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  <xs:element id="cme_CmeBaseGuarantyFundMember" abstract="true" name="CmeBaseGuarantyFundMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_OSSTRAMember" abstract="true" name="OSSTRAMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_PerformanceBondMember" abstract="true" name="PerformanceBondMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1: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_StatementOfStockholdersEquityParentheticalsAbstract" abstract="true" name="StatementOfStockholdersEquityParentheticalsAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_TotalObligation" abstract="false" name="TotalObligation" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_PaymentForAcquisitionOfSubsidiarysInterestsFromTheNonControllingInterest" abstract="false" name="PaymentForAcquisitionOfSubsidiarysInterestsFromTheNonControllingInterest" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_OtherRevenueMember" abstract="true" name="OtherRevenueMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent" abstract="false" name="MarginDepositsAndGuarantyFundsLiabilitiesCurrent" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_PerformanceBondsandGuarantyFundContributionsAbstract" abstract="true" name="PerformanceBondsandGuarantyFundContributionsAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_CapitalStockTextBlock" abstract="false" name="CapitalStockTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:textBlockItemType"/>
  <xs:element id="cme_DirectorStockPlanClassSharesMember" abstract="true" name="DirectorStockPlanClassSharesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_CapitalStockAbstract" abstract="true" name="CapitalStockAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_ChangeInPerformanceBondAndGuarantyFundContributions" abstract="false" name="ChangeInPerformanceBondAndGuarantyFundContributions" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_BrokerTecFixedIncomeMember" abstract="true" name="BrokerTecFixedIncomeMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_NymexMember" abstract="true" name="NymexMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_OperatingLeaseRenewalTerm" abstract="false" name="OperatingLeaseRenewalTerm" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:pureItemType"/>
  <xs:element id="cme_PerformanceBondsAndSecurityDepositsTextblock" abstract="false" name="PerformanceBondsAndSecurityDepositsTextblock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:textBlockItemType"/>
  <xs:element id="cme_A7500MillionFixedRateNotesDueMarch2032InterestEqualTo265Member" abstract="true" name="A7500MillionFixedRateNotesDueMarch2032InterestEqualTo265Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_MarketValueOfSharesEmployeeStockPurchasePlan" abstract="false" name="MarketValueOfSharesEmployeeStockPurchasePlan" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:percentItemType"/>
  <xs:element id="cme_ClassBCommonStockClassB1Member" abstract="true" name="ClassBCommonStockClassB1Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_SalesRevenueMarketDataAndInformationServicesMember" abstract="true" name="SalesRevenueMarketDataAndInformationServicesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_ClassBCommonStockClassB2Member" abstract="true" name="ClassBCommonStockClassB2Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_AccumulatedOtherComprehensiveIncomeRollForward" abstract="true" name="AccumulatedOtherComprehensiveIncomeRollForward" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member" abstract="true" name="A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_OnetimechargesandmiscellaneousrevenuesMember" abstract="true" name="OnetimechargesandmiscellaneousrevenuesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_VestingPercentageAfterOneYear" abstract="false" name="VestingPercentageAfterOneYear" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:percentItemType"/>
  <xs:element id="cme_GuarantyFundDomain" abstract="true" name="GuarantyFundDomain" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <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_SandpdjiMember" abstract="true" name="SandpdjiMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_LineOfCreditGuarantyFundCollateralAvailable" abstract="false" name="LineOfCreditGuarantyFundCollateralAvailable" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <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_DmeHoldingsMember" abstract="true" name="DmeHoldingsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_ActuarialLossesRollForward" abstract="true" name="ActuarialLossesRollForward" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_OtherComprehensiveIncomeLossForeignCurrentyTranslationReclassification" abstract="false" name="OtherComprehensiveIncomeLossForeignCurrentyTranslationReclassification" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_CommittedLineOfCreditNumberOfDaysFullySecured" abstract="false" name="CommittedLineOfCreditNumberOfDaysFullySecured" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:positiveIntegerItemType"/>
  <xs:element id="cme_CrossMarginArrangements" abstract="false" name="CrossMarginArrangements" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_OperatingLeaseOptiontoEarlyTerminateMonths" abstract="false" name="OperatingLeaseOptiontoEarlyTerminateMonths" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="cme_EBSForeignExchangeMember" abstract="true" name="EBSForeignExchangeMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_LicensingFees" abstract="false" name="LicensingFees" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_GuarantyFundAxis" abstract="true" name="GuarantyFundAxis" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrldt:dimensionItem" type="xbrli:stringItemType"/>
