<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with the Workiva Platform-->
<!--Copyright 2023 Workiva-->
<!--r:b7528795-f152-4cd1-a1d9-f05c85f70db8,g:8c7d4087-2d5e-4bec-9697-d5b79b4fedf3-->
<link:linkbase xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd">
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedBalanceSheets" xlink:type="simple" xlink:href="cme-20230930.xsd#ConsolidatedBalanceSheets"/>
  <link:calculationLink xlink:role="http://www.cmegroup.com/role/ConsolidatedBalanceSheets" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsCurrent_5c9b613a-d964-46d2-8d47-b50a7b72708a" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_AssetsCurrent"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MarketableSecuritiesCurrent_3b8d2a49-63c7-4d36-9f07-d87b894cd02b" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_MarketableSecuritiesCurrent"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_AssetsCurrent_5c9b613a-d964-46d2-8d47-b50a7b72708a" xlink:to="loc_us-gaap_MarketableSecuritiesCurrent_3b8d2a49-63c7-4d36-9f07-d87b894cd02b" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsReceivableNetCurrent_ed48f6eb-2a1f-4088-94ca-fa2b5a652045" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_AccountsReceivableNetCurrent"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_AssetsCurrent_5c9b613a-d964-46d2-8d47-b50a7b72708a" xlink:to="loc_us-gaap_AccountsReceivableNetCurrent_ed48f6eb-2a1f-4088-94ca-fa2b5a652045" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssetsCurrent_a00f11a4-1b7f-4050-89f6-9196d738f7cc" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherAssetsCurrent"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_AssetsCurrent_5c9b613a-d964-46d2-8d47-b50a7b72708a" xlink:to="loc_us-gaap_OtherAssetsCurrent_a00f11a4-1b7f-4050-89f6-9196d738f7cc" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodFaithAndMarginDepositsWithBrokerDealers_c6d440db-706e-43ef-b05b-96e658a4dcff" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_GoodFaithAndMarginDepositsWithBrokerDealers"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_AssetsCurrent_5c9b613a-d964-46d2-8d47-b50a7b72708a" xlink:to="loc_us-gaap_GoodFaithAndMarginDepositsWithBrokerDealers_c6d440db-706e-43ef-b05b-96e658a4dcff" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_ade9d977-5d9f-4375-9ae2-e288c593a799" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_AssetsCurrent_5c9b613a-d964-46d2-8d47-b50a7b72708a" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_ade9d977-5d9f-4375-9ae2-e288c593a799" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity_a3c8b942-a1ce-43d2-bfe0-1c6ae712a42f" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_StockholdersEquity"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdditionalPaidInCapitalCommonStock_295b6e01-0bb0-46d3-a674-64bc9f1ad479" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_AdditionalPaidInCapitalCommonStock"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquity_a3c8b942-a1ce-43d2-bfe0-1c6ae712a42f" xlink:to="loc_us-gaap_AdditionalPaidInCapitalCommonStock_295b6e01-0bb0-46d3-a674-64bc9f1ad479" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedEarningsAccumulatedDeficit_120476f7-c04f-45bb-9ba7-e1ea0bc6fa42" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_RetainedEarningsAccumulatedDeficit"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquity_a3c8b942-a1ce-43d2-bfe0-1c6ae712a42f" xlink:to="loc_us-gaap_RetainedEarningsAccumulatedDeficit_120476f7-c04f-45bb-9ba7-e1ea0bc6fa42" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_07725d23-e49b-41d4-a48c-cb4f634f808d" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquity_a3c8b942-a1ce-43d2-bfe0-1c6ae712a42f" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_07725d23-e49b-41d4-a48c-cb4f634f808d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockValueOutstanding_74974dd6-e7a6-44b8-9cba-a36842b42a2f" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_CommonStockValueOutstanding"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquity_a3c8b942-a1ce-43d2-bfe0-1c6ae712a42f" xlink:to="loc_us-gaap_CommonStockValueOutstanding_74974dd6-e7a6-44b8-9cba-a36842b42a2f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockValue_04fb5473-e9dc-458f-b92c-2a55a7890dad" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_PreferredStockValue"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquity_a3c8b942-a1ce-43d2-bfe0-1c6ae712a42f" xlink:to="loc_us-gaap_PreferredStockValue_04fb5473-e9dc-458f-b92c-2a55a7890dad" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesCurrent_c3223505-2847-4786-9112-54d4eddcd270" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_LiabilitiesCurrent"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableCurrent_cb44f7b5-1181-4239-9854-2894607ce73a" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