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  <xs:element id="cme_FutureMinimumOperatingLeasePaymentsTable" abstract="true" name="FutureMinimumOperatingLeasePaymentsTable" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrldt:hypercubeItem" type="xbrli:stringItemType"/>
  <xs:element id="cme_FutureMinimumOperatingLeasePaymentsLineItems" abstract="true" name="FutureMinimumOperatingLeasePaymentsLineItems" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_OperatingLeasesFutureMinimumPaymentsPresentValueOfNetMinimumPayments" abstract="false" name="OperatingLeasesFutureMinimumPaymentsPresentValueOfNetMinimumPayments" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_CapitalLeasesFutureMinimumPaymentsAbstract" abstract="true" name="CapitalLeasesFutureMinimumPaymentsAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_FutureMinimumFinanceLeasePaymentsTable" abstract="true" name="FutureMinimumFinanceLeasePaymentsTable" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrldt:hypercubeItem" type="xbrli:stringItemType"/>
  <xs:element id="cme_FutureMinimumFinanceLeasePaymentsLineItems" abstract="true" name="FutureMinimumFinanceLeasePaymentsLineItems" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_FinanceLeasesFutureMinimumPaymentsPresentValueOfNetMinimumPayments" abstract="false" name="FinanceLeasesFutureMinimumPaymentsPresentValueOfNetMinimumPayments" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_FamilyFarmerAndRanchersProtectionFundMember" abstract="true" name="FamilyFarmerAndRanchersProtectionFundMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="cme_Paymentperparticipant" abstract="false" name="Paymentperparticipant" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_GuaranteeCollateral" abstract="false" name="GuaranteeCollateral" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_Paymentpercooperative" abstract="false" name="Paymentpercooperative" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_PaymentsunderGuarantee" abstract="false" name="PaymentsunderGuarantee" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_ClassBCommonStockClassB1B2B3Member" abstract="true" name="ClassBCommonStockClassB1B2B3Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="cme_CmeGroupOmnibusStockPlanMember" abstract="true" name="CmeGroupOmnibusStockPlanMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="cme_DirectorStockPlanClassSharesMember" abstract="true" name="DirectorStockPlanClassSharesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="cme_EmployeeStockPurchasePlanClassSharesMember" abstract="true" name="EmployeeStockPurchasePlanClassSharesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="cme_NumberOfDirectors" abstract="false" name="NumberOfDirectors" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="cme_MarketValueOfSharesEmployeeStockPurchasePlan" abstract="false" name="MarketValueOfSharesEmployeeStockPurchasePlan" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="cme_ShareRepurchaseProgramTotal" abstract="false" name="ShareRepurchaseProgramTotal" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_ShareBasedPaymentsArrangementsTable" abstract="true" name="ShareBasedPaymentsArrangementsTable" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrldt:hypercubeItem" type="xbrli:stringItemType"/>
  <xs:element id="cme_ShareBasedPaymentsArrangementsLineItems" abstract="true" name="ShareBasedPaymentsArrangementsLineItems" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_ShareBasedCompensationAwardedDuringPeriod" abstract="false" name="ShareBasedCompensationAwardedDuringPeriod" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="cme_VestingPercentageAfterOneYear" abstract="false" name="VestingPercentageAfterOneYear" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="cme_ClassCommonStockIssuedToParticipatingEmployees" abstract="false" name="ClassCommonStockIssuedToParticipatingEmployees" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="cme_AnnualAwardOfClassCommonStockValue" abstract="false" name="AnnualAwardOfClassCommonStockValue" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_AnnualStipendAllowanceInCash" abstract="false" name="AnnualStipendAllowanceInCash" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_AnnualStipendAllowanceInSharesOfStockInShares" abstract="false" name="AnnualStipendAllowanceInSharesOfStockInShares" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="cme_FairValueOfDebtInstrumentsTable" abstract="true" name="FairValueOfDebtInstrumentsTable" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrldt:hypercubeItem" type="xbrli:stringItemType"/>
  <xs:element id="cme_FairValueOfDebtInstrumentsLineItems" abstract="true" name="FairValueOfDebtInstrumentsLineItems" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_JonathanMarcusMember" abstract="true" name="JonathanMarcusMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
</xs:schema>
