosuresTableTextBlock_1594fbd9-9aea-4cc6-95b0-e74e9a84c92c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAmountsRecognizedInBalanceSheetTableTextBlock_0c995424-8f11-4d7f-a588-feafd3ce881a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ScheduleOfAmountsRecognizedInBalanceSheetTableTextBlock"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_25c65616-0787-48fa-8a20-b6583b756dce" xlink:to="loc_us-gaap_ScheduleOfAmountsRecognizedInBalanceSheetTableTextBlock_0c995424-8f11-4d7f-a588-feafd3ce881a" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfFutureMinimumRentalPaymentsForOperatingLeasesTableTextBlock_e0f9dae0-4664-4a49-bfc4-b1a6593fb44a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ScheduleOfFutureMinimumRentalPaymentsForOperatingLeasesTableTextBlock"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_25c65616-0787-48fa-8a20-b6583b756dce" xlink:to="loc_us-gaap_ScheduleOfFutureMinimumRentalPaymentsForOperatingLeasesTableTextBlock_e0f9dae0-4664-4a49-bfc4-b1a6593fb44a" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfFutureMinimumLeasePaymentsForCapitalLeasesTableTextBlock_5973d39e-5449-40be-8902-3db924e4adfc" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ScheduleOfFutureMinimumLeasePaymentsForCapitalLeasesTableTextBlock"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_25c65616-0787-48fa-8a20-b6583b756dce" xlink:to="loc_us-gaap_ScheduleOfFutureMinimumLeasePaymentsForCapitalLeasesTableTextBlock_5973d39e-5449-40be-8902-3db924e4adfc" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeLeaseDescriptionTable_8f5e09f5-04fd-40e2-b324-be422de103a1" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LesseeLeaseDescriptionTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_25c65616-0787-48fa-8a20-b6583b756dce" xlink:to="loc_us-gaap_LesseeLeaseDescriptionTable_8f5e09f5-04fd-40e2-b324-be422de103a1" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_f3d74b11-f397-4ad3-95ac-29bba4153e21" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_LesseeLeaseDescriptionTable_8f5e09f5-04fd-40e2-b324-be422de103a1" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_f3d74b11-f397-4ad3-95ac-29bba4153e21" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_f3d74b11-f397-4ad3-95ac-29bba4153e21_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_f3d74b11-f397-4ad3-95ac-29bba4153e21" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_f3d74b11-f397-4ad3-95ac-29bba4153e21_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_06e326d1-5719-4419-aba4-c15ac7685fdd" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_f3d74b11-f397-4ad3-95ac-29bba4153e21" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_06e326d1-5719-4419-aba4-c15ac7685fdd" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#LeasesDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesDetails" xlink:type="extended" id="i8864377a8bf648e09e10b7522e0679d9_LeasesDetails"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesLeaseCostsDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#LeasesLeaseCostsDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesLeaseCostsDetails" xlink:type="extended" id="icebde4fe9fbe466abc80d94fb7d912de_LeasesLeaseCostsDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_8d720453-0334-49df-b1cd-f2949ab8152d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseCost_1f2ce827-3df2-47ea-8be7-6f8c02b917de" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OperatingLeaseCost"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8d720453-0334-49df-b1cd-f2949ab8152d" xlink:to="loc_us-gaap_OperatingLeaseCost_1f2ce827-3df2-47ea-8be7-6f8c02b917de" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShortTermLeaseCost_584a1a78-dafd-428c-a9a6-3e6205269b98" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ShortTermLeaseCost"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8d720453-0334-49df-b1cd-f2949ab8152d" xlink:to="loc_us-gaap_ShortTermLeaseCost_584a1a78-dafd-428c-a9a6-3e6205269b98" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseExpense_f71b2873-cf28-40ad-b5ca-c48be810bcb9" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OperatingLeaseExpense"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8d720453-0334-49df-b1cd-f2949ab8152d" xlink:to="loc_us-gaap_OperatingLeaseExpense_f71b2873-cf28-40ad-b5ca-c48be810bcb9" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseInterestExpense_5e24c160-ba59-4e30-96cf-00c514c8a096" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseInterestExpense"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8d720453-0334-49df-b1cd-f2949ab8152d" xlink:to="loc_us-gaap_FinanceLeaseInterestExpense_5e24c160-ba59-4e30-96cf-00c514c8a096" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseRightOfUseAssetAmortization_89517e69-057d-4779-8ba3-aa234174a83b" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseRightOfUseAssetAmortization"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8d720453-0334-49df-b1cd-f2949ab8152d" xlink:to="loc_us-gaap_FinanceLeaseRightOfUseAssetAmortization_89517e69-057d-4779-8ba3-aa234174a83b" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_FinanceLeaseExpense_5c536907-0979-4e2d-bf62-944e783ec21b" xlink:href="cme-20200930.xsd#cme_FinanceLeaseExpense"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8d720453-0334-49df-b1cd-f2949ab8152d" xlink:to="loc_cme_FinanceLeaseExpense_5c536907-0979-4e2d-bf62-944e783ec21b" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubleaseIncome_8ee9b10a-0591-47cc-8c87-f2f07e8a5019" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_SubleaseIncome"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8d720453-0334-49df-b1cd-f2949ab8152d" xlink:to="loc_us-gaap_SubleaseIncome_8ee9b10a-0591-47cc-8c87-f2f07e8a5019" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_94b213e4-5233-4291-8833-2457619677fe" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_8d720453-0334-49df-b1cd-f2949ab8152d" xlink:to="loc_us-gaap_StatementTable_94b213e4-5233-4291-8833-2457619677fe" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_1e42566d-465b-4821-97e6-3270da52bf63" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_94b213e4-5233-4291-8833-2457619677fe" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_1e42566d-465b-4821-97e6-3270da52bf63" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_1e42566d-465b-4821-97e6-3270da52bf63_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_1e42566d-465b-4821-97e6-3270da52bf63" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_1e42566d-465b-4821-97e6-3270da52bf63_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_601cedfb-33b9-46c0-9517-cd963c17f117" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_1e42566d-465b-4821-97e6-3270da52bf63" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_601cedfb-33b9-46c0-9517-cd963c17f117" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesSupplementalCashFlowInformationLeasesDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#LeasesSupplementalCashFlowInformationLeasesDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesSupplementalCashFlowInformationLeasesDetails" xlink:type="extended" id="i14ba059291d24b25904285b51af65e05_LeasesSupplementalCashFlowInformationLeasesDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_83c407b3-8734-4e55-b131-8f7c360302b7" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeasePayments_d9be3c04-076f-470f-a80c-d01e361c88b5" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OperatingLeasePayments"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_83c407b3-8734-4e55-b131-8f7c360302b7" xlink:to="loc_us-gaap_OperatingLeasePayments_d9be3c04-076f-470f-a80c-d01e361c88b5" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeasePrincipalPayments_d0d4ba49-f563-496d-a9a6-a83d87b0d914" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeasePrincipalPayments"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_83c407b3-8734-4e55-b131-8f7c360302b7" xlink:to="loc_us-gaap_FinanceLeasePrincipalPayments_d0d4ba49-f563-496d-a9a6-a83d87b0d914" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_a1aa2cb0-be9a-458a-a4e0-e5b90eb9d5e5" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