_AccountsPayableCurrent"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LiabilitiesCurrent_c3223505-2847-4786-9112-54d4eddcd270" xlink:to="loc_us-gaap_AccountsPayableCurrent_cb44f7b5-1181-4239-9854-2894607ce73a" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherLiabilitiesCurrent_8d1d235f-0a20-452b-989a-e2f22613dc61" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherLiabilitiesCurrent"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LiabilitiesCurrent_c3223505-2847-4786-9112-54d4eddcd270" xlink:to="loc_us-gaap_OtherLiabilitiesCurrent_8d1d235f-0a20-452b-989a-e2f22613dc61" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent_cb521dc4-6a67-4cc8-853c-0fe94e683c28" xlink:href="cme-20230930.xsd#cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LiabilitiesCurrent_c3223505-2847-4786-9112-54d4eddcd270" xlink:to="loc_cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent_cb521dc4-6a67-4cc8-853c-0fe94e683c28" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShortTermBorrowings_4171d13c-602d-437b-8f76-336f432238f2" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_ShortTermBorrowings"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LiabilitiesCurrent_c3223505-2847-4786-9112-54d4eddcd270" xlink:to="loc_us-gaap_ShortTermBorrowings_4171d13c-602d-437b-8f76-336f432238f2" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_c4953b3e-6292-4dc9-8273-3d2576006974" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_Liabilities"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesCurrent_0011e2a1-7cbb-4391-8227-7c1f09b0538e" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_LiabilitiesCurrent"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_c4953b3e-6292-4dc9-8273-3d2576006974" xlink:to="loc_us-gaap_LiabilitiesCurrent_0011e2a1-7cbb-4391-8227-7c1f09b0538e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnsecuredLongTermDebt_72e911b3-27e3-46d4-ac9d-2aef019ad400" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_UnsecuredLongTermDebt"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_c4953b3e-6292-4dc9-8273-3d2576006974" xlink:to="loc_us-gaap_UnsecuredLongTermDebt_72e911b3-27e3-46d4-ac9d-2aef019ad400" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DeferredIncomeTaxLiabilitiesNet_c8d87b2b-222a-48a3-a6c1-b7ffbe93d2ff" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_DeferredIncomeTaxLiabilitiesNet"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_c4953b3e-6292-4dc9-8273-3d2576006974" xlink:to="loc_us-gaap_DeferredIncomeTaxLiabilitiesNet_c8d87b2b-222a-48a3-a6c1-b7ffbe93d2ff" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherLiabilitiesNoncurrent_dec27e7d-13b3-4b0d-901a-de367d6a6284" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherLiabilitiesNoncurrent"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_c4953b3e-6292-4dc9-8273-3d2576006974" xlink:to="loc_us-gaap_OtherLiabilitiesNoncurrent_dec27e7d-13b3-4b0d-901a-de367d6a6284" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquity_9877b2e6-a0fe-4f3d-be85-5531266125c6" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_LiabilitiesAndStockholdersEquity"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity_b2bf3796-8216-40f8-a316-a4d09fffd36f" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_StockholdersEquity"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquity_9877b2e6-a0fe-4f3d-be85-5531266125c6" xlink:to="loc_us-gaap_StockholdersEquity_b2bf3796-8216-40f8-a316-a4d09fffd36f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_b50ea0a4-251e-4a06-9140-099f70987dbc" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_Liabilities"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquity_9877b2e6-a0fe-4f3d-be85-5531266125c6" xlink:to="loc_us-gaap_Liabilities_b50ea0a4-251e-4a06-9140-099f70987dbc" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_89db77a1-ec63-4719-a1fa-21fc5f21cb49" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_Assets"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentNet_68d794ca-e66d-423f-a264-18166ceb7b41" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_PropertyPlantAndEquipmentNet"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_89db77a1-ec63-4719-a1fa-21fc5f21cb49" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentNet_68d794ca-e66d-423f-a264-18166ceb7b41" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_Intangibleassetstradingproducts_5431f9ce-981a-4e5e-8be5-314856c2c0ce" xlink:href="cme-20230930.xsd#cme_Intangibleassetstradingproducts"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_89db77a1-ec63-4719-a1fa-21fc5f21cb49" xlink:to="loc_cme_Intangibleassetstradingproducts_5431f9ce-981a-4e5e-8be5-314856c2c0ce" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssetsNoncurrent_8e2efbb7-731b-4546-af72-9cdc36ce3524" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherAssetsNoncurrent"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_89db77a1-ec63-4719-a1fa-21fc5f21cb49" xlink:to="loc_us-gaap_OtherAssetsNoncurrent_8e2efbb7-731b-4546-af72-9cdc36ce3524" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsNet_f23e9fb0-9788-413d-9684-613f2432585b" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_FiniteLivedIntangibleAssetsNet"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_89db77a1-ec63-4719-a1fa-21fc5f21cb49" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsNet_f23e9fb0-9788-413d-9684-613f2432585b" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Goodwill_5cb6314e-0dbc-4234-913d-3cea22784b6e" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_Goodwill"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_89db77a1-ec63-4719-a1fa-21fc5f21cb49" xlink:to="loc_us-gaap_Goodwill_5cb6314e-0dbc-4234-913d-3cea22784b6e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsCurrent_d99239b6-05d8-4b1f-8590-60d583ad3422" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_AssetsCurrent"/>
    <link:calculationArc order="6" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_89db77a1-ec63-4719-a1fa-21fc5f21cb49" xlink:to="loc_us-gaap_AssetsCurrent_d99239b6-05d8-4b1f-8590-60d583ad3422" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfIncome" xlink:type="simple" xlink:href="cme-20230930.xsd#ConsolidatedStatementsOfIncome"/>
  <link:calculationLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfIncome" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingIncomeLoss_1a1637e4-3699-4503-870f-eb2a48b700a1" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OperatingIncomeLoss"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Revenues_057b6c3b-654b-47ba-b46a-499de300730e" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_Revenues"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OperatingIncomeLoss_1a1637e4-3699-4503-870f-eb2a48b700a1" xlink:to="loc_us-gaap_Revenues_057b6c3b-654b-47ba-b46a-499de300730e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CostsAndExpenses_06991a6a-a548-43db-a0ce-dbdde679925d" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_CostsAndExpenses"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OperatingIncomeLoss_1a1637e4-3699-4503-870f-eb2a48b700a1" xlink:to="loc_us-gaap_CostsAndExpenses_06991a6a-a548-43db-a0ce-dbdde679925d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NonoperatingIncomeExpense_da555f68-a8c2-4c22-92aa-abf42a912641" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_NonoperatingIncomeExpense"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentIncomeNonoperating_e22c0467-c8ae-49fa-9b2c-b3d1dc5ae751" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_InvestmentIncomeNonoperating"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NonoperatingIncomeExpense_da555f68-a8c2-4c22-92aa-abf42a912641" xlink:to="loc_us-gaap_InvestmentIncomeNonoperating_e22c0467-c8ae-49fa-9b2c-b3d1dc5ae751" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestAndDebtExpense_f5422b1e-020b-4c99-a8d6-aebaa0f145b7" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_InterestAndDebtExpense"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NonoperatingIncomeExpense_da555f68-a8c2-4c22-92aa-abf42a912641" xlink:to="loc_us-gaap_InterestAndDebtExpense_f5422b1e-020b-4c99-a8d6-aebaa0f145b7" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeLossFromEquityMethodInvestments_75afad95-ec32-42d7-a25c-7acbf1d3ef90" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncomeLossFromEquityMethodInvestments"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NonoperatingIncomeExpense_da555f68-a8c2-4c22-92aa-abf42a912641" xlink:to="loc_us-gaap_IncomeLossFromEquityMethodInvestments_75afad95-ec32-42d7-a25c-7acbf1d3ef90" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherNonoperatingIncomeExpense_235ab71c-558f-4b80-b550-70cd4b1c267e" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherNonoperatingIncomeExpense"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NonoperatingIncomeExpense_da555f68-a8c2-4c22-92aa-abf42a912641" xlink:to="loc_us-gaap_OtherNonoperatingIncomeExpense_235ab71c-558f-4b80-b550-70cd4b1c267e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeLossFromContinuingOperationsIncludingPortionAttributableToNoncontrollingInterest_3d8d1135-49b0-4b6c-ace7-58e9313e160e" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncomeLossFromContinuingOperationsIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_6e8b07d3-f56b-41c8-840b-c54867d131ba" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_IncomeLossFromContinuingOperationsIncludingPortionAttributableToNoncontrollingInterest_3d8d1135-49b0-4b6c-ace7-58e9313e160e" xlink:to="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_6e8b07d3-f56b-41c8-840b-c54867d131ba" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxExpenseBenefit_df95f38a-3e7d-4ca8-b4a0-4ac2bffdd495" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncomeTaxExpenseBenefit"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_IncomeLossFromContinuingOperationsIncludingPortionAttributableToNoncontrollingInterest_3d8d1135-49b0-4b6c-ace7-58e9313e160e" xlink:to="loc_us-gaap_IncomeTaxExpenseBenefit_df95f38a-3e7d-4ca8-b4a0-4ac2bffdd495" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CostsAndExpenses_20f63bca-3765-49c7-8a36-3f7996264135" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_CostsAndExpenses"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LaborAndRelatedExpense_7b9ea81e-8761-47fc-8abe-dc7bfc1ef80f" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_LaborAndRelatedExpense"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CostsAndExpenses_20f63bca-3765-49c7-8a36-3f7996264135" xlink:to="loc_us-gaap_LaborAndRelatedExpense_7b9ea81e-8761-47fc-8abe-dc7bfc1ef80f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InformationTechnologyAndDataProcessing_9357aec9-e4b1-4047-9021-a101657a3794" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_InformationTechnologyAndDataProcessing"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CostsAndExpenses_20f63bca-3765-49c7-8a36-3f7996264135" xlink:to="loc_us-gaap_InformationTechnologyAndDataProcessing_9357aec9-e4b1-4047-9021-a101657a3794" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfessionalFees_92c44f8a-5f0f-4b74-abc2-394041140561" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_ProfessionalFees"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CostsAndExpenses_20f63bca-3765-49c7-8a36-3f7996264135" xlink:to="loc_us-gaap_ProfessionalFees_92c44f8a-5f0f-4b74-abc2-394041140561" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AmortizationOfIntangibleAssets_35410e14-b776-4983-aae7-b566144d272d" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_AmortizationOfIntangibleAssets"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CostsAndExpenses_20f63bca-3765-49c7-8a36-3f7996264135" xlink:to="loc_us-gaap_AmortizationOfIntangibleAssets_35410e14-b776-4983-aae7-b566144d272d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Depreciation_934e61b5-6a3f-4c52-b02a-97857fed2be5" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_Depreciation"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CostsAndExpenses_20f63bca-3765-49c7-8a36-3f7996264135" xlink:to="loc_us-gaap_Depreciation_934e61b5-6a3f-4c52-b02a-97857fed2be5" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_LicensingFees_fc95df43-ecdd-495d-bda2-c805387faa69" xlink:href="cme-20230930.xsd#cme_LicensingFees"/>
    <link:calculationArc order="6" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CostsAndExpenses_20f63bca-3765-49c7-8a36-3f7996264135" xlink:to="loc_cme_LicensingFees_fc95df43-ecdd-495d-bda2-c805387faa69" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherCostAndExpenseOperating_c2e171ee-9b1c-4ce3-9a2c-46328896b3e9" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherCostAndExpenseOperating"/>
    <link:calculationArc order="7" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CostsAndExpenses_20f63bca-3765-49c7-8a36-3f7996264135" xlink:to="loc_us-gaap_OtherCostAndExpenseOperating_c2e171ee-9b1c-4ce3-9a2c-46328896b3e9" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsofComprehensiveIncome" xlink:type="simple" xlink:href="cme-20230930.xsd#ConsolidatedStatementsofComprehensiveIncome"/>
  <link:calculationLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsofComprehensiveIncome" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansAdjustmentNetOfTax_782332b0-cb3d-483b-bf6d-4d53f7af5a68" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansAdjustmentNetOfTax"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIPensionAndOtherPostretirementBenefitPlansForNetGainLossBeforeTax_6de6699a-94c5-4ee9-9cbd-7f941b32e522" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIPensionAndOtherPostretirementBenefitPlansForNetGainLossBeforeTax"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansAdjustmentNetOfTax_782332b0-cb3d-483b-bf6d-4d53f7af5a68" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIPensionAndOtherPostretirementBenefitPlansForNetGainLossBeforeTax_6de6699a-94c5-4ee9-9cbd-7f941b32e522" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansTax_dc39ed09-2676-4fa0-b806-b55f586da83f" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansTax"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansAdjustmentNetOfTax_782332b0-cb3d-483b-bf6d-4d53f7af5a68" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansTax_dc39ed09-2676-4fa0-b806-b55f586da83f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansNetUnamortizedGainLossArisingDuringPeriodBeforeTax_d2749fc8-30ca-4fb8-ab92-a0d16f4debe7" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansNetUnamortizedGainLossArisingDuringPeriodBeforeTax"/>
