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<!--Created on: 5/6/2010 6:08:31 PM-->
<!--Modified on: 5/6/2010 6:08:31 PM-->
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        <link:definition>00100 - Statement - CONSOLIDATED BALANCE SHEETS</link:definition>
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        <link:definition>00110 - Statement - CONSOLIDATED BALANCE SHEETS (Parenthetical)</link:definition>
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        <link:definition>00200 - Statement - CONSOLIDATED STATEMENTS OF INCOME</link:definition>
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        <link:definition>00300 - Statement - CONSOLIDATED STATEMENTS OF SHAREHOLDERS' EQUITY</link:definition>
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        <link:definition>00310 - Statement - CONSOLIDATED STATEMENTS OF SHAREHOLDERS' EQUITY (Parenthetical)</link:definition>
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        <link:definition>10301 - Disclosure - Intangible Assets and Goodwill</link:definition>
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      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsDebtDisclosureTextBlock" id="NotesToFinancialStatementsDebtDisclosureTextBlock">
        <link:definition>10401 - Disclosure - Debt</link:definition>
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        <link:definition>10701 - Disclosure - Stock-Based Payments</link:definition>
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        <link:definition>10901 - Disclosure - Earnings Per Common Share</link:definition>
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