<XBRL>
<?xml version="1.0" encoding="US-ASCII"?>
<!--  EDGAR Online I-Metrix Xcelerate Taxonomy Schema, based on XBRL 2.1  http://www.edgar-online.com/  -->
<!--  Version: 6.3.11 -->
<!--  Round: 59d29066-3237-40e6-9626-9ed71244ba5f -->
<!--  Creation date: 2010-02-26T01:02Z -->
<!--  Copyright (c) 2005-2010 EDGAR Online, Inc. All Rights Reserved. -->
<schema xmlns="http://www.w3.org/2001/XMLSchema"
  xmlns:xbrli="http://www.xbrl.org/2003/instance"
  xmlns:link="http://www.xbrl.org/2003/linkbase"
  xmlns:xlink="http://www.w3.org/1999/xlink"
  xmlns:cme="http://www.cmegroup.com/20091231"
  xmlns:xbrldt="http://xbrl.org/2005/xbrldt"
  xmlns:us-types="http://xbrl.us/us-types/2009-01-31"
  targetNamespace="http://www.cmegroup.com/20091231"
  elementFormDefault="qualified" attributeFormDefault="unqualified">
  <annotation>
    <appinfo>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/StatementOfFinancialPositionClassified" id="IMetrix_StatementOfFinancialPositionClassified">
        <link:definition>101 - Statement - Statement Of Financial Position Classified</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/StatementOfFinancialPositionClassifiedParenthetical" id="IMetrix_StatementOfFinancialPositionClassifiedParen">
        <link:definition>102 - Statement - Statement Of Financial Position Classified (Parenthetical)</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/StatementOfIncomeSecuritiesBasedIncome" id="IMetrix_StatementOfIncomeSecuritiesBasedIncome">
        <link:definition>103 - Statement - Statement Of Income Securities Based Income</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/StatementOfShareholdersEquityAndOtherComprehensiveIncome" id="Imetrix_ci-StatementOfShareholdersEquityAndOtherComprehensiveIncome">
        <link:definition>104 - Statement - Statement Of Shareholders Equity And Other Comprehensive Income</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/StatementOfShareholdersEquityAndOtherComprehensiveIncomeParenthetical" id="Imetrix_ci-StatementOfShareholdersEquityAndOtherComprehensiveIncomeParen">
        <link:definition>105 - Statement - Statement Of Shareholders Equity And Other Comprehensive Income (Parenthetical)</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/StatementOfCashFlowsIndirectSecuritiesBasedOperations" id="IMetrix_StatementOfCashFlowsIndirectSecuritiesBasedOperations">
        <link:definition>106 - Statement - Statement Of Cash Flows Indirect Securities Based Operations</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsSignificantAccountingPoliciesTextBlock" id="IMetrix_NotesToFinancialStatementsSignificantAccountingPoliciesTextBlock">
        <link:definition>107 - Disclosure - SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsScheduleOfSecuritiesFinancingTransactionsTextBlock" id="IMetrix_NotesToFinancialStatementsScheduleOfSecuritiesFinancingTransactionsTextBlock">
        <link:definition>108 - Disclosure - SECURITIES LENDING</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsInvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsInvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock">
        <link:definition>109 - Disclosure - MARKETABLE SECURITIES</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsOtherCurrentAssetsDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsOtherCurrentAssetsDisclosureTextBlock">
        <link:definition>110 - Disclosure - OTHER CURRENT ASSETS</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsPerformanceBondsAndSecurityDepositsTextBlock" id="IMetrix_NotesToFinancialStatementsPerformanceBondsAndSecurityDepositsTextBlock">
        <link:definition>111 - Disclosure - PERFORMANCE BONDS AND SECURITY DEPOSITS</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsPropertyPlantAndEquipmentDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsPropertyPlantAndEquipmentDisclosureTextBlock">
        <link:definition>112 - Disclosure - PROPERTY</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsGoodwillAndIntangibleAssetsDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsGoodwillAndIntangibleAssetsDisclosureTextBlock">
        <link:definition>113 - Disclosure - INTANGIBLE ASSETS AND GOODWILL</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsOtherInvestmentsDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsOtherInvestmentsDisclosureTextBlock">
        <link:definition>114 - Disclosure - LONG-TERM INVESTMENTS</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsOperatingLeasesOfLessorDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsOperatingLeasesOfLessorDisclosureTextBlock">
        <link:definition>115 - Disclosure - BUILDING TENANT LEASES</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsOtherAssetsDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsOtherAssetsDisclosureTextBlock">
        <link:definition>116 - Disclosure - OTHER ASSETS</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsDebtDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsDebtDisclosureTextBlock">
        <link:definition>117 - Disclosure - DEBT</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsRestructuringAndRelatedActivitiesDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsRestructuringAndRelatedActivitiesDisclosureTextBlock">
        <link:definition>118 - Disclosure - RESTRUCTURING</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsOtherCurrentLiabilitiesDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsOtherCurrentLiabilitiesDisclosureTextBlock">
        <link:definition>119 - Disclosure - OTHER CURRENT LIABILITIES</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsIncomeTaxDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsIncomeTaxDisclosureTextBlock">
        <link:definition>120 - Disclosure - INCOME TAXES</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsPensionAndOtherPostretirementBenefitsDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsPensionAndOtherPostretirementBenefitsDisclosureTextBlock">
        <link:definition>121 - Disclosure - EMPLOYEE BENEFIT PLANS</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsOtherLiabilitiesDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsOtherLiabilitiesDisclosureTextBlock">
        <link:definition>122 - Disclosure - OTHER LIABILITIES</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsCommitmentsDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsCommitmentsDisclosureTextBlock">
        <link:definition>123 - Disclosure - COMMITMENTS</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsScheduleOfLossContingenciesByContingencyTextBlock" id="IMetrix_NotesToFinancialStatementsScheduleOfLossContingenciesByContingencyTextBlock">
        <link:definition>124 - Disclosure - CONTINGENCIES</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsScheduleOfGuaranteeObligationsTextBlock" id="IMetrix_NotesToFinancialStatementsScheduleOfGuaranteeObligationsTextBlock">
        <link:definition>125 - Disclosure - GUARANTEES</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsDerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsDerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock">
        <link:definition>126 - Disclosure - DERIVATIVE INSTRUMENTS</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsScheduleOfStockByClassTextBlock" id="IMetrix_NotesToFinancialStatementsScheduleOfStockByClassTextBlock">
        <link:definition>127 - Disclosure - CAPITAL STOCK</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsDisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock" id="IMetrix_NotesToFinancialStatementsDisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock">
        <link:definition>128 - Disclosure - STOCK-BASED PAYMENTS</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsComprehensiveIncomeNoteTextBlock" id="IMetrix_NotesToFinancialStatementsComprehensiveIncomeNoteTextBlock">
        <link:definition>129 - Disclosure - ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsFairValueMeasurementInputsDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsFairValueMeasurementInputsDisclosureTextBlock">
        <link:definition>130 - Disclosure - FAIR VALUE MEASUREMENTS</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsEarningsPerShareTextBlock" id="IMetrix_NotesToFinancialStatementsEarningsPerShareTextBlock">
        <link:definition>131 - Disclosure - EARNINGS PER SHARE</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsQuarterlyFinancialInformationTextBlock" id="IMetrix_NotesToFinancialStatementsQuarterlyFinancialInformationTextBlock">
        <link:definition>132 - Disclosure - QUARTERLY INFORMATION (UNAUDITED)</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsScheduleOfSubsequentEventsTextBlock" id="IMetrix_NotesToFinancialStatementsScheduleOfSubsequentEventsTextBlock">
