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<!--Created on: 8/4/2011 10:11:24 PM-->
<!--Modified on: 8/4/2011 10:11:24 PM-->
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  <element id="cme_MarketDataAndInformationServices" name="MarketDataAndInformationServices" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="credit" />
  <element id="cme_VestingOfIssuedRestrictedStockValue" name="VestingOfIssuedRestrictedStockValue" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_PercentageAllocatedToParentAndExternalPartyOfCrossMarginArrangementOfGainsLossesOnLiquidationOfOpenPositionAndCrossMarginAccount" name="PercentageAllocatedToParentAndExternalPartyOfCrossMarginArrangementOfGainsLossesOnLiquidationOfOpenPositionAndCrossMarginAccount" nillable="true" type="num:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_TermLoanDue2011InterestEqualTo3MonthLiborPlus100ResetQuarterlyMember" name="TermLoanDue2011InterestEqualTo3MonthLiborPlus100ResetQuarterlyMember" nillable="true" type="nonnum:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_AccumulatedOtherComprehensiveIncomeLossAxis" name="AccumulatedOtherComprehensiveIncomeLossAxis" nillable="true" type="xbrli:stringItemType" substitutionGroup="xbrldt:dimensionItem" abstract="true" xbrli:periodType="duration" />
  <element id="cme_AccumulatedOtherComprehensiveIncomeLossDomain" name="AccumulatedOtherComprehensiveIncomeLossDomain" nillable="true" type="nonnum:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ScheduleOfDebtTable" name="ScheduleOfDebtTable" nillable="true" type="xbrli:stringItemType" substitutionGroup="xbrldt:hypercubeItem" abstract="true" xbrli:periodType="duration" />
  <element id="cme_TotalAmortizableIntangibleAssetsNetMember" name="TotalAmortizableIntangibleAssetsNetMember" nillable="true" type="nonnum:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_FixedRateNotesDueAugustTwoThousandThirteenMember" name="FixedRateNotesDueAugustTwoThousandThirteenMember" nillable="true" type="nonnum:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_FixedRateNotesDueFebruaryTwoThousandFourteenMember" name="FixedRateNotesDueFebruaryTwoThousandFourteenMember" nillable="true" type="nonnum:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_FixedRateNotesDueMarchTwoThousandEighteenMember" name="FixedRateNotesDueMarchTwoThousandEighteenMember" nillable="true" type="nonnum:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ReversalAccumulatedOtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" name="ReversalAccumulatedOtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_InterestRateSwapAgreementMember" name="InterestRateSwapAgreementMember" nillable="true" type="nonnum:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ForwardStartingInterestRateSwapAgreementMember" name="ForwardStartingInterestRateSwapAgreementMember" nillable="true" type="nonnum:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_AccumulatedOtherComprehensiveIncomeLossTable" name="AccumulatedOtherComprehensiveIncomeLossTable" nillable="true" type="xbrli:stringItemType" substitutionGroup="xbrldt:hypercubeItem" abstract="true" xbrli:periodType="duration" />
  <element id="cme_CommercialPaperOutstanding" name="CommercialPaperOutstanding" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="instant" xbrli:balance="credit" />
  <element id="cme_EffectiveIncomeTaxRateReconciliationStateApportionment" name="EffectiveIncomeTaxRateReconciliationStateApportionment" nillable="true" type="num:percentItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_IncomeTaxReconciliationStateApportionment" name="IncomeTaxReconciliationStateApportionment" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_FairValueOptions" name="FairValueOptions" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
  <element id="cme_MutualFundsMember" name="MutualFundsMember" nillable="true" type="nonnum:domainItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_SharesIssuedToBoardOfDirectorsInShares" name="SharesIssuedToBoardOfDirectorsInShares" nillable="true" type="xbrli:sharesItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_SharesIssuedToBoardOfDirectors" name="SharesIssuedToBoardOfDirectors" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="credit" />
  <element id="cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent" name="MarginDepositsAndGuarantyFundsLiabilitiesCurrent" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="instant" xbrli:balance="credit" />
  <element id="cme_EarningsPerCommonShareAttributableAbstract" name="EarningsPerCommonShareAttributableAbstract" nillable="true" type="xbrli:stringItemType" substitutionGroup="xbrli:item" abstract="true" xbrli:periodType="duration" />
  <element id="cme_ShareBasedCompensationArrangementByCompanyGrantedPerformanceShares" name="ShareBasedCompensationArrangementByCompanyGrantedPerformanceShares" nillable="true" type="xbrli:sharesItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" />
  <element id="cme_ProceedsFromExerciseRightPrivileges" name="ProceedsFromExerciseRightPrivileges" nillable="true" type="xbrli:monetaryItemType" substitutionGroup="xbrli:item" xbrli:periodType="duration" xbrli:balance="debit" />
</schema>
</XBRL>