_83c407b3-8734-4e55-b131-8f7c360302b7" xlink:to="loc_us-gaap_StatementTable_a1aa2cb0-be9a-458a-a4e0-e5b90eb9d5e5" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_50670eb0-5e93-455d-84e1-3d14f89cd330" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_a1aa2cb0-be9a-458a-a4e0-e5b90eb9d5e5" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_50670eb0-5e93-455d-84e1-3d14f89cd330" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_50670eb0-5e93-455d-84e1-3d14f89cd330_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_50670eb0-5e93-455d-84e1-3d14f89cd330" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_50670eb0-5e93-455d-84e1-3d14f89cd330_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_74c46494-6f50-4035-ac12-78987748c5e3" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_50670eb0-5e93-455d-84e1-3d14f89cd330" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_74c46494-6f50-4035-ac12-78987748c5e3" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesSupplementalBalanceSheetInformationLeasesDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#LeasesSupplementalBalanceSheetInformationLeasesDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesSupplementalBalanceSheetInformationLeasesDetails" xlink:type="extended" id="i2cdb625ae67d4fa1be24797793157db1_LeasesSupplementalBalanceSheetInformationLeasesDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseRightOfUseAsset_63088296-1902-47a1-8b7f-0e18f3ca22d4" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OperatingLeaseRightOfUseAsset"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_OperatingLeaseRightOfUseAsset_63088296-1902-47a1-8b7f-0e18f3ca22d4" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseLiabilityCurrent_b37ae7d0-035f-46b2-ba95-ba5c0f7a78e2" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OperatingLeaseLiabilityCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_OperatingLeaseLiabilityCurrent_b37ae7d0-035f-46b2-ba95-ba5c0f7a78e2" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseLiabilityNoncurrent_e7110625-274c-40bc-9028-aa754a9ce62d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OperatingLeaseLiabilityNoncurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_OperatingLeaseLiabilityNoncurrent_e7110625-274c-40bc-9028-aa754a9ce62d" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseLiability_24409b5f-3f04-4641-ae66-68de3c9a20ad" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OperatingLeaseLiability"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_OperatingLeaseLiability_24409b5f-3f04-4641-ae66-68de3c9a20ad" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1_e1506839-3b94-446b-a3d1-4745452681c4" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1_e1506839-3b94-446b-a3d1-4745452681c4" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_WeightedAverageDiscountRateOperatingLease_7039c85f-673b-481d-8838-80c3951b3bc2" xlink:href="cme-20200930.xsd#cme_WeightedAverageDiscountRateOperatingLease"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_cme_WeightedAverageDiscountRateOperatingLease_7039c85f-673b-481d-8838-80c3951b3bc2" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseRightOfUseAsset_c6356fc1-8cfb-4dab-99b0-abcbb31fa626" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseRightOfUseAsset"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_FinanceLeaseRightOfUseAsset_c6356fc1-8cfb-4dab-99b0-abcbb31fa626" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiabilityCurrent_79f9863f-f096-48aa-bc6d-a6c3f153efda" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiabilityCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_FinanceLeaseLiabilityCurrent_79f9863f-f096-48aa-bc6d-a6c3f153efda" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiabilityNoncurrent_ae1fb8a0-c777-4eac-a9ee-0e7dc727899a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiabilityNoncurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_FinanceLeaseLiabilityNoncurrent_ae1fb8a0-c777-4eac-a9ee-0e7dc727899a" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiability_c933d4e8-534c-41fb-8fd3-33d0ae602cea" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiability"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_FinanceLeaseLiability_c933d4e8-534c-41fb-8fd3-33d0ae602cea" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseWeightedAverageRemainingLeaseTerm1_173d46cb-ca1f-4621-8bd0-f542e987ac56" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseWeightedAverageRemainingLeaseTerm1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_FinanceLeaseWeightedAverageRemainingLeaseTerm1_173d46cb-ca1f-4621-8bd0-f542e987ac56" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseWeightedAverageDiscountRatePercent_e0071429-41e3-4ff8-b2d4-4b29ff634308" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseWeightedAverageDiscountRatePercent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_FinanceLeaseWeightedAverageDiscountRatePercent_e0071429-41e3-4ff8-b2d4-4b29ff634308" xlink:type="arc" order="11"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_24494a95-fa93-4f41-a52e-2cd6cf1d6ca3" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_e7155a46-d3d2-48bd-b2f0-c627966b1c19" xlink:to="loc_us-gaap_StatementTable_24494a95-fa93-4f41-a52e-2cd6cf1d6ca3" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_feef08c4-056d-4201-8ac5-1bf305e6e241" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_24494a95-fa93-4f41-a52e-2cd6cf1d6ca3" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_feef08c4-056d-4201-8ac5-1bf305e6e241" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_feef08c4-056d-4201-8ac5-1bf305e6e241_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_feef08c4-056d-4201-8ac5-1bf305e6e241" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_feef08c4-056d-4201-8ac5-1bf305e6e241_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_e013bc19-3540-4b0d-afc5-6188e20c8116" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_feef08c4-056d-4201-8ac5-1bf305e6e241" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_e013bc19-3540-4b0d-afc5-6188e20c8116" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesOperatingLeasesFutureMinimumPaymentsDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#LeasesOperatingLeasesFutureMinimumPaymentsDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesOperatingLeasesFutureMinimumPaymentsDetails" xlink:type="extended" id="i74d2c29a51c648c38d7ad34b4bf11592_LeasesOperatingLeasesFutureMinimumPaymentsDetails">
    <link:loc xlink:type="locator" xlink:label="loc_cme_OperatingLeasesFutureMinimumPaymentsDueLineItems_d1c1e852-b602-492b-8bf2-85351a9e392e" xlink:href="cme-20200930.xsd#cme_OperatingLeasesFutureMinimumPaymentsDueLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_OperatingLeasesFutureMinimumPaymentsDueTable_45aeaca1-46d3-42fb-83dc-45bc5b3cbd40" xlink:href="cme-20200930.xsd#cme_OperatingLeasesFutureMinimumPaymentsDueTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_cme_OperatingLeasesFutureMinimumPaymentsDueLineItems_d1c1e852-b602-492b-8bf2-85351a9e392e" xlink:to="loc_cme_OperatingLeasesFutureMinimumPaymentsDueTable_45aeaca1-46d3-42fb-83dc-45bc5b3cbd40" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_ac1f86a3-aedf-4617-8b82-b924df34d34f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_cme_OperatingLeasesFutureMinimumPaymentsDueTable_45aeaca1-46d3-42fb-83dc-45bc5b3cbd40" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_ac1f86a3-aedf-4617-8b82-b924df34d34f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_ac1f86a3-aedf-4617-8b82-b924df34d34f_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_ac1f86a3-aedf-4617-8b82-b924df34d34f" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_ac1f86a3-aedf-4617-8b82-b924df34d34f_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_21723fa8-44eb-4a43-b36d-c53c198eb84a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_ac1f86a3-aedf-4617-8b82-b924df34d34f" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_21723fa8-44eb-4a43-b36d-c53c198eb84a" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesCapitalLeasesFutureMinimumPaymentsDueDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#LeasesCapitalLeasesFutureMinimumPaymentsDueDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesCapitalLeasesFutureMinimumPaymentsDueDetails" xlink:type="extended" id="if68b3c739f384696aec9920835ddb880_LeasesCapitalLeasesFutureMinimumPaymentsDueDetails">
