<?xml version="1.0" encoding="US-ASCII"?>
<!--XBRL Document Created with Wdesk from Workiva-->
<!-- -->
<link:linkbase xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd" xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:xbrldt="http://xbrl.org/2005/xbrldt" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
  <link:roleRef roleURI="http://www.cmegroup.com/role/AccountingPoliciesDetails" xlink:href="cme-20190930.xsd#AccountingPoliciesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/AccountingPoliciesNotes" xlink:href="cme-20190930.xsd#AccountingPoliciesNotes" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeDetails" xlink:href="cme-20190930.xsd#AccumulatedOtherComprehensiveIncomeDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeNotes" xlink:href="cme-20190930.xsd#AccumulatedOtherComprehensiveIncomeNotes" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeTables" xlink:href="cme-20190930.xsd#AccumulatedOtherComprehensiveIncomeTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/BasisOfPresentation" xlink:href="cme-20190930.xsd#BasisOfPresentation" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedBalanceSheets" xlink:href="cme-20190930.xsd#ConsolidatedBalanceSheets" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedBalanceSheetsParenthetical" xlink:href="cme-20190930.xsd#ConsolidatedBalanceSheetsParenthetical" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfCashFlows" xlink:href="cme-20190930.xsd#ConsolidatedStatementsOfCashFlows" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfComprehensiveIncome" xlink:href="cme-20190930.xsd#ConsolidatedStatementsOfComprehensiveIncome" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfIncome" xlink:href="cme-20190930.xsd#ConsolidatedStatementsOfIncome" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfShareholdersEquity" xlink:href="cme-20190930.xsd#ConsolidatedStatementsOfShareholdersEquity" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/ConsolidatedStatementsOfShareholdersEquityParenthetical" xlink:href="cme-20190930.xsd#ConsolidatedStatementsOfShareholdersEquityParenthetical" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/Contingencies" xlink:href="cme-20190930.xsd#Contingencies" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/ContingenciesDetails" xlink:href="cme-20190930.xsd#ContingenciesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/Cover" xlink:href="cme-20190930.xsd#Cover" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/Debt" xlink:href="cme-20190930.xsd#Debt" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/DebtNarrativeDetailsDetails" xlink:href="cme-20190930.xsd#DebtNarrativeDetailsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/DebtScheduleOfMaturitiesOfLongTermDebtDetails" xlink:href="cme-20190930.xsd#DebtScheduleOfMaturitiesOfLongTermDebtDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/DebtScheduleOfShortTermAndLongTermDebtDetails" xlink:href="cme-20190930.xsd#DebtScheduleOfShortTermAndLongTermDebtDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/DebtShortTermDebtDetails" xlink:href="cme-20190930.xsd#DebtShortTermDebtDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/DebtTables" xlink:href="cme-20190930.xsd#DebtTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/EarningsPerShare" xlink:href="cme-20190930.xsd#EarningsPerShare" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/EarningsPerShareNarrativeDetails" xlink:href="cme-20190930.xsd#EarningsPerShareNarrativeDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/EarningsPerShareNetIncomeAttributableToCmeGroupDetails" xlink:href="cme-20190930.xsd#EarningsPerShareNetIncomeAttributableToCmeGroupDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/EarningsPerShareTables" xlink:href="cme-20190930.xsd#EarningsPerShareTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurements" xlink:href="cme-20190930.xsd#FairValueMeasurements" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurementsEstimatedFairValuesOfLongTermDebtDetails" xlink:href="cme-20190930.xsd#FairValueMeasurementsEstimatedFairValuesOfLongTermDebtDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurementsFinancialInstrumentsMeasuredAtFairValueOnRecurringBasisDetails" xlink:href="cme-20190930.xsd#FairValueMeasurementsFinancialInstrumentsMeasuredAtFairValueOnRecurringBasisDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurementsNarrativeDetails" xlink:href="cme-20190930.xsd#FairValueMeasurementsNarrativeDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurementsReconciliationOfLevel3LiabilitiesDetails" xlink:href="cme-20190930.xsd#FairValueMeasurementsReconciliationOfLevel3LiabilitiesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/FairValueMeasurementsTables" xlink:href="cme-20190930.xsd#FairValueMeasurementsTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/Guarantees" xlink:href="cme-20190930.xsd#Guarantees" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/GuaranteesDetails" xlink:href="cme-20190930.xsd#GuaranteesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwill" xlink:href="cme-20190930.xsd#IntangibleAssetsAndGoodwill" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillComponentsOfIntangibleAssetsDetails" xlink:href="cme-20190930.xsd#IntangibleAssetsAndGoodwillComponentsOfIntangibleAssetsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillFutureEstimatedAmortizationExpenseDetails" xlink:href="cme-20190930.xsd#IntangibleAssetsAndGoodwillFutureEstimatedAmortizationExpenseDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillGoodwillDetails" xlink:href="cme-20190930.xsd#IntangibleAssetsAndGoodwillGoodwillDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillNarrativeDetails" xlink:href="cme-20190930.xsd#IntangibleAssetsAndGoodwillNarrativeDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillTables" xlink:href="cme-20190930.xsd#IntangibleAssetsAndGoodwillTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesCapitalLeasesFutureMinimumPaymentsDueDetails" xlink:href="cme-20190930.xsd#LeasesCapitalLeasesFutureMinimumPaymentsDueDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesDetails" xlink:href="cme-20190930.xsd#LeasesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesLeaseCostsDetails" xlink:href="cme-20190930.xsd#LeasesLeaseCostsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesLeasesDetails" xlink:href="cme-20190930.xsd#LeasesLeasesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesNotes" xlink:href="cme-20190930.xsd#LeasesNotes" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesOperatingLeasesFutureMinimumPaymentsDetails" xlink:href="cme-20190930.xsd#LeasesOperatingLeasesFutureMinimumPaymentsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesSupplementalBalanceSheetInformationLeasesDetails" xlink:href="cme-20190930.xsd#LeasesSupplementalBalanceSheetInformationLeasesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesSupplementalCashFlowInformationLeasesDetails" xlink:href="cme-20190930.xsd#LeasesSupplementalCashFlowInformationLeasesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/LeasesTables" xlink:href="cme-20190930.xsd#LeasesTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/PerformanceBondsAndGuarantyFundContributionsDetails" xlink:href="cme-20190930.xsd#PerformanceBondsAndGuarantyFundContributionsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/PerformanceBondsAndGuarantyFundContributionsNotes" xlink:href="cme-20190930.xsd#PerformanceBondsAndGuarantyFundContributionsNotes" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/PerformanceBondsAndGuarantyFundContributionsTables" xlink:href="cme-20190930.xsd#PerformanceBondsAndGuarantyFundContributionsTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/RevenueRecognitionDetails" xlink:href="cme-20190930.xsd#RevenueRecognitionDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/RevenueRecognitionDisaggregationOfRevenueDetails" xlink:href="cme-20190930.xsd#RevenueRecognitionDisaggregationOfRevenueDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/RevenueRecognitionNotes" xlink:href="cme-20190930.xsd#RevenueRecognitionNotes" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/RevenueRecognitionTables" xlink:href="cme-20190930.xsd#RevenueRecognitionTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/SubsequentEventsDetails" xlink:href="cme-20190930.xsd#SubsequentEventsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/SubsequentEventsNotes" xlink:href="cme-20190930.xsd#SubsequentEventsNotes" xlink:type="simple" />
  <link:roleRef roleURI="http://www.cmegroup.com/role/SubsequentEventsTables" xlink:href="cme-20190930.xsd#SubsequentEventsTables" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/all" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#all" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-default" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-domain" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/domain-member" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#domain-member" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#hypercube-dimension" xlink:type="simple" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/AccountingPoliciesDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/AccountingPoliciesNotes" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_B8DEDFFF869B2B8CFB0920BC4032008F" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_BFAAB77568CF58D77EA820BC40305DC6" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_B8DEDFFF869B2B8CFB0920BC4032008F" xlink:to="loc_us-gaap_StatementTable_BFAAB77568CF58D77EA820BC40305DC6" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationAxis" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_ED6AB5BFE3E94CE61A6720BC40305F19" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_BFAAB77568CF58D77EA820BC40305DC6" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_ED6AB5BFE3E94CE61A6720BC40305F19" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_C7C03DD54D081767C44220BC40309880_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_ED6AB5BFE3E94CE61A6720BC40305F19" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_C7C03DD54D081767C44220BC40309880_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_C7C03DD54D081767C44220BC40309880" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_ED6AB5BFE3E94CE61A6720BC40305F19" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_C7C03DD54D081767C44220BC40309880" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccumulatedNetUnrealizedInvestmentGainLossMember" xlink:label="loc_us-gaap_AccumulatedNetUnrealizedInvestmentGainLossMember_0EC4A9EA0EBD00228F5220BC403115EE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_C7C03DD54D081767C44220BC40309880" xlink:to="loc_us-gaap_AccumulatedNetUnrealizedInvestmentGainLossMember_0EC4A9EA0EBD00228F5220BC403115EE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccumulatedDefinedBenefitPlansAdjustmentMember" xlink:label="loc_us-gaap_AccumulatedDefinedBenefitPlansAdjustmentMember_BF76C91860445072855720BC4031ED47" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_C7C03DD54D081767C44220BC40309880" xlink:to="loc_us-gaap_AccumulatedDefinedBenefitPlansAdjustmentMember_BF76C91860445072855720BC4031ED47" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember" xlink:label="loc_us-gaap_AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember_3CCA286C70E3E0C8F93C20BC4031BB34" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_C7C03DD54D081767C44220BC40309880" xlink:to="loc_us-gaap_AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember_3CCA286C70E3E0C8F93C20BC4031BB34" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ForeignCurrencyGainLossMember" xlink:label="loc_us-gaap_ForeignCurrencyGainLossMember_C0E32EA0FE1C406F04AF20BC4031F0B4" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_C7C03DD54D081767C44220BC40309880" xlink:to="loc_us-gaap_ForeignCurrencyGainLossMember_C0E32EA0FE1C406F04AF20BC4031F0B4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeMember" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_9CF68D569DE290BD1D0B20BC4032B8D9" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_C7C03DD54D081767C44220BC40309880" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_9CF68D569DE290BD1D0B20BC4032B8D9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockholdersEquity" xlink:label="loc_us-gaap_StockholdersEquity_1580EEB276B07C836D7920BC40329253" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_B8DEDFFF869B2B8CFB0920BC4032008F" xlink:to="loc_us-gaap_StockholdersEquity_1580EEB276B07C836D7920BC40329253" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossBeforeReclassificationsBeforeTax" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossBeforeReclassificationsBeforeTax_BD5643C76DE6D4C19F4B20BC4032FC06" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_B8DEDFFF869B2B8CFB0920BC4032008F" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossBeforeReclassificationsBeforeTax_BD5643C76DE6D4C19F4B20BC4032FC06" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ReclassificationFromAccumulatedOtherComprehensiveIncomeCurrentPeriodBeforeTax" xlink:label="loc_us-gaap_ReclassificationFromAccumulatedOtherComprehensiveIncomeCurrentPeriodBeforeTax_74A5E32DF40BC0B7752D20BC40336A19" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_B8DEDFFF869B2B8CFB0920BC4032008F" xlink:to="loc_us-gaap_ReclassificationFromAccumulatedOtherComprehensiveIncomeCurrentPeriodBeforeTax_74A5E32DF40BC0B7752D20BC40336A19" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossTax" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossTax_EB97CA83EACC815D0AFB20BC40333FC4" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_B8DEDFFF869B2B8CFB0920BC4032008F" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossTax_EB97CA83EACC815D0AFB20BC40333FC4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTax" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_F5CB8F3A4C0E8F9E8D4C20BC403345F6" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_B8DEDFFF869B2B8CFB0920BC4032008F" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_F5CB8F3A4C0E8F9E8D4C20BC403345F6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NewAccountingPronouncementOrChangeInAccountingPrincipleEffectOfAdoptionQuantification" xlink:label="loc_us-gaap_NewAccountingPronouncementOrChangeInAccountingPrincipleEffectOfAdoptionQuantification_469A5DF9FEC3D32D963B20BC403303DF" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_B8DEDFFF869B2B8CFB0920BC4032008F" xlink:to="loc_us-gaap_NewAccountingPronouncementOrChangeInAccountingPrincipleEffectOfAdoptionQuantification_469A5DF9FEC3D32D963B20BC403303DF" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeNotes" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/AccumulatedOtherComprehensiveIncomeTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/BasisOfPresentation" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedBalanceSheets" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_134187D52BF1D141B7643C6B227EB9E6" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_7A92241A15341EBC96BF3C6B227CE216" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_134187D52BF1D141B7643C6B227EB9E6" xlink:to="loc_us-gaap_StatementTable_7A92241A15341EBC96BF3C6B227CE216" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_15C434E7E7CD2401F60B3C6B227CE5F9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_7A92241A15341EBC96BF3C6B227CE216" xlink:to="loc_us-gaap_StatementClassOfStockAxis_15C434E7E7CD2401F60B3C6B227CE5F9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_D650EC754B94F68ACD5A3C6B227D417C_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_15C434E7E7CD2401F60B3C6B227CE5F9" xlink:to="loc_us-gaap_ClassOfStockDomain_D650EC754B94F68ACD5A3C6B227D417C_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_D650EC754B94F68ACD5A3C6B227D417C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_15C434E7E7CD2401F60B3C6B227CE5F9" xlink:to="loc_us-gaap_ClassOfStockDomain_D650EC754B94F68ACD5A3C6B227D417C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_5A953F9EACFBCA1F5B053C6B227D9BDB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_D650EC754B94F68ACD5A3C6B227D417C" xlink:to="loc_us-gaap_CommonClassAMember_5A953F9EACFBCA1F5B053C6B227D9BDB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassBMember" xlink:label="loc_us-gaap_CommonClassBMember_6A543CFD138A32FAA8A23C6B227DB447" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_D650EC754B94F68ACD5A3C6B227D417C" xlink:to="loc_us-gaap_CommonClassBMember_6A543CFD138A32FAA8A23C6B227DB447" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsAbstract" xlink:label="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_134187D52BF1D141B7643C6B227EB9E6" xlink:to="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_00991103BDA9A3A5247D3C6B227E6A0C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_00991103BDA9A3A5247D3C6B227E6A0C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_MarketableSecuritiesCurrent" xlink:label="loc_us-gaap_MarketableSecuritiesCurrent_2BC8655970F733718CB23C6B227ECDC4" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_MarketableSecuritiesCurrent_2BC8655970F733718CB23C6B227ECDC4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccountsReceivableNetCurrent" xlink:label="loc_us-gaap_AccountsReceivableNetCurrent_CA41DBF08162230682193C6B227F3655" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_AccountsReceivableNetCurrent_CA41DBF08162230682193C6B227F3655" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherAssetsCurrent" xlink:label="loc_us-gaap_OtherAssetsCurrent_B44A599DDCBBB0EB9A0E3C6B227FC2D0" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_OtherAssetsCurrent_B44A599DDCBBB0EB9A0E3C6B227FC2D0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodFaithAndMarginDepositsWithBrokerDealers" xlink:label="loc_us-gaap_GoodFaithAndMarginDepositsWithBrokerDealers_B2013C68A7781356E8E03C6B227F1B57" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_GoodFaithAndMarginDepositsWithBrokerDealers_B2013C68A7781356E8E03C6B227F1B57" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsCurrent" xlink:label="loc_us-gaap_AssetsCurrent_502C5B1BCA72119322743C6B227F4449" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_AssetsCurrent_502C5B1BCA72119322743C6B227F4449" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentNet" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentNet_1CE42CF8AC915AE3A1F33C6B22802ED8" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentNet_1CE42CF8AC915AE3A1F33C6B22802ED8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherIndefiniteLivedIntangibleAssets" xlink:label="loc_us-gaap_OtherIndefiniteLivedIntangibleAssets_254AF186D681CCF3A17F3C6B22806CF8" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_OtherIndefiniteLivedIntangibleAssets_254AF186D681CCF3A17F3C6B22806CF8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IntangibleAssetsNetExcludingGoodwill" xlink:label="loc_us-gaap_IntangibleAssetsNetExcludingGoodwill_5813D61697D0A6F3C05D3C6B2280B4BC" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_IntangibleAssetsNetExcludingGoodwill_5813D61697D0A6F3C05D3C6B2280B4BC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Goodwill" xlink:label="loc_us-gaap_Goodwill_309203921CEBAC36BE083C6B228061B5" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_Goodwill_309203921CEBAC36BE083C6B228061B5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherAssetsNoncurrent" xlink:label="loc_us-gaap_OtherAssetsNoncurrent_3C65F4A33E648DDFF3FC3C6B22805315" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_OtherAssetsNoncurrent_3C65F4A33E648DDFF3FC3C6B22805315" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Assets" xlink:label="loc_us-gaap_Assets_4462E1657B41351AC6B73C6B22814364" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_01C76DB0A4CE89A2BDD83C6B227EBB9A" xlink:to="loc_us-gaap_Assets_4462E1657B41351AC6B73C6B22814364" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LiabilitiesAndStockholdersEquityAbstract" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_134187D52BF1D141B7643C6B227EB9E6" xlink:to="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccountsPayableCurrent" xlink:label="loc_us-gaap_AccountsPayableCurrent_8466E4F2BB1821DF1CD63C6B228189B2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_us-gaap_AccountsPayableCurrent_8466E4F2BB1821DF1CD63C6B228189B2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermBorrowings" xlink:label="loc_us-gaap_ShortTermBorrowings_A20614BF874169E2CEF73C6B2281F4A6" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_us-gaap_ShortTermBorrowings_A20614BF874169E2CEF73C6B2281F4A6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherLiabilitiesCurrent" xlink:label="loc_us-gaap_OtherLiabilitiesCurrent_624A5E5AD04F9F1717F53C6B2282CD54" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_us-gaap_OtherLiabilitiesCurrent_624A5E5AD04F9F1717F53C6B2282CD54" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent" xlink:label="loc_cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent_2C3B0199293BCBB50BF33C6B2282363B" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_cme_MarginDepositsAndGuarantyFundsLiabilitiesCurrent_2C3B0199293BCBB50BF33C6B2282363B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LiabilitiesCurrent" xlink:label="loc_us-gaap_LiabilitiesCurrent_9E1181C804B0C89BF8AE3C6B22823F97" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_us-gaap_LiabilitiesCurrent_9E1181C804B0C89BF8AE3C6B22823F97" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_UnsecuredLongTermDebt" xlink:label="loc_us-gaap_UnsecuredLongTermDebt_D172942728E0AE6738093C6B22829414" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_us-gaap_UnsecuredLongTermDebt_D172942728E0AE6738093C6B22829414" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DeferredTaxLiabilitiesNoncurrent" xlink:label="loc_us-gaap_DeferredTaxLiabilitiesNoncurrent_20FF4DC8938FF281630F3C6B2283DBB6" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_us-gaap_DeferredTaxLiabilitiesNoncurrent_20FF4DC8938FF281630F3C6B2283DBB6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherLiabilitiesNoncurrent" xlink:label="loc_us-gaap_OtherLiabilitiesNoncurrent_51091A844BD8AAA55AE23C6B2283F16B" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_us-gaap_OtherLiabilitiesNoncurrent_51091A844BD8AAA55AE23C6B2283F16B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Liabilities" xlink:label="loc_us-gaap_Liabilities_0853F492222F1694C7993C6B22834F05" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_us-gaap_Liabilities_0853F492222F1694C7993C6B22834F05" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockholdersEquityAbstract" xlink:label="loc_us-gaap_StockholdersEquityAbstract_3D202107E6F9C072C7FF3C6B2283CBEB" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_us-gaap_StockholdersEquityAbstract_3D202107E6F9C072C7FF3C6B2283CBEB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PreferredStockValue" xlink:label="loc_us-gaap_PreferredStockValue_484EE51121773C7EC2D73C6B22830CF5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_3D202107E6F9C072C7FF3C6B2283CBEB" xlink:to="loc_us-gaap_PreferredStockValue_484EE51121773C7EC2D73C6B22830CF5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockValueOutstanding" xlink:label="loc_us-gaap_CommonStockValueOutstanding_065EE9D62293D7D91C823C6B22847423" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_3D202107E6F9C072C7FF3C6B2283CBEB" xlink:to="loc_us-gaap_CommonStockValueOutstanding_065EE9D62293D7D91C823C6B22847423" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AdditionalPaidInCapitalCommonStock" xlink:label="loc_us-gaap_AdditionalPaidInCapitalCommonStock_C49D285F4F9DBF371CDF3C6B22847B1D" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_3D202107E6F9C072C7FF3C6B2283CBEB" xlink:to="loc_us-gaap_AdditionalPaidInCapitalCommonStock_C49D285F4F9DBF371CDF3C6B22847B1D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RetainedEarningsAccumulatedDeficit" xlink:label="loc_us-gaap_RetainedEarningsAccumulatedDeficit_BFEB6538FEB136715C3B3C6B2284AE5A" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_3D202107E6F9C072C7FF3C6B2283CBEB" xlink:to="loc_us-gaap_RetainedEarningsAccumulatedDeficit_BFEB6538FEB136715C3B3C6B2284AE5A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_4291D02D73E592B82B7A3C6B22840E84" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_3D202107E6F9C072C7FF3C6B2283CBEB" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_4291D02D73E592B82B7A3C6B22840E84" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockholdersEquity" xlink:label="loc_us-gaap_StockholdersEquity_820E401A56BC5EDB7E543C6B2285EA6E" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_3D202107E6F9C072C7FF3C6B2283CBEB" xlink:to="loc_us-gaap_StockholdersEquity_820E401A56BC5EDB7E543C6B2285EA6E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_MinorityInterest" xlink:label="loc_us-gaap_MinorityInterest_5D6C3EE1B40076D827DE3C6B2285F59E" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_3D202107E6F9C072C7FF3C6B2283CBEB" xlink:to="loc_us-gaap_MinorityInterest_5D6C3EE1B40076D827DE3C6B2285F59E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_5BCD07161232AA21CAAE3C6B902B992B" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_3D202107E6F9C072C7FF3C6B2283CBEB" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_5BCD07161232AA21CAAE3C6B902B992B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LiabilitiesAndStockholdersEquity" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquity_8EE8D48327E7DC5117B53C6B2285E2D5" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_988F18B08F8BFB19269E3C6B22819088" xlink:to="loc_us-gaap_LiabilitiesAndStockholdersEquity_8EE8D48327E7DC5117B53C6B2285E2D5" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedBalanceSheetsParenthetical" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_00B51846E2ED1DE34F5020BC3F7AF024" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_StatementTable_00B51846E2ED1DE34F5020BC3F7AF024" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_4FF45C6B89FEE8D5CC4320BC3F7B4D89" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_00B51846E2ED1DE34F5020BC3F7AF024" xlink:to="loc_us-gaap_StatementClassOfStockAxis_4FF45C6B89FEE8D5CC4320BC3F7B4D89" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_CBA66C36332BE2DA45B320BC3F7B8A06_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_4FF45C6B89FEE8D5CC4320BC3F7B4D89" xlink:to="loc_us-gaap_ClassOfStockDomain_CBA66C36332BE2DA45B320BC3F7B8A06_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_CBA66C36332BE2DA45B320BC3F7B8A06" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_4FF45C6B89FEE8D5CC4320BC3F7B4D89" xlink:to="loc_us-gaap_ClassOfStockDomain_CBA66C36332BE2DA45B320BC3F7B8A06" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