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  <xs:element id="cme_FederalReserveReinvestmentMember" abstract="true" name="FederalReserveReinvestmentMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
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  <xs:element id="cme_PerformanceCollateralForDelivery" abstract="false" name="PerformanceCollateralForDelivery" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_PerformanceBondMember" abstract="true" name="PerformanceBondMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
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  <xs:element id="cme_CFETSMember" abstract="true" name="CFETSMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
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  <xs:element id="cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member" abstract="true" name="A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain" abstract="true" name="A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member" abstract="true" name="A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
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  <xs:element id="cme_A7500MillionFixedRateNotesDueMarch2032InterestEqualTo265Member" abstract="true" name="A7500MillionFixedRateNotesDueMarch2032InterestEqualTo265Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_UnrecognizedTaxBenefitsNetOfTaxImpactsInOtherJurisdictions" abstract="false" name="UnrecognizedTaxBenefitsNetOfTaxImpactsInOtherJurisdictions" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
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  <xs:element id="cme_DefinedBenefitPlanAssumptionsUsedCalculatingNetPeriodicBenefitCostCashBalanceInterestCreditingRate" abstract="false" name="DefinedBenefitPlanAssumptionsUsedCalculatingNetPeriodicBenefitCostCashBalanceInterestCreditingRate" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:percentItemType"/>
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  <xs:element id="cme_DefinedBenefitPlanAssumptionsUsedCalculatingBenefitObligationCashBalanceInterestCreditingRate" abstract="false" name="DefinedBenefitPlanAssumptionsUsedCalculatingBenefitObligationCashBalanceInterestCreditingRate" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="dtr-types1:percentItemType"/>
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  <xs:element id="cme_OperatingLeaseRenewalTerm" abstract="false" name="OperatingLeaseRenewalTerm" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:pureItemType"/>
  <xs:element id="cme_OperatingLeaseOptiontoEarlyTerminateMonths" abstract="false" name="OperatingLeaseOptiontoEarlyTerminateMonths" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="cme_OperatingLeaseTermofContract" abstract="false" name="OperatingLeaseTermofContract" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:pureItemType"/>
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  <xs:element id="cme_FamilyFarmerAndRanchersProtectionFundMember" abstract="true" name="FamilyFarmerAndRanchersProtectionFundMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
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  <xs:element id="cme_GuaranteeCollateral" abstract="false" name="GuaranteeCollateral" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_Paymentpercooperative" abstract="false" name="Paymentpercooperative" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
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  <xs:element id="cme_CmeGroupOmnibusStockPlanMember" abstract="true" name="CmeGroupOmnibusStockPlanMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
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  <xs:element id="cme_EmployeeStockPurchasePlanClassSharesMember" abstract="true" name="EmployeeStockPurchasePlanClassSharesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
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  <xs:element id="cme_NumberOfDirectors" abstract="false" name="NumberOfDirectors" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="cme_MarketValueOfSharesEmployeeStockPurchasePlan" abstract="false" name="MarketValueOfSharesEmployeeStockPurchasePlan" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:percentItemType"/>
  <xs:element id="cme_AnnualStipendAllowanceInCash" abstract="false" name="AnnualStipendAllowanceInCash" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_VestingPercentageAfterOneYear" abstract="false" name="VestingPercentageAfterOneYear" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:percentItemType"/>
  <xs:element id="cme_ClassCommonStockIssuedToParticipatingEmployees" abstract="false" name="ClassCommonStockIssuedToParticipatingEmployees" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="cme_AnnualAwardOfClassCommonStockValue" abstract="false" name="AnnualAwardOfClassCommonStockValue" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_AnnualStipendAllowanceInSharesOfStockInShares" abstract="false" name="AnnualStipendAllowanceInSharesOfStockInShares" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="cme_AccumulatedOtherComprehensiveIncomeRollForward" abstract="true" name="AccumulatedOtherComprehensiveIncomeRollForward" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
</xs:schema>