    <link:loc xlink:type="locator" xlink:label="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:href="cme-20200930.xsd#cme_CapitalLeasesFutureMinimumPaymentsDueLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiabilityPaymentsRemainderOfFiscalYear_77dc1218-e48b-4864-90ce-eab349b0b42f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiabilityPaymentsRemainderOfFiscalYear"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_us-gaap_FinanceLeaseLiabilityPaymentsRemainderOfFiscalYear_77dc1218-e48b-4864-90ce-eab349b0b42f" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueNextTwelveMonths_1c58c4ea-eb17-4c1c-93a0-425f3401fbcf" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiabilityPaymentsDueNextTwelveMonths"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueNextTwelveMonths_1c58c4ea-eb17-4c1c-93a0-425f3401fbcf" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueYearTwo_670ae2b4-4425-4c20-a9aa-8b14dd312d55" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiabilityPaymentsDueYearTwo"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueYearTwo_670ae2b4-4425-4c20-a9aa-8b14dd312d55" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueYearThree_88e7a628-e3f3-4d54-a4b4-eb1ad6a37640" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiabilityPaymentsDueYearThree"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueYearThree_88e7a628-e3f3-4d54-a4b4-eb1ad6a37640" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueYearFour_40f78c7a-6170-4d68-8054-e600a9bd4e80" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiabilityPaymentsDueYearFour"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueYearFour_40f78c7a-6170-4d68-8054-e600a9bd4e80" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueYearFive_04f59bd6-689e-44b7-a167-81572466061a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiabilityPaymentsDueYearFive"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueYearFive_04f59bd6-689e-44b7-a167-81572466061a" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueAfterYearFive_3991b954-89a7-47a7-8cfb-dfc6e77f842d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiabilityPaymentsDueAfterYearFive"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_us-gaap_FinanceLeaseLiabilityPaymentsDueAfterYearFive_3991b954-89a7-47a7-8cfb-dfc6e77f842d" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceLeaseLiabilityPaymentsDue_c0b9030e-7ac8-46c1-901b-51eb064d510f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinanceLeaseLiabilityPaymentsDue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_us-gaap_FinanceLeaseLiabilityPaymentsDue_c0b9030e-7ac8-46c1-901b-51eb064d510f" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_Financeleasefutureminimumpaymentsinterestimputed_383906c8-b193-4cc7-9b66-3ff8a9dc4b6a" xlink:href="cme-20200930.xsd#cme_Financeleasefutureminimumpaymentsinterestimputed"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_cme_Financeleasefutureminimumpaymentsinterestimputed_383906c8-b193-4cc7-9b66-3ff8a9dc4b6a" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_Financeleasesfutureminimumpaymentspresentvalueofnetminimumpayments_67d364fd-d718-4cf5-8c5c-58d27ba66409" xlink:href="cme-20200930.xsd#cme_Financeleasesfutureminimumpaymentspresentvalueofnetminimumpayments"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_cme_Financeleasesfutureminimumpaymentspresentvalueofnetminimumpayments_67d364fd-d718-4cf5-8c5c-58d27ba66409" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_CapitalLeasesFutureMinimumPaymentsDueTable_bfc90fc3-4d63-44f6-b8b9-6f097c136035" xlink:href="cme-20200930.xsd#cme_CapitalLeasesFutureMinimumPaymentsDueTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_57b71170-bde2-4509-95e2-6c14122c7a8e" xlink:to="loc_cme_CapitalLeasesFutureMinimumPaymentsDueTable_bfc90fc3-4d63-44f6-b8b9-6f097c136035" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_2f79335f-1a00-4f3d-b9c9-ee5cdb26216a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueTable_bfc90fc3-4d63-44f6-b8b9-6f097c136035" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_2f79335f-1a00-4f3d-b9c9-ee5cdb26216a" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_2f79335f-1a00-4f3d-b9c9-ee5cdb26216a_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_2f79335f-1a00-4f3d-b9c9-ee5cdb26216a" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_2f79335f-1a00-4f3d-b9c9-ee5cdb26216a_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_db26ab4d-2579-4452-b93d-2a0704cfd738" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LeaseArrangementTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_2f79335f-1a00-4f3d-b9c9-ee5cdb26216a" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_db26ab4d-2579-4452-b93d-2a0704cfd738" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/Guarantees" xlink:type="simple" xlink:href="cme-20200930.xsd#Guarantees"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/Guarantees" xlink:type="extended" id="i0875072674154df5924b0df703db8dc0_Guarantees"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/GuaranteesDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#GuaranteesDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/GuaranteesDetails" xlink:type="extended" id="i090dbd9c9df148deb80400d7780c12b3_GuaranteesDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GuaranteeObligationsLineItems_288f5224-94f1-4a43-8fac-f35d8c0d4fed" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_GuaranteeObligationsLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_AgreementAutomaticRenewalPeriod_03550fe3-52af-4ad2-9568-c6f7c3bddfce" xlink:href="cme-20200930.xsd#cme_AgreementAutomaticRenewalPeriod"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_288f5224-94f1-4a43-8fac-f35d8c0d4fed" xlink:to="loc_cme_AgreementAutomaticRenewalPeriod_03550fe3-52af-4ad2-9568-c6f7c3bddfce" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_GuaranteeCollateral_645cc8c5-2a5f-46c0-8e07-91eda46f9501" xlink:href="cme-20200930.xsd#cme_GuaranteeCollateral"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_288f5224-94f1-4a43-8fac-f35d8c0d4fed" xlink:to="loc_cme_GuaranteeCollateral_645cc8c5-2a5f-46c0-8e07-91eda46f9501" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_Paymentperparticipant_43f4efff-2a04-4ab8-bfd1-8a805022a436" xlink:href="cme-20200930.xsd#cme_Paymentperparticipant"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_288f5224-94f1-4a43-8fac-f35d8c0d4fed" xlink:to="loc_cme_Paymentperparticipant_43f4efff-2a04-4ab8-bfd1-8a805022a436" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_Paymentpercooperative_b60c8138-2159-46cd-9d63-59d70a91cbdb" xlink:href="cme-20200930.xsd#cme_Paymentpercooperative"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_288f5224-94f1-4a43-8fac-f35d8c0d4fed" xlink:to="loc_cme_Paymentpercooperative_b60c8138-2159-46cd-9d63-59d70a91cbdb" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_Futurelosses_d2be5585-4d00-43cc-a7e8-dc9f7d5af904" xlink:href="cme-20200930.xsd#cme_Futurelosses"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_288f5224-94f1-4a43-8fac-f35d8c0d4fed" xlink:to="loc_cme_Futurelosses_d2be5585-4d00-43cc-a7e8-dc9f7d5af904" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_PaymentsunderGuarantee_99163eb6-fe45-4499-acf9-027f7b1ec734" xlink:href="cme-20200930.xsd#cme_PaymentsunderGuarantee"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_288f5224-94f1-4a43-8fac-f35d8c0d4fed" xlink:to="loc_cme_PaymentsunderGuarantee_99163eb6-fe45-4499-acf9-027f7b1ec734" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GuaranteeObligationsMaximumExposure_34885fde-5d81-4529-af3b-ca45a1a5f9d7" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_GuaranteeObligationsMaximumExposure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_288f5224-94f1-4a43-8fac-f35d8c0d4fed" xlink:to="loc_us-gaap_GuaranteeObligationsMaximumExposure_34885fde-5d81-4529-af3b-ca45a1a5f