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<!--Created on: 8/5/2010 8:54:43 PM-->
<!--Modified on: 8/5/2010 8:54:43 PM-->
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  <element id="cme_TotalLiabilitiesAtFairValue" name="TotalLiabilitiesAtFairValue" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="credit" />
  <element id="cme_BasicAndDilutedEarningsPerShareTextBlock" name="BasicAndDilutedEarningsPerShareTextBlock" nillable="true" type="us-types:textBlockItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_RestrictedStockAwardsMember" name="RestrictedStockAwardsMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_FixedRateNotes" name="FixedRateNotes" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="instant" xbrli:balance="credit" />
  <element id="cme_FixedRatePercentageOnNotes" name="FixedRatePercentageOnNotes" nillable="true" type="us-types:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="instant" />
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  <element id="cme_FixedRateNotesDueFebruary2014Member" name="FixedRateNotesDueFebruary2014Member" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_FixedRateNotesDueMarch2018Member" name="FixedRateNotesDueMarch2018Member" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_FloatingRateNotesDueAugust2010Member" name="FloatingRateNotesDueAugust2010Member" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_TermLoanDue2011Member" name="TermLoanDue2011Member" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ClassBCommonStockClassB1Member" name="ClassBCommonStockClassB1Member" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ClassBCommonStockClassB2Member" name="ClassBCommonStockClassB2Member" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ClassBCommonStockClassB3Member" name="ClassBCommonStockClassB3Member" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ClassBCommonStockClassB4Member" name="ClassBCommonStockClassB4Member" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
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  <element id="cme_FairValueOfFixedRateNotesDueFebruary2014Member" name="FairValueOfFixedRateNotesDueFebruary2014Member" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_FairValueOfFixedRateNotesDueMarch2018Member" name="FairValueOfFixedRateNotesDueMarch2018Member" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_FairValueOfFixedRateNotesByMaturityDateTextBlock" name="FairValueOfFixedRateNotesByMaturityDateTextBlock" nillable="true" type="us-types:textBlockItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_DailyTransferBetweenClearingFirms" name="DailyTransferBetweenClearingFirms" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_PercentageAllocatedToCmeAndOccOfGainsLossesOnLiquidationOfOpenPositionAndCrossMarginAccount" name="PercentageAllocatedToCmeAndOccOfGainsLossesOnLiquidationOfOpenPositionAndCrossMarginAccount" nillable="true" type="us-types:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_TotalIndefiniteLivedIntangibleAssetsMember" name="TotalIndefiniteLivedIntangibleAssetsMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_CommercialPaperMaturityDateRangeStart" name="CommercialPaperMaturityDateRangeStart" nillable="true" type="xbrli:stringItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_CommercialPaperMaturityDateRangeEnd" name="CommercialPaperMaturityDateRangeEnd" nillable="true" type="xbrli:stringItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_IndexServicesMember" name="IndexServicesMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ForeignCurrencyTranslationAdjustmentsIndefiniteMember" name="ForeignCurrencyTranslationAdjustmentsIndefiniteMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_SeriesJuniorParticipatingPreferredStock001ParValue140SharesAuthorizedNoneIssuedOrOutstanding" name="SeriesJuniorParticipatingPreferredStock001ParValue140SharesAuthorizedNoneIssuedOrOutstanding" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="instant" xbrli:balance="credit" />
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  <element id="cme_ChangesInRedeemableNonControllingInterestTextBlock" name="ChangesInRedeemableNonControllingInterestTextBlock" nillable="true" type="us-types:textBlockItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_TotalAmortizableIntangibleAssetsNetMember" name="TotalAmortizableIntangibleAssetsNetMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_TotalAmortizableIntangibleAssetsMember" name="TotalAmortizableIntangibleAssetsMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ContributionByRedeemableNoncontrollingInterest" name="ContributionByRedeemableNoncontrollingInterest" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_DistributionToRedeemableNoncontrollingInterest" name="DistributionToRedeemableNoncontrollingInterest" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_NetIncomeLossAttributableToRedeemableNoncontrollingInterest" name="NetIncomeLossAttributableToRedeemableNoncontrollingInterest" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_ComprehensiveIncomeNetOfTaxAttributableToRedeemableNoncontrollingInterest" name="ComprehensiveIncomeNetOfTaxAttributableToRedeemableNoncontrollingInterest" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_IndexServicesGoodwillMember" name="IndexServicesGoodwillMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_InterestRateSwapAgreement2008Fixed" name="InterestRateSwapAgreement2008Fixed" nillable="true" type="us-types:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_InterestRateSwapAgreement2008Fixed472" name="InterestRateSwapAgreement2008Fixed472" nillable="true" type="us-types:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ForwardStartingInterestRateSwapAgreement2010Fixed446" name="ForwardStartingInterestRateSwapAgreement2010Fixed446" nillable="true" type="us-types:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_AquiredIntangibleAssetAmountTotalIndexServices" name="AquiredIntangibleAssetAmountTotalIndexServices" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_IndexServicesIntangibleAssetsTotalMember" name="IndexServicesIntangibleAssetsTotalMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_RedeemableCommonStockCarryingAmount" name="RedeemableCommonStockCarryingAmount" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="instant" xbrli:balance="debit" />
  <element id="cme_SummarizesTotalComprehensiveIncomeAttributableToRedeemableNonControllingInterestTextBlock" name="SummarizesTotalComprehensiveIncomeAttributableToRedeemableNonControllingInterestTextBlock" nillable="true" type="us-types:textBlockItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_StockOptionValuationAssumptionRiskFreeInterestRateLowerRangeLimit" name="StockOptionValuationAssumptionRiskFreeInterestRateLowerRangeLimit" nillable="true" type="us-types:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_StockOptionValuationAssumptionRiskFreeInterestRateUpperRangeLimit" name="StockOptionValuationAssumptionRiskFreeInterestRateUpperRangeLimit" nillable="true" type="us-types:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
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  <element id="cme_IncreaseInOwnershipInterest" name="IncreaseInOwnershipInterest" nillable="true" type="us-types:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_CmeGroupMember" name="CmeGroupMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ProceedsFromChicagoBoardOptionsExchangeExerciseRightPrivileges" name="ProceedsFromChicagoBoardOptionsExchangeExerciseRightPrivileges" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_CommonStockSharesIssuedBmAndFbovespa" name="CommonStockSharesIssuedBmAndFbovespa" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="instant" xbrli:balance="credit" />
  <element id="cme_CommonStockValueBmAndFbovespa" name="CommonStockValueBmAndFbovespa" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="instant" xbrli:balance="credit" />
  <element id="cme_AcquiredFiniteLivedIntangibleAssetAmountTradeName" name="AcquiredFiniteLivedIntangibleAssetAmountTradeName" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
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  <element id="cme_FairValueTradeNameImpairmentTest" name="FairValueTradeNameImpairmentTest" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="instant" xbrli:balance="debit" />
  <element id="cme_AcquiredFiniteLivedIntangibleAssetAmountCustomerRelationships" name="AcquiredFiniteLivedIntangibleAssetAmountCustomerRelationships" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_IndefiniteLivedTradingProductsMember" name="IndefiniteLivedTradingProductsMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_OtherFiniteMember" name="OtherFiniteMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_TotalShortTermDebtMember" name="TotalShortTermDebtMember" nillable="true" type="us-types:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesAttributableToRedeemableNonControllingInterest" name="OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesAttributableToRedeemableNonControllingInterest" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_CommercialPaperWeightedAverageDiscountRates" name="CommercialPaperWeightedAverageDiscountRates" nillable="true" type="us-types:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
</schema>