        <link:definition>133 - Disclosure - SUBSEQUENT EVENTS</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/NotesToFinancialStatementsScheduleOfValuationAndQualifyingAccountsDisclosureTextBlock" id="IMetrix_NotesToFinancialStatementsScheduleOfValuationAndQualifyingAccountsDisclosureTextBlock">
        <link:definition>134 - Disclosure - Schedule II-Valuation and Qualifying Accounts</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/DocumentInformation" id="IMetrix_DocumentInformation">
        <link:definition>135 - Disclosure - Document Information</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/EntityInformation" id="IMetrix_EntityInformation">
        <link:definition>136 - Disclosure - Entity Information</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType roleURI="http://www.cmegroup.com/taxonomy/role/CommonDomainMembers" id="IMetrix_CommonDomainMembers">
        <link:definition>137 - Disclosure - Common Domain Members</link:definition>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:linkbaseRef xlink:type="simple" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:role="http://www.xbrl.org/2003/role/calculationLinkbaseRef" xlink:href="cme-20091231_cal.xml" xlink:title="Calculation Links, all"/>
      <link:linkbaseRef xlink:type="simple" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:role="http://www.xbrl.org/2003/role/definitionLinkbaseRef" xlink:href="cme-20091231_def.xml" xlink:title="Definition Links, all"/>
      <link:linkbaseRef xlink:type="simple" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:role="http://www.xbrl.org/2003/role/labelLinkbaseRef" xlink:href="cme-20091231_lab.xml" xlink:title="Label Links, all"/>
      <link:linkbaseRef xlink:type="simple" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:role="http://www.xbrl.org/2003/role/presentationLinkbaseRef" xlink:href="cme-20091231_pre.xml" xlink:title="Presentation Links, all"/>
    </appinfo>
  </annotation>
  <import namespace="http://www.xbrl.org/2003/instance" schemaLocation="http://www.xbrl.org/2003/xbrl-instance-2003-12-31.xsd"/>
  <import namespace="http://www.xbrl.org/2003/linkbase" schemaLocation="http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd"/>
  <import namespace="http://xbrl.org/2005/xbrldt" schemaLocation="http://www.xbrl.org/2005/xbrldt-2005.xsd"/>
  <import namespace="http://xbrl.us/us-types/2009-01-31" schemaLocation="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-types-2009-01-31.xsd"/>
  <import namespace="http://xbrl.us/us-gaap/2009-01-31" schemaLocation="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd"/>
  <import namespace="http://xbrl.us/dei/2009-01-31" schemaLocation="http://taxonomies.xbrl.us/us-gaap/2009/non-gaap/dei-2009-01-31.xsd"/>
  <element name="AccessAndCommunicationFees" id="cme_AccessAndCommunicationFees" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="CashFlowNoncashFinancingActivitiesDisclosureAbstract" id="cme_CashFlowNoncashFinancingActivitiesDisclosureAbstract" type="xbrli:stringItemType" abstract="true" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="CashFlowNoncashInvestingDisclosureAbstract" id="cme_CashFlowNoncashInvestingDisclosureAbstract" type="xbrli:stringItemType" abstract="true" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="CashPerformanceBondsAndSecurityDepositLiability" id="cme_CashPerformanceBondsAndSecurityDepositLiability" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="instant" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="ClearingAndExecutionServicing" id="cme_ClearingAndExecutionServicing" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="CommonClassBClassB1Member" id="cme_CommonClassBClassB1Member" type="us-types:domainItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="CommonClassBClassB2Member" id="cme_CommonClassBClassB2Member" type="us-types:domainItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="CommonClassBClassB3Member" id="cme_CommonClassBClassB3Member" type="us-types:domainItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="CommonClassBClassB4Member" id="cme_CommonClassBClassB4Member" type="us-types:domainItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="FairValueOfClassACommonStockAndStockOptionsIssuedInConnectionWithCBOTHoldingsMerger" id="cme_FairValueOfClassACommonStockAndStockOptionsIssuedInConnectionWithCBOTHoldingsMerger" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