  <xs:element id="cme_EmployeeStockPurchasePlanClassSharesMember" abstract="true" name="EmployeeStockPurchasePlanClassSharesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_ClearingandtransactionfeesMember" abstract="true" name="ClearingandtransactionfeesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_AverageDailyClearingSettlement" abstract="false" name="AverageDailyClearingSettlement" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_OtherCMESegmentsMember" abstract="true" name="OtherCMESegmentsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain" abstract="true" name="A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_EnergyMember" abstract="true" name="EnergyMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member" abstract="true" name="A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_CorporateContribution" abstract="false" name="CorporateContribution" nillable="true" xbrli:periodType="instant" 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-types1:domainItemType"/>
  <xs:element id="cme_PropertySubjecttoFinanceLeaseMember" abstract="true" name="PropertySubjecttoFinanceLeaseMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_EligibleAgeToParticipateInBenefitPlan" abstract="false" name="EligibleAgeToParticipateInBenefitPlan" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="cme_A15.0millionfixedratenotesdueMay2023Member" abstract="true" name="A15.0millionfixedratenotesdueMay2023Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_PercentageShareOfCrossMarginingCollateral" abstract="false" name="PercentageShareOfCrossMarginingCollateral" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:percentItemType"/>
  <xs:element id="cme_CmeGroupOmnibusStockPlanMember" abstract="true" name="CmeGroupOmnibusStockPlanMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <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_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_ClassBCommonStockClassB3Member" abstract="true" name="ClassBCommonStockClassB3Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_PerformanceBondsAndSecurityDepositTextBlock" abstract="false" name="PerformanceBondsAndSecurityDepositTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:textBlockItemType"/>
  <xs:element id="cme_CBOTMember" abstract="true" name="CBOTMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_GuarantyFundContributions" abstract="false" name="GuarantyFundContributions" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain" abstract="true" name="A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_Dividendsdeclared" abstract="false" name="Dividendsdeclared" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_FinanceLeaseExpense" abstract="false" name="FinanceLeaseExpense" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_InterestRateMember" abstract="true" name="InterestRateMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_UnrecognizedTaxBenefitsNetOfTaxImpactsInOtherJurisdictions" abstract="false" name="UnrecognizedTaxBenefitsNetOfTaxImpactsInOtherJurisdictions" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" 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_ConcentrationRiskThresholdPercentageDomain" abstract="true" name="ConcentrationRiskThresholdPercentageDomain" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_OptimizationMember" abstract="true" name="OptimizationMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_LetterOfCreditFacilityRevolvingSeniorCreditFacilityMember" abstract="true" name="LetterOfCreditFacilityRevolvingSeniorCreditFacilityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_CMEGroupIncMember" abstract="true" name="CMEGroupIncMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_MarketDataMember" abstract="true" name="MarketDataMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_CmeIrsGuarantyFundMemberMember" abstract="true" name="CmeIrsGuarantyFundMemberMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
  <xs:element id="cme_LeaseTermRecognitionBalanceSheet" abstract="false" name="LeaseTermRecognitionBalanceSheet" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="cme_DefinedBenefitPlanFundingGoalPercentage" abstract="false" name="DefinedBenefitPlanFundingGoalPercentage" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:percentItemType"/>
  <xs:element id="cme_OperatingLeaseTermofContract" abstract="false" name="OperatingLeaseTermofContract" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:pureItemType"/>
  <xs:element id="cme_FairvalueofDebtInstrumentsTableTextBlock" abstract="false" name="FairvalueofDebtInstrumentsTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:textBlockItemType"/>
  <xs:element id="cme_CapitalLeasesFutureMinimumPaymentsAbstract" abstract="true" name="CapitalLeasesFutureMinimumPaymentsAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="cme_PerformanceCollateralForDelivery" abstract="false" name="PerformanceCollateralForDelivery" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_LineOfCreditFacilityOptionToIncreaseMaximumBorrowingCapacity" abstract="false" name="LineOfCreditFacilityOptionToIncreaseMaximumBorrowingCapacity" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="cme_ScheduleOfLettersOfCreditTextBlock" abstract="false" name="ScheduleOfLettersOfCreditTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:textBlockItemType"/>
  <xs:element id="cme_LeasesOperatingAndFinanceTextBlock" abstract="false" name="LeasesOperatingAndFinanceTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:textBlockItemType"/>
  <xs:element id="cme_FederalReserveReinvestmentMember" abstract="true" name="FederalReserveReinvestmentMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types1:domainItemType"/>
</xs:schema>