    <link:calculationArc order="3" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansAdjustmentNetOfTax_782332b0-cb3d-483b-bf6d-4d53f7af5a68" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansNetUnamortizedGainLossArisingDuringPeriodBeforeTax_d2749fc8-30ca-4fb8-ab92-a0d16f4debe7" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationGainLossArisingDuringPeriodNetOfTax_cc94ca4a-fcec-4e53-b55a-881cb6669cfa" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationGainLossArisingDuringPeriodNetOfTax"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationGainLossBeforeReclassificationAndTax_ac651718-156b-4415-b721-329c846f6cdb" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationGainLossBeforeReclassificationAndTax"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationGainLossArisingDuringPeriodNetOfTax_cc94ca4a-fcec-4e53-b55a-881cb6669cfa" xlink:to="loc_us-gaap_OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationGainLossBeforeReclassificationAndTax_ac651718-156b-4415-b721-329c846f6cdb" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_184cfc38-cc96-4644-99f9-c3b7a30dd89a" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss_b7850009-3a81-41b9-b4af-a17f6d9acf3d" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_ProfitLoss"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_184cfc38-cc96-4644-99f9-c3b7a30dd89a" xlink:to="loc_us-gaap_ProfitLoss_b7850009-3a81-41b9-b4af-a17f6d9acf3d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_ee6b2a43-422e-4586-a8f8-a94d8affb7bf" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTax"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_184cfc38-cc96-4644-99f9-c3b7a30dd89a" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_ee6b2a43-422e-4586-a8f8-a94d8affb7bf" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_0ca5d8d3-b9ad-4d23-a174-44c5c734cb43" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTax"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_49a659e6-5b3d-4d68-b88d-bdc3cf6628c3" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_0ca5d8d3-b9ad-4d23-a174-44c5c734cb43" xlink:to="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_49a659e6-5b3d-4d68-b88d-bdc3cf6628c3" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationGainLossArisingDuringPeriodNetOfTax_cfcb25ca-69e3-4108-a7ab-c9b1ca7c4f36" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationGainLossArisingDuringPeriodNetOfTax"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_0ca5d8d3-b9ad-4d23-a174-44c5c734cb43" xlink:to="loc_us-gaap_OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationGainLossArisingDuringPeriodNetOfTax_cfcb25ca-69e3-4108-a7ab-c9b1ca7c4f36" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTax_50526a73-e10d-4d56-ad25-405d76a28fd6" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTax"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_0ca5d8d3-b9ad-4d23-a174-44c5c734cb43" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTax_50526a73-e10d-4d56-ad25-405d76a28fd6" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansAdjustmentNetOfTax_addc4f16-b434-4dd0-9b47-3f83ae8c82bb" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansAdjustmentNetOfTax"/>
    <link:calculationArc order="4" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_0ca5d8d3-b9ad-4d23-a174-44c5c734cb43" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossPensionAndOtherPostretirementBenefitPlansAdjustmentNetOfTax_addc4f16-b434-4dd0-9b47-3f83ae8c82bb" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_330abf5b-5ce7-4738-bb33-7bc83cb3ea4e" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodTax_6cd04ee7-266b-4dd2-bf3e-a8b77646f225" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodTax"/>
    <link:calculationArc order="1" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_330abf5b-5ce7-4738-bb33-7bc83cb3ea4e" xlink:to="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodTax_6cd04ee7-266b-4dd2-bf3e-a8b77646f225" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodBeforeTax_83fbcd2f-c177-482e-8f6a-31e87b9cca31" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodBeforeTax"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_330abf5b-5ce7-4738-bb33-7bc83cb3ea4e" xlink:to="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodBeforeTax_83fbcd2f-c177-482e-8f6a-31e87b9cca31" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTax_06718528-d9d2-4856-b2cb-5b373daad025" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTax"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax_330e99b6-8d7c-4dfe-8168-a946c8bee563" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax"/>