PreferredStockMember" xlink:label="loc_us-gaap_PreferredStockMember_A07EF374250A25890B6520BC3F7B4838" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_CBA66C36332BE2DA45B320BC3F7B8A06" xlink:to="loc_us-gaap_PreferredStockMember_A07EF374250A25890B6520BC3F7B4838" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_EA775DB912DD6E9AE5B220BC3F7B7C5F" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_CBA66C36332BE2DA45B320BC3F7B8A06" xlink:to="loc_us-gaap_CommonClassAMember_EA775DB912DD6E9AE5B220BC3F7B7C5F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassBMember" xlink:label="loc_us-gaap_CommonClassBMember_E6D5D6EB9C7F966AA6F020BC3F7CA584" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_CBA66C36332BE2DA45B320BC3F7B8A06" xlink:to="loc_us-gaap_CommonClassBMember_E6D5D6EB9C7F966AA6F020BC3F7CA584" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AllowanceForDoubtfulAccountsReceivableCurrent" xlink:label="loc_us-gaap_AllowanceForDoubtfulAccountsReceivableCurrent_F786DA17938A6D8F8DA520BC3F7C36C9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_AllowanceForDoubtfulAccountsReceivableCurrent_F786DA17938A6D8F8DA520BC3F7C36C9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RestrictedCashAndCashEquivalentsAtCarryingValue" xlink:label="loc_us-gaap_RestrictedCashAndCashEquivalentsAtCarryingValue_FADEB2B4FCC4D636D2B320BC3F7CBFD5" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_RestrictedCashAndCashEquivalentsAtCarryingValue_FADEB2B4FCC4D636D2B320BC3F7CBFD5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccumulatedDepreciationDepletionAndAmortizationPropertyPlantAndEquipment" xlink:label="loc_us-gaap_AccumulatedDepreciationDepletionAndAmortizationPropertyPlantAndEquipment_38D4B139DA3EA4714D3420BC3F7D972A" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_AccumulatedDepreciationDepletionAndAmortizationPropertyPlantAndEquipment_38D4B139DA3EA4714D3420BC3F7D972A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RestrictedCashAndCashEquivalentsNoncurrent" xlink:label="loc_us-gaap_RestrictedCashAndCashEquivalentsNoncurrent_D5C7A272A1A91ED1718820BC3F7DF6BD" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_RestrictedCashAndCashEquivalentsNoncurrent_D5C7A272A1A91ED1718820BC3F7DF6BD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PreferredStockParOrStatedValuePerShare" xlink:label="loc_us-gaap_PreferredStockParOrStatedValuePerShare_72FAA8EEDEE5FBA765B020BC3F7DD207" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_PreferredStockParOrStatedValuePerShare_72FAA8EEDEE5FBA765B020BC3F7DD207" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PreferredStockSharesAuthorized" xlink:label="loc_us-gaap_PreferredStockSharesAuthorized_CE5BB97C8155DAB02A7020BC3F7D629A" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_PreferredStockSharesAuthorized_CE5BB97C8155DAB02A7020BC3F7D629A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PreferredStockSharesIssued" xlink:label="loc_us-gaap_PreferredStockSharesIssued_0462F63907EE4E47E2A820BC3F7D69D3" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_PreferredStockSharesIssued_0462F63907EE4E47E2A820BC3F7D69D3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PreferredStockSharesOutstanding" xlink:label="loc_us-gaap_PreferredStockSharesOutstanding_B46C3FE3FA9301381CDB20BC3F7E38BB" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_PreferredStockSharesOutstanding_B46C3FE3FA9301381CDB20BC3F7E38BB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockParOrStatedValuePerShare" xlink:label="loc_us-gaap_CommonStockParOrStatedValuePerShare_013A2FA01EE7133405FB20BC3F7EE6AD" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_CommonStockParOrStatedValuePerShare_013A2FA01EE7133405FB20BC3F7EE6AD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockSharesAuthorized" xlink:label="loc_us-gaap_CommonStockSharesAuthorized_7265D1513591A8084AE020BC3F7E0EA7" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_CommonStockSharesAuthorized_7265D1513591A8084AE020BC3F7E0EA7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockSharesIssued" xlink:label="loc_us-gaap_CommonStockSharesIssued_5DA4BA5B7058D8F2CDC120BC3F7E834D" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_CommonStockSharesIssued_5DA4BA5B7058D8F2CDC120BC3F7E834D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockSharesOutstanding" xlink:label="loc_us-gaap_CommonStockSharesOutstanding_DDDBC7C1FA8F98EC31D720BC3F7EF998" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_E922CB50207E27D4466620BC3F7C804F" xlink:to="loc_us-gaap_CommonStockSharesOutstanding_DDDBC7C1FA8F98EC31D720BC3F7EF998" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfCashFlows" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_4CC42CCF4250AC0DFA8537A8AD1CD0FA" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_22A451543672E9EDB38E37A8AD16847C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_4CC42CCF4250AC0DFA8537A8AD1CD0FA" xlink:to="loc_us-gaap_StatementTable_22A451543672E9EDB38E37A8AD16847C" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RestatementAxis" xlink:label="loc_srt_RestatementAxis_DDA90974D32CBEE4859237A8AD171530" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_22A451543672E9EDB38E37A8AD16847C" xlink:to="loc_srt_RestatementAxis_DDA90974D32CBEE4859237A8AD171530" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RestatementDomain" xlink:label="loc_srt_RestatementDomain_4FF1F814EB77DA1E7CCD37A8AD1C1115_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RestatementAxis_DDA90974D32CBEE4859237A8AD171530" xlink:to="loc_srt_RestatementDomain_4FF1F814EB77DA1E7CCD37A8AD1C1115_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RestatementDomain" xlink:label="loc_srt_RestatementDomain_4FF1F814EB77DA1E7CCD37A8AD1C1115" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RestatementAxis_DDA90974D32CBEE4859237A8AD171530" xlink:to="loc_srt_RestatementDomain_4FF1F814EB77DA1E7CCD37A8AD1C1115" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfComprehensiveIncome" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfIncome" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_205709AE69CC8DE406491DA42FB9698B" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_3E4D179F1A8DADBC55A11DA42FB702AD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_205709AE69CC8DE406491DA42FB9698B" xlink:to="loc_us-gaap_StatementTable_3E4D179F1A8DADBC55A11DA42FB702AD" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductOrServiceAxis" xlink:label="loc_srt_ProductOrServiceAxis_680B4E19DB678EBAE3D71DA42FB8F0BD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_3E4D179F1A8DADBC55A11DA42FB702AD" xlink:to="loc_srt_ProductOrServiceAxis_680B4E19DB678EBAE3D71DA42FB8F0BD