9d7" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditFacilityCommitmentFeeAmount_9861c9f4-c6db-4f0a-9660-520559899911" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_LineOfCreditFacilityCommitmentFeeAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_288f5224-94f1-4a43-8fac-f35d8c0d4fed" xlink:to="loc_us-gaap_LineOfCreditFacilityCommitmentFeeAmount_9861c9f4-c6db-4f0a-9660-520559899911" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_6866e823-b112-426c-a344-af48adfb3f88" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ScheduleOfGuaranteeObligationsTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_288f5224-94f1-4a43-8fac-f35d8c0d4fed" xlink:to="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_6866e823-b112-426c-a344-af48adfb3f88" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GuaranteeObligationsByNatureAxis_2a3882f4-53bb-48c5-ab0f-44b133617c4e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_GuaranteeObligationsByNatureAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_6866e823-b112-426c-a344-af48adfb3f88" xlink:to="loc_us-gaap_GuaranteeObligationsByNatureAxis_2a3882f4-53bb-48c5-ab0f-44b133617c4e" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GuaranteeObligationsNatureDomain_2a3882f4-53bb-48c5-ab0f-44b133617c4e_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_GuaranteeObligationsNatureDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_GuaranteeObligationsByNatureAxis_2a3882f4-53bb-48c5-ab0f-44b133617c4e" xlink:to="loc_us-gaap_GuaranteeObligationsNatureDomain_2a3882f4-53bb-48c5-ab0f-44b133617c4e_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GuaranteeObligationsNatureDomain_072b57d7-4ee7-4eca-8f18-79154f48fcff" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_GuaranteeObligationsNatureDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_GuaranteeObligationsByNatureAxis_2a3882f4-53bb-48c5-ab0f-44b133617c4e" xlink:to="loc_us-gaap_GuaranteeObligationsNatureDomain_072b57d7-4ee7-4eca-8f18-79154f48fcff" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_FamilyFarmerAndRanchersProtectionFundMember_8ec1939e-4ed6-4f85-bfeb-7c392bfb760a" xlink:href="cme-20200930.xsd#cme_FamilyFarmerAndRanchersProtectionFundMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsNatureDomain_072b57d7-4ee7-4eca-8f18-79154f48fcff" xlink:to="loc_cme_FamilyFarmerAndRanchersProtectionFundMember_8ec1939e-4ed6-4f85-bfeb-7c392bfb760a" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeNotes" xlink:type="simple" xlink:href="cme-20200930.xsd#AccumulatedOtherComprehensiveIncomeNotes"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeNotes" xlink:type="extended" id="i61505f26822d40459c92a11db91b5eb2_AccumulatedOtherComprehensiveIncomeNotes"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeTables" xlink:type="simple" xlink:href="cme-20200930.xsd#AccumulatedOtherComprehensiveIncomeTables"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeTables" xlink:type="extended" id="ibf663f15412b4a8786898593e1a5da4e_AccumulatedOtherComprehensiveIncomeTables"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#AccumulatedOtherComprehensiveIncomeDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeDetails" xlink:type="extended" id="i3e9b395a6e1e453dac8ad07934f12aa8_AccumulatedOtherComprehensiveIncomeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_ff8537cd-2667-46ac-95ff-479d04135ed1" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity_a8ccf141-3f5e-498f-8be0-bab5b076fc1a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockholdersEquity"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ff8537cd-2667-46ac-95ff-479d04135ed1" xlink:to="loc_us-gaap_StockholdersEquity_a8ccf141-3f5e-498f-8be0-bab5b076fc1a" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossBeforeReclassificationsBeforeTax_b8507534-3a6c-445b-8ac4-9f162af80ba4" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossBeforeReclassificationsBeforeTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ff8537cd-2667-46ac-95ff-479d04135ed1" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossBeforeReclassificationsBeforeTax_b8507534-3a6c-445b-8ac4-9f162af80ba4" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ReclassificationFromAccumulatedOtherComprehensiveIncomeCurrentPeriodBeforeTax_8c735e23-4abb-4396-83ef-282bdd894d0e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ReclassificationFromAccumulatedOtherComprehensiveIncomeCurrentPeriodBeforeTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ff8537cd-2667-46ac-95ff-479d04135ed1" xlink:to="loc_us-gaap_ReclassificationFromAccumulatedOtherComprehensiveIncomeCurrentPeriodBeforeTax_8c735e23-4abb-4396-83ef-282bdd894d0e" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossTax_e6b072c8-4f3a-436f-8eab-a05783fb50b6" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ff8537cd-2667-46ac-95ff-479d04135ed1" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossTax_e6b072c8-4f3a-436f-8eab-a05783fb50b6" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_5c82ea3c-5be4-4c65-a44d-ba610c0d25ad" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ff8537cd-2667-46ac-95ff-479d04135ed1" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_5c82ea3c-5be4-4c65-a44d-ba610c0d25ad" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity_d9aaf25f-2cc9-4253-af04-c651c221bf75" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StockholdersEquity"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_e9a74185-198b-4f00-84f2-2d941f93a778" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_ff8537cd-2667-46ac-95ff-479d04135ed1" xlink:to="loc_us-gaap_StatementTable_e9a74185-198b-4f00-84f2-2d941f93a778" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_6a0ea27f-e905-4a8d-b750-af36645fbe9b" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_e9a74185-198b-4f00-84f2-2d941f93a778" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_6a0ea27f-e905-4a8d-b750-af36645fbe9b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_6a0ea27f-e905-4a8d-b750-af36645fbe9b_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_6a0ea27f-e905-4a8d-b750-af36645fbe9b" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_6a0ea27f-e905-4a8d-b750-af36645fbe9b_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_76da38f4-cb81-4f1b-8feb-f7c86b851f5b" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_6a0ea27f-e905-4a8d-b750-af36645fbe9b" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_76da38f4-cb81-4f1b-8feb-f7c86b851f5b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedNetUnrealizedInvestmentGainLossMember_4d2a93ac-ab52-43c2-9081-47e1bb7eff1e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AccumulatedNetUnrealizedInvestmentGainLossMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_76da38f4-cb81-4f1b-8feb-f7c86b851f5b" xlink:to="loc_us-gaap_AccumulatedNetUnrealizedInvestmentGainLossMember_4d2a93ac-ab52-43c2-9081-47e1bb7eff1e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedDefinedBenefitPlansAdjustmentMember_eefb6ead-31eb-4d8a-bd20-4a69e1b57de2" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AccumulatedDefinedBenefitPlansAdjustmentMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_76da38f4-cb81-4f1b-8feb-f7c86b851f5b" xlink:to="loc_us-gaap_AccumulatedDefinedBenefitPlansAdjustmentMember_eefb6ead-31eb-4d8a-bd20-4a69e1b57de2" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember_13adbc3d-a5b1-4771-80e4-56679754743c" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_76da38f4-cb81-4f1b-8feb-f7c86b851f5b" xlink:to="loc_us-gaap_AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember_13adbc3d-a5b1-4771-80e4-56679754743c" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ForeignCurrencyGainLossMember_20986709-5d13-4bdb-952d-20074bdfa1e0" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ForeignCurrencyGainLossMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_76da38f4-cb81-4f1b-8feb-f7c86b851f5b" xlink:to="loc_us-gaap_ForeignCurrencyGainLossMember_20986709-5d13-4bdb-952d-20074bdfa1e0" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_c4b28b73-8300-4272-bd56-a84b8e3d3fc6" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_76da38f4-cb81-4f1