="debit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="FairValueOfClassACommonStockStockOptionsAndRestrictedStockUnitsIssuedInConnectionWithNYMEXHoldingsMerger" id="cme_FairValueOfClassACommonStockStockOptionsAndRestrictedStockUnitsIssuedInConnectionWithNYMEXHoldingsMerger" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="debit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="ImpairmentAvailableForSaleSecurity" id="cme_ImpairmentAvailableForSaleSecurity" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="debit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="ImpairmentOfGoodwillAndIntangibleAssets" id="cme_ImpairmentOfGoodwillAndIntangibleAssets" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="debit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="IncomeLossFromContinuingOperationsBeforeIncomeTaxes" id="cme_IncomeLossFromContinuingOperationsBeforeIncomeTaxes" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="MarketDataInformationServiceRevenue" id="cme_MarketDataInformationServiceRevenue" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="NetChangeInSecuritiesLendingProgramLiability" id="cme_NetChangeInSecuritiesLendingProgramLiability" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="debit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="NotesToFinancialStatementsAbstract" id="cme_NotesToFinancialStatementsAbstract" type="xbrli:stringItemType" abstract="true" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="OtherAssetsDisclosureTextBlock" id="cme_OtherAssetsDisclosureTextBlock" type="us-types:textBlockItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="OtherCurrentAssetsDisclosureTextBlock" id="cme_OtherCurrentAssetsDisclosureTextBlock" type="us-types:textBlockItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="OtherCurrentLiabilitiesDisclosureTextBlock" id="cme_OtherCurrentLiabilitiesDisclosureTextBlock" type="us-types:textBlockItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="OtherInvestmentsDisclosureTextBlock" id="cme_OtherInvestmentsDisclosureTextBlock" type="us-types:textBlockItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="PaymentOfMembershipRights" id="cme_PaymentOfMembershipRights" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="PerformanceBondsAndSecurityDepositsTextBlock" id="cme_PerformanceBondsAndSecurityDepositsTextBlock" type="us-types:textBlockItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="ProcessingServicesFee" id="cme_ProcessingServicesFee" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="PurchaseExerciseRightPrivileges" id="cme_PurchaseExerciseRightPrivileges" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="SecuritiesLendingInterestExpense" id="cme_SecuritiesLendingInterestExpense" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="debit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="SecuritiesLendingInterestIncome" id="cme_SecuritiesLendingInterestIncome" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="SharesBeginningBalanceRestated" id="cme_SharesBeginningBalanceRestated" type="xbrli:sharesItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="SharesOutstanding" id="cme_SharesOutstanding" type="xbrli:sharesItemType" abstract="false" xbrli:periodType="instant" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="StockholdersEquityBeginningBalanceRestated" id="cme_StockholdersEquityBeginningBalanceRestated" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="StockIssuedDuringPeriodSharesMerger" id="cme_StockIssuedDuringPeriodSharesMerger" type="xbrli:sharesItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="StockIssuedDuringPeriodValueMerger" id="cme_StockIssuedDuringPeriodValueMerger" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="StockIssuedToRelatedPartiesDuringPeriodShares" id="cme_StockIssuedToRelatedPartiesDuringPeriodShares" type="xbrli:sharesItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="StockIssuedToRelatedPartiesDuringPeriodValue" id="cme_StockIssuedToRelatedPartiesDuringPeriodValue" type="xbrli:monetaryItemType" abstract="false" xbrli:periodType="duration" xbrli:balance="credit" nillable="true" substitutionGroup="xbrli:item"/>
  <element name="VestingOfIssuedRestrictedStock" id="cme_VestingOfIssuedRestrictedStock" type="xbrli:sharesItemType" abstract="false" xbrli:periodType="duration" nillable="true" substitutionGroup="xbrli:item"/>
</schema>
</XBRL>