    <link:calculationArc order="1" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTax_06718528-d9d2-4856-b2cb-5b373daad025" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationBeforeTax_330e99b6-8d7c-4dfe-8168-a946c8bee563" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationTax_23a17b8b-7016-4ac2-9101-88861d0c0aac" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationTax"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossAfterReclassificationAndTax_06718528-d9d2-4856-b2cb-5b373daad025" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossCashFlowHedgeGainLossReclassificationTax_23a17b8b-7016-4ac2-9101-88861d0c0aac" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfCashFlows" xlink:type="simple" xlink:href="cme-20230930.xsd#ConsolidatedStatementsOfCashFlows"/>
  <link:calculationLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfCashFlows" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_NetCashProvidedByUsedInOperatingActivities"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnInvestments_75e873fb-8c61-4c49-8e54-07371c231363" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_GainLossOnInvestments"/>
    <link:calculationArc order="1" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_GainLossOnInvestments_75e873fb-8c61-4c49-8e54-07371c231363" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInAccountsPayable_50778fce-43ce-4f5b-9a4f-484c49e2810f" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncreaseDecreaseInAccountsPayable"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_IncreaseDecreaseInAccountsPayable_50778fce-43ce-4f5b-9a4f-484c49e2810f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensation_131b73bb-32a4-46ff-ba54-bebbcaad836a" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_ShareBasedCompensation"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_ShareBasedCompensation_131b73bb-32a4-46ff-ba54-bebbcaad836a" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInOtherOperatingLiabilities_7ef19e09-cf9a-40a7-8b38-bacabac472c2" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncreaseDecreaseInOtherOperatingLiabilities"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_IncreaseDecreaseInOtherOperatingLiabilities_7ef19e09-cf9a-40a7-8b38-bacabac472c2" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets_5adc1cb5-2f85-49e7-8a90-54deb7c60031" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets"/>
    <link:calculationArc order="5" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets_5adc1cb5-2f85-49e7-8a90-54deb7c60031" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherNoncashIncomeExpense_73d5f6f4-7729-4a5f-8fd7-ec711c4b88eb" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_OtherNoncashIncomeExpense"/>
    <link:calculationArc order="6" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_OtherNoncashIncomeExpense_73d5f6f4-7729-4a5f-8fd7-ec711c4b88eb" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInAccountsReceivable_8f0bb34d-5e54-42d1-bef5-792086a12e24" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncreaseDecreaseInAccountsReceivable"/>
    <link:calculationArc order="7" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_IncreaseDecreaseInAccountsReceivable_8f0bb34d-5e54-42d1-bef5-792086a12e24" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AmortizationOfIntangibleAssets_390de4d1-8432-44e6-b4f4-f3ed959a5156" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_AmortizationOfIntangibleAssets"/>
    <link:calculationArc order="8" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_AmortizationOfIntangibleAssets_390de4d1-8432-44e6-b4f4-f3ed959a5156" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DeferredIncomeTaxExpenseBenefit_8b571ebb-0e82-4945-8eb7-e3de07e8392e" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_DeferredIncomeTaxExpenseBenefit"/>
    <link:calculationArc order="9" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_DeferredIncomeTaxExpenseBenefit_8b571ebb-0e82-4945-8eb7-e3de07e8392e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInAccruedIncomeTaxesPayable_1b3f8b09-0649-4608-9a19-31c78bc819c9" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncreaseDecreaseInAccruedIncomeTaxesPayable"/>
    <link:calculationArc order="10" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_IncreaseDecreaseInAccruedIncomeTaxesPayable_1b3f8b09-0649-4608-9a19-31c78bc819c9" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInOtherOperatingAssets_ec154dfc-d08d-4b54-8741-55e151b68639" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncreaseDecreaseInOtherOperatingAssets"/>
    <link:calculationArc order="11" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_IncreaseDecreaseInOtherOperatingAssets_ec154dfc-d08d-4b54-8741-55e151b68639" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Depreciation_635135db-1d9c-4c5e-a1d1-9fcd9214ed45" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_Depreciation"/>