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductsAndServicesDomain" xlink:label="loc_srt_ProductsAndServicesDomain_C2C3120E502C394133351DA42FB8770B_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ProductOrServiceAxis_680B4E19DB678EBAE3D71DA42FB8F0BD" xlink:to="loc_srt_ProductsAndServicesDomain_C2C3120E502C394133351DA42FB8770B_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductsAndServicesDomain" xlink:label="loc_srt_ProductsAndServicesDomain_C2C3120E502C394133351DA42FB8770B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ProductOrServiceAxis_680B4E19DB678EBAE3D71DA42FB8F0BD" xlink:to="loc_srt_ProductsAndServicesDomain_C2C3120E502C394133351DA42FB8770B" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_ClearingandtransactionfeesMember" xlink:label="loc_cme_ClearingandtransactionfeesMember_3A6E89058CBEBD0EF0171DA42FB8EBD1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_C2C3120E502C394133351DA42FB8770B" xlink:to="loc_cme_ClearingandtransactionfeesMember_3A6E89058CBEBD0EF0171DA42FB8EBD1" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_MarketDataMember" xlink:label="loc_cme_MarketDataMember_C77C0053E817902517561DA42FB9BE0A" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_C2C3120E502C394133351DA42FB8770B" xlink:to="loc_cme_MarketDataMember_C77C0053E817902517561DA42FB9BE0A" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_OtherRevenueMember" xlink:label="loc_cme_OtherRevenueMember_DC0580B7702D8BA28CE41DA42FB96B93" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_C2C3120E502C394133351DA42FB8770B" xlink:to="loc_cme_OtherRevenueMember_DC0580B7702D8BA28CE41DA42FB96B93" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax" xlink:label="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_C597B8743E8CCDB0B9BA1DA42FB9420F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_205709AE69CC8DE406491DA42FB9698B" xlink:to="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_C597B8743E8CCDB0B9BA1DA42FB9420F" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfShareholdersEquity" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_4FE0A92FD5548E0AA2B318386254043B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_StatementTable_4FE0A92FD5548E0AA2B318386254043B" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_37E60C16E0A55526BE74183862559065" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_4FE0A92FD5548E0AA2B318386254043B" xlink:to="loc_us-gaap_StatementClassOfStockAxis_37E60C16E0A55526BE74183862559065" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_5BDF0306AFEDE4C3C0F9183862558694_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_37E60C16E0A55526BE74183862559065" xlink:to="loc_us-gaap_ClassOfStockDomain_5BDF0306AFEDE4C3C0F9183862558694_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_5BDF0306AFEDE4C3C0F9183862558694" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_37E60C16E0A55526BE74183862559065" xlink:to="loc_us-gaap_ClassOfStockDomain_5BDF0306AFEDE4C3C0F9183862558694" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_6E6E9FC2D8C59D0F2495183862554ADE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_5BDF0306AFEDE4C3C0F9183862558694" xlink:to="loc_us-gaap_CommonClassAMember_6E6E9FC2D8C59D0F2495183862554ADE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassBMember" xlink:label="loc_us-gaap_CommonClassBMember_B0EC5E7186EE2CF7D33C1838625B81E7" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_5BDF0306AFEDE4C3C0F9183862558694" xlink:to="loc_us-gaap_CommonClassBMember_B0EC5E7186EE2CF7D33C1838625B81E7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementEquityComponentsAxis" xlink:label="loc_us-gaap_StatementEquityComponentsAxis_8B5D75536A8991FFE54B1838625BCFD8" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_4FE0A92FD5548E0AA2B318386254043B" xlink:to="loc_us-gaap_StatementEquityComponentsAxis_8B5D75536A8991FFE54B1838625BCFD8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquityComponentDomain" xlink:label="loc_us-gaap_EquityComponentDomain_4809AFBB8FE5420FCF741838625B8E5A_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementEquityComponentsAxis_8B5D75536A8991FFE54B1838625BCFD8" xlink:to="loc_us-gaap_EquityComponentDomain_4809AFBB8FE5420FCF741838625B8E5A_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquityComponentDomain" xlink:label="loc_us-gaap_EquityComponentDomain_4809AFBB8FE5420FCF741838625B8E5A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementEquityComponentsAxis_8B5D75536A8991FFE54B1838625BCFD8" xlink:to="loc_us-gaap_EquityComponentDomain_4809AFBB8FE5420FCF741838625B8E5A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockIncludingAdditionalPaidInCapitalMember" xlink:label="loc_us-gaap_CommonStockIncludingAdditionalPaidInCapitalMember_F31881A32FA11E37D60C1838625CDDA3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_4809AFBB8FE5420FCF741838625B8E5A" xlink:to="loc_us-gaap_CommonStockIncludingAdditionalPaidInCapitalMember_F31881A32FA11E37D60C1838625CDDA3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RetainedEarningsMember" xlink:label="loc_us-gaap_RetainedEarningsMember_719FE1F0AFE7FFA26B601838625C0F8C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_4809AFBB8FE5420FCF741838625B8E5A" xlink:to="loc_us-gaap_RetainedEarningsMember_719FE1F0AFE7FFA26B601838625C0F8C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeMember" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_6DD4CDACD9B6FAD47EA81838625CC390" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_4809AFBB8FE5420FCF741838625B8E5A" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_6DD4CDACD9B6FAD47EA81838625CC390" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ParentMember" xlink:label="loc_us-gaap_ParentMember_F71722DC50D487A1763B1838625CB0A4" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_4809AFBB8FE5420FCF741838625B8E5A" xlink:to="loc_us-gaap_ParentMember_F71722DC50D487A1763B1838625CB0A4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NoncontrollingInterestMember" xlink:label="loc_us-gaap_NoncontrollingInterestMember_44DE94AB5C9F12B9FCCF1838625D80AC" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_4809AFBB8FE5420FCF741838625B8E5A" xlink:to="loc_us-gaap_NoncontrollingInterestMember_44DE94AB5C9F12B9FCCF1838625D80AC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockSharesOutstanding" xlink:label="loc_us-gaap_CommonStockSharesOutstanding_3CB2DF34F9DC2575EB751838625DA951" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_CommonStockSharesOutstanding_3CB2DF34F9DC2575EB751838625DA951" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockholdersEquity" xlink:label="loc_us-gaap_StockholdersEquity_457C0EEB2006E77BED681838625E1AF9" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_StockholdersEquity_457C0EEB2006E77BED681838625E1AF9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NonredeemableNoncontrollingInterest" xlink:label="loc_us-gaap_NonredeemableNoncontrollingInterest_34CCD4EEED4F226DB3E91838625E5EA3" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_NonredeemableNoncontrollingInterest_34CCD4EEED4F226DB3E91838625E5EA3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_DB2496A4466A08102BA91838625EA2A3" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_DB2496A4466A08102BA91838625EA2A3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetIncomeLoss" xlink:label="loc_us-gaap_NetIncomeLoss_D71B1CDAAAF47BD34FC11838625E780B" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_NetIncomeLoss_D71B1CDAAAF47BD34FC11838625E780B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetIncomeLossAttributableToNoncontrollingInterest" xlink:label="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_656A7B12BCF94AC53C541838625E225F" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_656A7B12BCF94AC53C541838625E225F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProfitLoss" xlink:label="loc_us-gaap_ProfitLoss_9714262F3C012A99B3F31838625F3725" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_ProfitLoss_9714262F3C012A99B3F31838625F3725" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTax" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_30AC80EA3BC712CA31D21838625FF7BD" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTax_30AC80EA3BC712CA31D21838625FF7BD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DividendsCash" xlink:label="loc_us-gaap_DividendsCash_D2909F088D3A4C38E30D1838625FCD06" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_DividendsCash_D2909F088D3A4C38E30D1838625FCD06" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NewAccountingPronouncementOrChangeInAccountingPrincipleEffectOfAdoptionQuantification" xlink:label="loc_us-gaap_NewAccountingPronouncementOrChangeInAccountingPrincipleEffectOfAdoptionQuantification_A4536747F6C7100C832D1838625FBA2C" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_NewAccountingPronouncementOrChangeInAccountingPrincipleEffectOfAdoptionQuantification_A4536747F6C7100C832D1838625FBA2C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_MinorityInterestPeriodIncreaseDecrease" xlink:label="loc_us-gaap_MinorityInterestPeriodIncreaseDecrease_40331391328C10C1CC291838625FDB03" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_MinorityInterestPeriodIncreaseDecrease_40331391328C10C1CC291838625FDB03" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised_CBC461C55F4C26EC325A18386265B6A2" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised_CBC461C55F4C26EC325A18386265B6A2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueStockOptionsExercised" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueStockOptionsExercised_49DE64A175F77C1B48E718386265048C" xlink:type="locator" />
    <link:definitionArc order="13" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueStockOptionsExercised_49DE64A175F77C1B48E718386265048C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesRestrictedStockAwardNetOfForfeitures" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesRestrictedStockAwardNetOfForfeitures_702A6F59F02745B0300718386265DC2D" xlink:type="locator" />
    <link:definitionArc order="14" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesRestrictedStockAwardNetOfForfeitures_702A6F59F02745B0300718386265DC2D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures_D056EC8BE6CE28900D6818386266D531" xlink:type="locator" />
    <link:definitionArc order="15" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures_D056EC8BE6CE28900D6818386266D531" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_StockIssuedToRelatedPartiesDuringPeriodShares" xlink:label="loc_cme_StockIssuedToRelatedPartiesDuringPeriodShares_1FDF444E00377DB09B451838626663BF" xlink:type="locator" />
    <link:definitionArc order="16" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_cme_StockIssuedToRelatedPartiesDuringPeriodShares_1FDF444E00377DB09B451838626663BF" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_StockIssuedToRelatedPartiesDuringPeriodValue" xlink:label="loc_cme_StockIssuedToRelatedPartiesDuringPeriodValue_10E31F9455C799C8B89418386266CB3A" xlink:type="locator" />
    <link:definitionArc order="17" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_cme_StockIssuedToRelatedPartiesDuringPeriodValue_10E31F9455C799C8B89418386266CB3A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesEmployeeStockPurchasePlans" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesEmployeeStockPurchasePlans_CFB388DC1F1FAB22340D18386266D020" xlink:type="locator" />
    <link:definitionArc order="18" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesEmployeeStockPurchasePlans_CFB388DC1F1FAB22340D18386266D020" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueEmployeeStockPurchasePlan" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueEmployeeStockPurchasePlan_90C4EAA9B490149E100C18386266EE36" xlink:type="locator" />
    <link:definitionArc order="19" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueEmployeeStockPurchasePlan_90C4EAA9B490149E100C18386266EE36" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockGrantedDuringPeriodValueSharebasedCompensationGross" xlink:label="loc_us-gaap_StockGrantedDuringPeriodValueSharebasedCompensationGross_630C7E2E5ABE92BDA73F18386267C1E7" xlink:type="locator" />
    <link:definitionArc order="20" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_7D1E1A6BA503DDC16DB81838625D9AC2" xlink:to="loc_us-gaap_StockGrantedDuringPeriodValueSharebasedCompensationGross_630C7E2E5ABE92BDA73F18386267C1E7" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ConsolidatedStatementsOfShareholdersEquityParenthetical" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/Contingencies" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/ContingenciesDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/Cover" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_39705C1B9E1E2B89AD1D20BC40203277" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_us-gaap_StatementTable_39705C1B9E1E2B89AD1D20BC40203277" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_092A3F4FEAB3C4DBDEFA20BC40202571" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_39705C1B9E1E2B89AD1D20BC40203277" xlink:to="loc_us-gaap_StatementClassOfStockAxis_092A3F4FEAB3C4DBDEFA20BC40202571" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_5730287571125494DDF820BC4020E07E_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_092A3F4FEAB3C4DBDEFA20BC40202571" xlink:to="loc_us-gaap_ClassOfStockDomain_5730287571125494DDF