b-8feb-f7c86b851f5b" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_c4b28b73-8300-4272-bd56-a84b8e3d3fc6" xlink:type="arc" order="4"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurements" xlink:type="simple" xlink:href="cme-20200930.xsd#FairValueMeasurements"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurements" xlink:type="extended" id="idba63cb157994b7b96b2c06d3e8b60ec_FairValueMeasurements"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurementsTables" xlink:type="simple" xlink:href="cme-20200930.xsd#FairValueMeasurementsTables"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurementsTables" xlink:type="extended" id="i443dc7bb80844579b05e1c5d9d8a869a_FairValueMeasurementsTables">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_3a2d77b8-5a1a-4cac-8781-7e4bdeac1330" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_671ac742-f6f1-485a-983d-892ede741a83" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_3a2d77b8-5a1a-4cac-8781-7e4bdeac1330" xlink:to="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_671ac742-f6f1-485a-983d-892ede741a83" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementLocationAxis_3c6a1549-b98d-4fc6-9dfd-e3d8ba88d272" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_IncomeStatementLocationAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_671ac742-f6f1-485a-983d-892ede741a83" xlink:to="loc_us-gaap_IncomeStatementLocationAxis_3c6a1549-b98d-4fc6-9dfd-e3d8ba88d272" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_3c6a1549-b98d-4fc6-9dfd-e3d8ba88d272_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_IncomeStatementLocationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_3c6a1549-b98d-4fc6-9dfd-e3d8ba88d272" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_3c6a1549-b98d-4fc6-9dfd-e3d8ba88d272_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_be675a5b-38c6-4c5d-9774-60d43a93bdb0" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_IncomeStatementLocationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_3c6a1549-b98d-4fc6-9dfd-e3d8ba88d272" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_be675a5b-38c6-4c5d-9774-60d43a93bdb0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_d4ef63fb-dc1f-426f-94ca-43258810834f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_671ac742-f6f1-485a-983d-892ede741a83" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_d4ef63fb-dc1f-426f-94ca-43258810834f" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_d4ef63fb-dc1f-426f-94ca-43258810834f_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_d4ef63fb-dc1f-426f-94ca-43258810834f" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_d4ef63fb-dc1f-426f-94ca-43258810834f_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_c7deae3e-e18b-4a4d-8510-a97231323100" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_d4ef63fb-dc1f-426f-94ca-43258810834f" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_c7deae3e-e18b-4a4d-8510-a97231323100" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurementsNarrativeDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#FairValueMeasurementsNarrativeDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurementsNarrativeDetails" xlink:type="extended" id="i6d5f9d3db965415bb76b450c7cff225d_FairValueMeasurementsNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_f08ef7cf-434a-4b54-802b-344ec43bab2d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetImpairmentCharges_cd8e7263-a8a7-4d89-a030-16507c41a83d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AssetImpairmentCharges"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_f08ef7cf-434a-4b54-802b-344ec43bab2d" xlink:to="loc_us-gaap_AssetImpairmentCharges_cd8e7263-a8a7-4d89-a030-16507c41a83d" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssetImpairmentCharges_40fc83fb-8557-406c-bfbd-ccf2a58e60fe" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherAssetImpairmentCharges"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_f08ef7cf-434a-4b54-802b-344ec43bab2d" xlink:to="loc_us-gaap_OtherAssetImpairmentCharges_40fc83fb-8557-406c-bfbd-ccf2a58e60fe" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssetsFairValueDisclosure_85877477-4f5b-4313-b35c-0c6c9ddffccd" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherAssetsFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_f08ef7cf-434a-4b54-802b-344ec43bab2d" xlink:to="loc_us-gaap_OtherAssetsFairValueDisclosure_85877477-4f5b-4313-b35c-0c6c9ddffccd" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnrealizedGainLossOnInvestments_6bce0448-2128-4483-8f52-e605fc6f6c43" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_UnrealizedGainLossOnInvestments"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_f08ef7cf-434a-4b54-802b-344ec43bab2d" xlink:to="loc_us-gaap_UnrealizedGainLossOnInvestments_6bce0448-2128-4483-8f52-e605fc6f6c43" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsFairValueDisclosure_346fa5f7-5849-46ea-890c-93635dee7448" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_InvestmentsFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_f08ef7cf-434a-4b54-802b-344ec43bab2d" xlink:to="loc_us-gaap_InvestmentsFairValueDisclosure_346fa5f7-5849-46ea-890c-93635dee7448" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_6ea008e9-d779-496f-9236-a5933bb79195" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_f08ef7cf-434a-4b54-802b-344ec43bab2d" xlink:to="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_6ea008e9-d779-496f-9236-a5933bb79195" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentTypeAxis_806cba1c-2e31-4174-9be5-737589ba9d2f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_InvestmentTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_6ea008e9-d779-496f-9236-a5933bb79195" xlink:to="loc_us-gaap_InvestmentTypeAxis_806cba1c-2e31-4174-9be5-737589ba9d2f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_806cba1c-2e31-4174-9be5-737589ba9d2f_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_InvestmentTypeCategorizationMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_InvestmentTypeAxis_806cba1c-2e31-4174-9be5-737589ba9d2f" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_806cba1c-2e31-4174-9be5-737589ba9d2f_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_b20c8901-20df-48ba-a541-3222280dd435" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_InvestmentTypeCategorizationMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_InvestmentTypeAxis_806cba1c-2e31-4174-9be5-737589ba9d2f" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_b20c8901-20df-48ba-a541-3222280dd435" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_c7833dd8-98f8-458c-9e33-8aa2a3d8a889" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_RangeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_6ea008e9-d779-496f-9236-a5933bb79195" xlink:to="loc_srt_RangeAxis_c7833dd8-98f8-458c-9e33-8aa2a3d8a889" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_c7833dd8-98f8-458c-9e33-8aa2a3d8a889_default" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_c7833dd8-98f8-458c-9e33-8aa2a3d8a889" xlink:to="loc_srt_RangeMember_c7833dd8-98f8-458c-9e33-8aa2a3d8a889_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_98f273c0-0717-42de-ac68-3e923b1ed3b3" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_c7833dd8-98f8-458c-9e33-8aa2a3d8a889" xlink:to="loc_srt_RangeMember_98f273c0-0717-42de-ac68-3e923b1ed3b3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_04bd7f40-27cc-4e4b-b08a-b275ea688c10" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_MinimumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_98f273c0-0717-42de-ac68-3e923b1ed3b3" xlink:to="loc_srt_MinimumMember_04bd7f40-27cc-4e4b-b08a-b275ea688c10" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_9a7bff02-8627-4ca8-ae5a-f9716be53201" xlink:href="http://xbrl.fasb.org/srt/2019/elts/srt-2019-01-31.xsd#srt_MaximumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_98f273c0-0717-42de-ac68-3e923b1ed3b3" xlink:to="loc_srt_MaximumMember_9a7bff02-8627-4ca8-ae5a-f9716be53201" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_49d677df-7902-4bcf-a457-261cda50a3be" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_6ea008e9-d779-496f-9236-a5933bb79195" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_49d677df-7902-4bcf-a457-261cda50a3be" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_49d677df-7902-4bcf-a457-261cda50a3be_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_49d677df-7902-4bcf-a457-261cda50a3be" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_49d677df-7902-4bcf-a457-261cda50a3be_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_801e05b5-5b58-4f06-a76f-703cffd5ad08" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_49d677df-7902-4bcf-a457-261cda50a3be" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_801e05b5-5b58-4f06-a76f-703cffd5ad08" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_58feb6f7-7607-4406-85b5-c93ba7e3d6d2" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_801e05b5-5b58-4f06-a76f-703cffd5ad08" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_58feb6f7-7607-4406-85b5-c93ba7e3d6d2" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementLocationAxis_16be6af9-e1a3-47c0-8b05-232e744395e0" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_IncomeStatementLocationAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_6ea008e9-d779-496f-9236-a5933bb79195" xlink:to="loc_us-gaap_IncomeStatementLocationAxis_16be6af9-e1a3-47c0-8b05-232e744395e0" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_16be6af9-e1a3-47c0-8b05-232e744395e0_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_IncomeStatementLocationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_16be6af9-e1a3-47c0-8b05-232e744395e0" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_16be6af9-e1a3-47c0-8b05-232e744395e0_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_8c8bd711-9bc5-4c41-9786-2330671664c0" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_IncomeStatementLocationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_16be6af9-e1a3-47c0-8b05-232e744395e0" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_8c8bd711-9bc5-4c41-9786-2330671664c0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_cfcd51b2-9ae3-44bc-85fa-242451fd32e8" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_6ea008e9-d779-496f-9236-a5933bb79195" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_cfcd51b2-9ae3-44bc-85fa-242451fd32e8" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_cfcd51b2-9ae3-44bc-85fa-242451fd32e8_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_cfcd51b2-9ae3-44bc-85fa-242451fd32e8" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_cfcd51b2-9ae3-44bc-85fa-242451fd32e8_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_bff181b9-315e-4502-af33-10dac3ba42c5" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_cfcd51b2-9ae3-44bc-85fa-242451fd32e8" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_bff181b9-315e-4502-af33-10dac3ba42c5" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurementsFinancialInstrumentsMeasuredAtFairValueOnARecurringBasisDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#FairValueMeasurementsFinancialInstrumentsMeasuredAtFairValueOnARecurringBasisDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurementsFinancialInstrumentsMeasuredAtFairValueOnARecurringBasisDetails" xlink:type="extended" id="i27582e8b52c44e0f86b6d873dc6df576_FairValueMeasurementsFinancialInstrumentsMeasuredAtFairValueOnARecurringBasisDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_9376cf42-dd50-488e-bdcf-5f57a4c20eda" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleSecurities_f836c55c-6fb8-43d7-9626-a47ff90b3f08" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AvailableForSaleSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_9376cf42-dd50-488e-bdcf-5f57a4c20eda" xlink:to="loc_us-gaap_AvailableForSaleSecurities_f836c55c-6fb8-43d7-9626-a47ff90b3f08" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TradingSecurities_d72c76b8-0f9b-40ea-b74f-ec8e15128453" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_TradingSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_9376cf42-dd50-488e-bdcf-5f57a4c20eda" xlink:to="loc_us-gaap_TradingSecurities_d72c76b8-0f9b-40ea-b74f-ec8e15128453" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MarketableSecurities_11d45cce-dd43-4f5b-b282-78052becf706" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_MarketableSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_9376cf42-dd50-488e-bdcf-5f57a4c20eda" xlink:to="loc_us-gaap_MarketableSecurities_11d45cce-dd43-4f5b-b282-78052becf706" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsFairValueDisclosure_fb6da755-735f-46ea-a845-2571bc95a1bd" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AssetsFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_9376cf42-dd50-488e-bdcf-5f57a4c20eda" xlink:to="loc_us-gaap_AssetsFairValueDisclosure_fb6da755-735f-46ea-a845-2571bc95a1bd" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable_17755577-e4bc-47e0-b73c-e8afbe185815" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_9376cf42-dd50-488e-bdcf-5f57a4c20eda" xlink:to="loc_us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable_17755577-e4bc-47e0-b73c-e8afbe185815" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByMeasurementFrequencyAxis_79ec4d8f-b640-4e47-aff2-a1cb490bffce" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueByMeasurementFrequencyAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable_17755577-e4bc-47e0-b73c-e8afbe185815" xlink:to="loc_us-gaap_FairValueByMeasurementFrequencyAxis_79ec4d8f-b640-4e47-aff2-a1cb490bffce" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_79ec4d8f-b640-4e47-aff2-a1cb490bffce_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueMeasurementFrequencyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_79ec4d8f-b640-4e47-aff2-a1cb490bffce" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_79ec4d8f-b640-4e47-aff2-a1cb490bffce_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_ca930886-a64b-4378-b485-81600745baae" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueMeasurementFrequencyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_79ec4d8f-b640-4e47-aff2-a1cb490bffce" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_ca930886-a64b-4378-b485-81600745baae" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsRecurringMember_eeef4d6b-2a2c-4d6a-919c-8bf3a12df8ac" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueMeasurementsRecurringMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementFrequencyDomain_ca930886-a64b-4378-b485-81600745baae" xlink:to="loc_us-gaap_FairValueMeasurementsRecurringMember_eeef4d6b-2a2c-4d6a-919c-8bf3a12df8ac" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_f6ed4a54-f11d-4989-930c-8fbfbdb6889d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable_17755577-e4bc-47e0-b73c-e8afbe185815" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_f6ed4a54-f11d-4989-930c-8fbfbdb6889d" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_f6ed4a54-f11d-4989-930c-8fbfbdb6889d_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_f6ed4a54-f11d-4989-930c-8fbfbdb6889d" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_f6ed4a54-f11d-4989-930c-8fbfbdb6889d_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_c7655c57-0892-4994-9143-38da659d237d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_f6ed4a54-f11d-4989-930c-8fbfbdb6889d" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_c7655c57-0892-4994-9143-38da659d237d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel1Member_44345727-2222-4313-89bf-178802a26ddc" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueInputsLevel1Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_c7655c57-0892-4994-9143-38da659d237d" xlink:to="loc_us-gaap_FairValueInputsLevel1Member_44345727-2222-4313-89bf-178802a26ddc" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel2Member_74f350ee-6aed-41a3-aa66-ad99d5988fe5" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueInputsLevel2Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_c7655c57-0892-4994-9143-38da659d237d" xlink:to="loc_us-gaap_FairValueInputsLevel2Member_74f350ee-6aed-41a3-aa66-ad99d5988fe5" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_c3405fe7-580c-41b0-a93c-bf0062b0975e" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_c7655c57-0892-4994-9143-38da659d237d" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_c3405fe7-580c-41b0-a93c-bf0062b0975e" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_2c764991-0a92-4ecc-a051-21d3c1cce98b" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable_17755577-e4bc-47e0-b73c-e8afbe185815" xlink:to="loc_us-gaap_FinancialInstrumentAxis_2c764991-0a92-4ecc-a051-21d3c1cce98b" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_2c764991-0a92-4ecc-a051-21d3c1cce98b_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2c764991-0a92-4ecc-a051-21d3c1cce98b" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_2c764991-0a92-4ecc-a051-21d3c1cce98b_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ee512161-6099-447e-bb86-e6e6181d00cc" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2c764991-0a92-4ecc-a051-21d3c1cce98b" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ee512161-6099-447e-bb86-e6e6181d00cc" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CorporateDebtSecuritiesMember_97248264-892c-4130-847f-44203b53b31c" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CorporateDebtSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ee512161-6099-447e-bb86-e6e6181d00cc" xlink:to="loc_us-gaap_CorporateDebtSecuritiesMember_97248264-892c-4130-847f-44203b53b31c" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MutualFundMember_033fe994-8621-4162-ade9-12609de999bd" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_MutualFundMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ee512161-6099-447e-bb86-e6e6181d00cc" xlink:to="loc_us-gaap_MutualFundMember_033fe994-8621-4162-ade9-12609de999bd" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquitySecuritiesMember_cf509deb-0497-4374-b0cd-2a18597c3a32" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_EquitySecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ee512161-6099-447e-bb86-e6e6181d00cc" xlink:to="loc_us-gaap_EquitySecuritiesMember_cf509deb-0497-4374-b0cd-2a18597c3a32" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetBackedSecuritiesMember_531192c3-7c7a-4ecb-9c6a-9ff562293f91" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AssetBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ee512161-6099-447e-bb86-e6e6181d00cc" xlink:to="loc_us-gaap_AssetBackedSecuritiesMember_531192c3-7c7a-4ecb-9c6a-9ff562293f91" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_U.S.TreasuryPerformanceBondMember_3ff23ae4-347f-4b1b-b40c-d4bba8ee65da" xlink:href="cme-20200930.xsd#cme_U.S.TreasuryPerformanceBondMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ee512161-6099-447e-bb86-e6e6181d00cc" xlink:to="loc_cme_U.S.TreasuryPerformanceBondMember_3ff23ae4-347f-4b1b-b40c-d4bba8ee65da" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_U.S.GovernmentAgencySecurityPerformanceBondMember_6c4e20e7-63b1-4ba2-a9a4-11e0df66485a" xlink:href="cme-20200930.xsd#cme_U.S.GovernmentAgencySecurityPerformanceBondMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ee512161-6099-447e-bb86-e6e6181d00cc" xlink:to="loc_cme_U.S.GovernmentAgencySecurityPerformanceBondMember_6c4e20e7-63b1-4ba2-a9a4-11e0df66485a" xlink:type="arc" order="5"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurementsEstimatedFairValuesofLongTermDebtDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#FairValueMeasurementsEstimatedFairValuesofLongTermDebtDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurementsEstimatedFairValuesofLongTermDebtDetails" xlink:type="extended" id="ic2a0f4b7199c492b811168cc883404eb_FairValueMeasurementsEstimatedFairValuesofLongTermDebtDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_2c411b80-66bd-42d4-9a5c-3840411fd5c4" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentFairValue_d5c10efc-e21c-41f1-83e6-9fb3e977c7aa" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_2c411b80-66bd-42d4-9a5c-3840411fd5c4" xlink:to="loc_us-gaap_DebtInstrumentFairValue_d5c10efc-e21c-41f1-83e6-9fb3e977c7aa" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentFaceAmount_280e252e-2a5f-40e7-b205-ed43a3497864" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentFaceAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_2c411b80-66bd-42d4-9a5c-3840411fd5c4" xlink:to="loc_us-gaap_DebtInstrumentFaceAmount_280e252e-2a5f-40e7-b205-ed43a3497864" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentMaturityDate_43acc427-ebd9-45df-b9ff-6901db41c64f" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentMaturityDate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_2c411b80-66bd-42d4-9a5c-3840411fd5c4" xlink:to="loc_us-gaap_DebtInstrumentMaturityDate_43acc427-ebd9-45df-b9ff-6901db41c64f" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_cd9b8534-10d7-4b9b-a27b-04a687d0cb1a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_2c411b80-66bd-42d4-9a5c-3840411fd5c4" xlink:to="loc_us-gaap_StatementTable_cd9b8534-10d7-4b9b-a27b-04a687d0cb1a" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_a53b6347-7de3-4a62-85a8-c13469d5888d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_cd9b8534-10d7-4b9b-a27b-04a687d0cb1a" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_a53b6347-7de3-4a62-85a8-c13469d5888d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_a53b6347-7de3-4a62-85a8-c13469d5888d_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_a53b6347-7de3-4a62-85a8-c13469d5888d" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_a53b6347-7de3-4a62-85a8-c13469d5888d_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_f75180ef-e176-4285-96a5-f09145d4c02a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_a53b6347-7de3-4a62-85a8-c13469d5888d" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_f75180ef-e176-4285-96a5-f09145d4c02a" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel2Member_9a27219d-1fd6-4989-a3e7-158c3c2b5011" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueInputsLevel2Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_f75180ef-e176-4285-96a5-f09145d4c02a" xlink:to="loc_us-gaap_FairValueInputsLevel2Member_9a27219d-1fd6-4989-a3e7-158c3c2b5011" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_cdc6089c-3fc1-4148-8667-34766814ffe6" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_f75180ef-e176-4285-96a5-f09145d4c02a" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_cdc6089c-3fc1-4148-8667-34766814ffe6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentAxis_7f482af8-212a-473a-8e29-f117e888aa80" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_cd9b8534-10d7-4b9b-a27b-04a687d0cb1a" xlink:to="loc_us-gaap_DebtInstrumentAxis_7f482af8-212a-473a-8e29-f117e888aa80" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_7f482af8-212a-473a-8e29-f117e888aa80_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_7f482af8-212a-473a-8e29-f117e888aa80" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_7f482af8-212a-473a-8e29-f117e888aa80_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_d8d3e402-e5fe-4dcf-b0f2-260e6e1abee6" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_7f482af8-212a-473a-8e29-f117e888aa80" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_d8d3e402-e5fe-4dcf-b0f2-260e6e1abee6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member_ec6993bf-65a3-4d91-b58d-04601cf73d1a" xlink:href="cme-20200930.xsd#cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d8d3e402-e5fe-4dcf-b0f2-260e6e1abee6" xlink:to="loc_cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member_ec6993bf-65a3-4d91-b58d-04601cf73d1a" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A15.0millionfixedratenotesdueMay2023Member_4b190dc4-f5cf-43a6-adea-d74e48883905" xlink:href="cme-20200930.xsd#cme_A15.0millionfixedratenotesdueMay2023Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d8d3e402-e5fe-4dcf-b0f2-260e6e1abee6" xlink:to="loc_cme_A15.0millionfixedratenotesdueMay2023Member_4b190dc4-f5cf-43a6-adea-d74e48883905" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member_533532f8-275c-4894-a399-6962aaf78741" xlink:href="cme-20200930.xsd#cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d8d3e402-e5fe-4dcf-b0f2-260e6e1abee6" xlink:to="loc_cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member_533532f8-275c-4894-a399-6962aaf78741" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain_6c07216a-f0f3-48a4-a889-e5e6ae84d52b" xlink:href="cme-20200930.xsd#cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d8d3e402-e5fe-4dcf-b0f2-260e6e1abee6" xlink:to="loc_cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain_6c07216a-f0f3-48a4-a889-e5e6ae84d52b" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member_dc8ef887-b8a6-4614-9056-bf3b6ac91edc" xlink:href="cme-20200930.xsd#cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d8d3e402-e5fe-4dcf-b0f2-260e6e1abee6" xlink:to="loc_cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member_dc8ef887-b8a6-4614-9056-bf3b6ac91edc" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain_41070a6d-3329-4dae-a93f-1056092e8d1d" xlink:href="cme-20200930.xsd#cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d8d3e402-e5fe-4dcf-b0f2-260e6e1abee6" xlink:to="loc_cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain_41070a6d-3329-4dae-a93f-1056092e8d1d" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialPaperMember_49f27a80-601d-4224-9e50-641e3df7fd01" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_CommercialPaperMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d8d3e402-e5fe-4dcf-b0f2-260e6e1abee6" xlink:to="loc_us-gaap_CommercialPaperMember_49f27a80-601d-4224-9e50-641e3df7fd01" xlink:type="arc" order="6"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/EarningsPerShare" xlink:type="simple" xlink:href="cme-20200930.xsd#EarningsPerShare"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/EarningsPerShare" xlink:type="extended" id="i141560cbfc1a454b9bf58717612f7bd3_EarningsPerShare"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/EarningsPerShareTables" xlink:type="simple" xlink:href="cme-20200930.xsd#EarningsPerShareTables"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/EarningsPerShareTables" xlink:type="extended" id="i987b40cfb0d94f0b8052d38e450a2478_EarningsPerShareTables"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/EarningsPerShareNarrativeDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#EarningsPerShareNarrativeDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/EarningsPerShareNarrativeDetails" xlink:type="extended" id="i2b9706377d9f4718905cf181a324271c_EarningsPerShareNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_73cae35d-3d8f-4369-9e01-1354b8dfdb2a" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount_1423f96f-6e77-40d4-acf8-3b77ecce62a8" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_73cae35d-3d8f-4369-9e01-1354b8dfdb2a" xlink:to="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount_1423f96f-6e77-40d4-acf8-3b77ecce62a8" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_11e1f32d-90af-4ef5-9f34-45dc27b2dc6d" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_73cae35d-3d8f-4369-9e01-1354b8dfdb2a" xlink:to="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_11e1f32d-90af-4ef5-9f34-45dc27b2dc6d" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareByAntidilutiveSecuritiesAxis_47762b4a-8a08-483e-80e9-beb0b39f70f0" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareByAntidilutiveSecuritiesAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_11e1f32d-90af-4ef5-9f34-45dc27b2dc6d" xlink:to="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareByAntidilutiveSecuritiesAxis_47762b4a-8a08-483e-80e9-beb0b39f70f0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AntidilutiveSecuritiesNameDomain_47762b4a-8a08-483e-80e9-beb0b39f70f0_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AntidilutiveSecuritiesNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareByAntidilutiveSecuritiesAxis_47762b4a-8a08-483e-80e9-beb0b39f70f0" xlink:to="loc_us-gaap_AntidilutiveSecuritiesNameDomain_47762b4a-8a08-483e-80e9-beb0b39f70f0_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AntidilutiveSecuritiesNameDomain_3975a582-b4eb-4266-a5be-cb8dccf15f9b" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_AntidilutiveSecuritiesNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareByAntidilutiveSecuritiesAxis_47762b4a-8a08-483e-80e9-beb0b39f70f0" xlink:to="loc_us-gaap_AntidilutiveSecuritiesNameDomain_3975a582-b4eb-4266-a5be-cb8dccf15f9b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RestrictedStockMember_532140d0-147c-46cb-bd6a-c146f574eea7" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_RestrictedStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesNameDomain_3975a582-b4eb-4266-a5be-cb8dccf15f9b" xlink:to="loc_us-gaap_RestrictedStockMember_532140d0-147c-46cb-bd6a-c146f574eea7" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/EarningsPerShareNetIncomeAttributableToCMEGroupDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#EarningsPerShareNetIncomeAttributableToCMEGroupDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/EarningsPerShareNetIncomeAttributableToCMEGroupDetails" xlink:type="extended" id="i89179c0b7c8340d39f56f631ab7b1965_EarningsPerShareNetIncomeAttributableToCMEGroupDetails"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/SubsequentEventsNotes" xlink:type="simple" xlink:href="cme-20200930.xsd#SubsequentEventsNotes"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/SubsequentEventsNotes" xlink:type="extended" id="i3c95eb01f5e545dab291ab6be0b53547_SubsequentEventsNotes">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventLineItems_f2141134-a0ed-4bbe-88f7-6d493a81df34" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_SubsequentEventLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventsTextBlock_cad9517a-77ba-46b8-b4c3-d1dd01a9f5d1" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_SubsequentEventsTextBlock"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_f2141134-a0ed-4bbe-88f7-6d493a81df34" xlink:to="loc_us-gaap_SubsequentEventsTextBlock_cad9517a-77ba-46b8-b4c3-d1dd01a9f5d1" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTable_b0f60648-fe51-4ee0-b5c1-85675c734aac" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_SubsequentEventTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_SubsequentEventLineItems_f2141134-a0ed-4bbe-88f7-6d493a81df34" xlink:to="loc_us-gaap_SubsequentEventTable_b0f60648-fe51-4ee0-b5c1-85675c734aac" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTypeAxis_de6f5576-3492-436e-b873-1b2a5c9fe25c" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_SubsequentEventTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_b0f60648-fe51-4ee0-b5c1-85675c734aac" xlink:to="loc_us-gaap_SubsequentEventTypeAxis_de6f5576-3492-436e-b873-1b2a5c9fe25c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTypeDomain_de6f5576-3492-436e-b873-1b2a5c9fe25c_default" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_SubsequentEventTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_SubsequentEventTypeAxis_de6f5576-3492-436e-b873-1b2a5c9fe25c" xlink:to="loc_us-gaap_SubsequentEventTypeDomain_de6f5576-3492-436e-b873-1b2a5c9fe25c_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTypeDomain_dfb6eb54-5ac5-4459-92a7-b0f5f772accf" xlink:href="http://xbrl.fasb.org/us-gaap/2019/elts/us-gaap-2019-01-31.xsd#us-gaap_SubsequentEventTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_SubsequentEventTypeAxis_de6f5576-3492-436e-b873-1b2a5c9fe25c" xlink:to="loc_us-gaap_SubsequentEventTypeDomain_dfb6eb54-5ac5-4459-92a7-b0f5f772accf" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/SubsequentEventsTables" xlink:type="simple" xlink:href="cme-20200930.xsd#SubsequentEventsTables"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/SubsequentEventsTables" xlink:type="extended" id="i75130a5cb1204f66a637b36b10e30e02_SubsequentEventsTables"/>
  <link:roleRef roleURI="http://www.cmegroup.com/role/SubsequentEventsDetails" xlink:type="simple" xlink:href="cme-20200930.xsd#SubsequentEventsDetails"/>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/SubsequentEventsDetails" xlink:type="extended" id="i2450977c5608497582705541fa3b8d99_SubsequentEventsDetails"/>
</link:linkbase>