    <link:calculationArc order="12" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_Depreciation_635135db-1d9c-4c5e-a1d1-9fcd9214ed45" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInOtherAccruedLiabilities_b542a051-3993-4b1b-81f3-339c2e823306" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncreaseDecreaseInOtherAccruedLiabilities"/>
    <link:calculationArc order="13" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_IncreaseDecreaseInOtherAccruedLiabilities_b542a051-3993-4b1b-81f3-339c2e823306" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss_4d650b93-860e-4587-a1e8-cc31365c1131" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_ProfitLoss"/>
    <link:calculationArc order="14" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_c8782cc3-e8da-43d3-a785-43a090c26ab5" xlink:to="loc_us-gaap_ProfitLoss_4d650b93-860e-4587-a1e8-cc31365c1131" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_c60d12d7-0413-4b5b-b29a-833be14e62f9" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_NetCashProvidedByUsedInFinancingActivities"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation_14e824be-2bf0-49a2-9dbf-b1d2f27af105" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation"/>
    <link:calculationArc order="1" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_c60d12d7-0413-4b5b-b29a-833be14e62f9" xlink:to="loc_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation_14e824be-2bf0-49a2-9dbf-b1d2f27af105" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_cme_ChangeInPerformanceBondAndGuarantyFundContributions_3644a048-1da9-462d-97e5-e72b1f238700" xlink:href="cme-20230930.xsd#cme_ChangeInPerformanceBondAndGuarantyFundContributions"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_c60d12d7-0413-4b5b-b29a-833be14e62f9" xlink:to="loc_cme_ChangeInPerformanceBondAndGuarantyFundContributions_3644a048-1da9-462d-97e5-e72b1f238700" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromPaymentsForOtherFinancingActivities_0306df1c-d970-4dd4-a8d5-b7dde922e67f" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_ProceedsFromPaymentsForOtherFinancingActivities"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_c60d12d7-0413-4b5b-b29a-833be14e62f9" xlink:to="loc_us-gaap_ProceedsFromPaymentsForOtherFinancingActivities_0306df1c-d970-4dd4-a8d5-b7dde922e67f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RepaymentsOfLongTermDebt_0be0fe71-cf05-48eb-a7fa-fe5f810da7a8" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_RepaymentsOfLongTermDebt"/>
    <link:calculationArc order="4" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_c60d12d7-0413-4b5b-b29a-833be14e62f9" xlink:to="loc_us-gaap_RepaymentsOfLongTermDebt_0be0fe71-cf05-48eb-a7fa-fe5f810da7a8" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsOfDividends_3f4a3a8e-7231-4928-839d-86ea81c7c4fc" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_PaymentsOfDividends"/>
    <link:calculationArc order="5" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_c60d12d7-0413-4b5b-b29a-833be14e62f9" xlink:to="loc_us-gaap_PaymentsOfDividends_3f4a3a8e-7231-4928-839d-86ea81c7c4fc" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromDebtNetOfIssuanceCosts_fd14fd49-23ce-4d1f-ba80-1b61f8a66a23" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_ProceedsFromDebtNetOfIssuanceCosts"/>
    <link:calculationArc order="6" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_c60d12d7-0413-4b5b-b29a-833be14e62f9" xlink:to="loc_us-gaap_ProceedsFromDebtNetOfIssuanceCosts_fd14fd49-23ce-4d1f-ba80-1b61f8a66a23" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_ef5f420f-6d16-41db-b659-d034d7104e55" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_3d743ad0-e2eb-499d-9ec0-5f1e293e0581" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_NetCashProvidedByUsedInOperatingActivities"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_ef5f420f-6d16-41db-b659-d034d7104e55" xlink:to="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_3d743ad0-e2eb-499d-9ec0-5f1e293e0581" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_73a3519c-22be-47d5-b451-a52be873b728" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_NetCashProvidedByUsedInInvestingActivities"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_ef5f420f-6d16-41db-b659-d034d7104e55" xlink:to="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_73a3519c-22be-47d5-b451-a52be873b728" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_d4116579-61e5-4943-bca3-927502c49b2b" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_NetCashProvidedByUsedInFinancingActivities"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_ef5f420f-6d16-41db-b659-d034d7104e55" xlink:to="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_d4116579-61e5-4943-bca3-927502c49b2b" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_dd25dfa1-3957-47e0-911b-176e1b29aa7e" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_NetCashProvidedByUsedInInvestingActivities"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt_00780f43-e9cb-4ae1-9a82-f010a3f88d65" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt"/>
    <link:calculationArc order="1" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_dd25dfa1-3957-47e0-911b-176e1b29aa7e" xlink:to="loc_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt_00780f43-e9cb-4ae1-9a82-f010a3f88d65" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities_b5ab2011-13c9-4fe4-a157-bf8f85f8c883" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_dd25dfa1-3957-47e0-911b-176e1b29aa7e" xlink:to="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities_b5ab2011-13c9-4fe4-a157-bf8f85f8c883" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquirePropertyPlantAndEquipment_07048341-9e58-4804-a305-fd00fd9fbbd5" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_PaymentsToAcquirePropertyPlantAndEquipment"/>
    <link:calculationArc order="3" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_dd25dfa1-3957-47e0-911b-176e1b29aa7e" xlink:to="loc_us-gaap_PaymentsToAcquirePropertyPlantAndEquipment_07048341-9e58-4804-a305-fd00fd9fbbd5" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireOtherInvestments_ab26b35d-6cfe-437f-a00c-7a029e0e6063" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_PaymentsToAcquireOtherInvestments"/>
    <link:calculationArc order="4" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_dd25dfa1-3957-47e0-911b-176e1b29aa7e" xlink:to="loc_us-gaap_PaymentsToAcquireOtherInvestments_ab26b35d-6cfe-437f-a00c-7a029e0e6063" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfOtherInvestments_003133a9-16e2-44b6-97c1-c5e000ec9fcc" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_ProceedsFromSaleOfOtherInvestments"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_dd25dfa1-3957-47e0-911b-176e1b29aa7e" xlink:to="loc_us-gaap_ProceedsFromSaleOfOtherInvestments_003133a9-16e2-44b6-97c1-c5e000ec9fcc" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireEquityMethodInvestments_eddb8999-c2af-424b-8163-63cb0e617aaa" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_PaymentsToAcquireEquityMethodInvestments"/>
    <link:calculationArc order="6" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_dd25dfa1-3957-47e0-911b-176e1b29aa7e" xlink:to="loc_us-gaap_PaymentsToAcquireEquityMethodInvestments_eddb8999-c2af-424b-8163-63cb0e617aaa" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillComponentsOfIntangibleAssetsDetails" xlink:type="simple" xlink:href="cme-20230930.xsd#IntangibleAssetsAndGoodwillComponentsOfIntangibleAssetsDetails"/>
  <link:calculationLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillComponentsOfIntangibleAssetsDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsNet_0a247e9a-0096-4c15-b2cd-9b03841664d5" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_FiniteLivedIntangibleAssetsNet"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsGross_b1801bee-5335-4931-8eb4-031ae4bab5f0" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_FiniteLivedIntangibleAssetsGross"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsNet_0a247e9a-0096-4c15-b2cd-9b03841664d5" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsGross_b1801bee-5335-4931-8eb4-031ae4bab5f0" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization_db2d6034-bed4-4e83-bbd1-ccb8832b2187" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsNet_0a247e9a-0096-4c15-b2cd-9b03841664d5" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization_db2d6034-bed4-4e83-bbd1-ccb8832b2187" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://www.cmegroup.com/role/EarningsPerShareNetIncomeAttributableToCMEGroupDetails" xlink:type="simple" xlink:href="cme-20230930.xsd#EarningsPerShareNetIncomeAttributableToCMEGroupDetails"/>
  <link:calculationLink xlink:role="http://www.cmegroup.com/role/EarningsPerShareNetIncomeAttributableToCMEGroupDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_8bbf6644-ca7a-441c-b0cb-b41edd5d3366" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_2ab160dd-d835-43fb-b636-538f5cea68a9" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingBasic"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_8bbf6644-ca7a-441c-b0cb-b41edd5d3366" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_2ab160dd-d835-43fb-b636-538f5cea68a9" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements_f81b0d19-17f7-40ba-85e9-d35a6ebf63e8" xlink:href="https://xbrl.fasb.org/us-gaap/2023/elts/us-gaap-2023.xsd#us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_8bbf6644-ca7a-441c-b0cb-b41edd5d3366" xlink:to="loc_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements_f81b0d19-17f7-40ba-85e9-d35a6ebf63e8" xlink:type="arc"/>
  </link:calculationLink>
</link:linkbase>