820BC4020E07E_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_5730287571125494DDF820BC4020E07E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_092A3F4FEAB3C4DBDEFA20BC40202571" xlink:to="loc_us-gaap_ClassOfStockDomain_5730287571125494DDF820BC4020E07E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_9DE1B5E918068CE8E49A20BC40214D6F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_5730287571125494DDF820BC4020E07E" xlink:to="loc_us-gaap_CommonClassAMember_9DE1B5E918068CE8E49A20BC40214D6F" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_ClassBCommonStockClassB1Member" xlink:label="loc_cme_ClassBCommonStockClassB1Member_98A9C4B4FB77F2E438B420BC4021B5E1" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_5730287571125494DDF820BC4020E07E" xlink:to="loc_cme_ClassBCommonStockClassB1Member_98A9C4B4FB77F2E438B420BC4021B5E1" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_ClassBCommonStockClassB2Member" xlink:label="loc_cme_ClassBCommonStockClassB2Member_C53A6BA4A1D2FA39204720BC40211123" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_5730287571125494DDF820BC4020E07E" xlink:to="loc_cme_ClassBCommonStockClassB2Member_C53A6BA4A1D2FA39204720BC40211123" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_ClassBCommonStockClassB3Member" xlink:label="loc_cme_ClassBCommonStockClassB3Member_BA5AC3CF0B3CF495AE0720BC4021216D" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_5730287571125494DDF820BC4020E07E" xlink:to="loc_cme_ClassBCommonStockClassB3Member_BA5AC3CF0B3CF495AE0720BC4021216D" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_ClassBCommonStockClassB4Member" xlink:label="loc_cme_ClassBCommonStockClassB4Member_5F6CED06625DB8FCEBEA20BC4022D70E" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_5730287571125494DDF820BC4020E07E" xlink:to="loc_cme_ClassBCommonStockClassB4Member_5F6CED06625DB8FCEBEA20BC4022D70E" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentType" xlink:label="loc_dei_DocumentType_60BC3A8DC5C92318D87D20BC4022C46B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_DocumentType_60BC3A8DC5C92318D87D20BC4022C46B" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentQuarterlyReport" xlink:label="loc_dei_DocumentQuarterlyReport_F29A2C1D938D02809DF420BC402208BB" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_DocumentQuarterlyReport_F29A2C1D938D02809DF420BC402208BB" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentPeriodEndDate" xlink:label="loc_dei_DocumentPeriodEndDate_B4AD3149FDC782C10C0720BC4022FCAA" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_DocumentPeriodEndDate_B4AD3149FDC782C10C0720BC4022FCAA" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentTransitionReport" xlink:label="loc_dei_DocumentTransitionReport_6752AB65E4197A568D8020BC40238D65" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_DocumentTransitionReport_6752AB65E4197A568D8020BC40238D65" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityFileNumber" xlink:label="loc_dei_EntityFileNumber_F534620DF10A914CAEFC20BC4023E0F9" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityFileNumber_F534620DF10A914CAEFC20BC4023E0F9" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityRegistrantName" xlink:label="loc_dei_EntityRegistrantName_EB78B87CB06A6394D3A120BC40232310" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityRegistrantName_EB78B87CB06A6394D3A120BC40232310" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityIncorporationStateCountryCode" xlink:label="loc_dei_EntityIncorporationStateCountryCode_C1A880C2E5DCD92708B320BC4023B88F" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityIncorporationStateCountryCode_C1A880C2E5DCD92708B320BC4023B88F" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityTaxIdentificationNumber" xlink:label="loc_dei_EntityTaxIdentificationNumber_599254A66EF16E22A74B20BC40248660" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityTaxIdentificationNumber_599254A66EF16E22A74B20BC40248660" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityAddressAddressLine1" xlink:label="loc_dei_EntityAddressAddressLine1_9EC65FD35B790F3B598320BC4024FE54" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityAddressAddressLine1_9EC65FD35B790F3B598320BC4024FE54" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityAddressCityOrTown" xlink:label="loc_dei_EntityAddressCityOrTown_FD1AD58552245BEF6AA320BC4024D61E" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityAddressCityOrTown_FD1AD58552245BEF6AA320BC4024D61E" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityAddressStateOrProvince" xlink:label="loc_dei_EntityAddressStateOrProvince_6B65EE8398BDEAAB24D420BC40243847" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityAddressStateOrProvince_6B65EE8398BDEAAB24D420BC40243847" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityAddressPostalZipCode" xlink:label="loc_dei_EntityAddressPostalZipCode_8872813961F0A6D9E76020BC4024A499" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityAddressPostalZipCode_8872813961F0A6D9E76020BC4024A499" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_CityAreaCode" xlink:label="loc_dei_CityAreaCode_5A6AAF30902E8CB8357520BC4024946B" xlink:type="locator" />
    <link:definitionArc order="13" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_CityAreaCode_5A6AAF30902E8CB8357520BC4024946B" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_LocalPhoneNumber" xlink:label="loc_dei_LocalPhoneNumber_50C0EEB20BE6D19947F420BC4025F9B0" xlink:type="locator" />
    <link:definitionArc order="14" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_LocalPhoneNumber_50C0EEB20BE6D19947F420BC4025F9B0" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityCurrentReportingStatus" xlink:label="loc_dei_EntityCurrentReportingStatus_D22493397F17B916D6A920BC40251EE4" xlink:type="locator" />
    <link:definitionArc order="15" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityCurrentReportingStatus_D22493397F17B916D6A920BC40251EE4" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityInteractiveDataCurrent" xlink:label="loc_dei_EntityInteractiveDataCurrent_5385CF8236789DA99FED20BC4025CBB9" xlink:type="locator" />
    <link:definitionArc order="16" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityInteractiveDataCurrent_5385CF8236789DA99FED20BC4025CBB9" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityFilerCategory" xlink:label="loc_dei_EntityFilerCategory_4C9B8F6BE64228CC68D220BC40252EFE" xlink:type="locator" />
    <link:definitionArc order="17" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityFilerCategory_4C9B8F6BE64228CC68D220BC40252EFE" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntitySmallBusiness" xlink:label="loc_dei_EntitySmallBusiness_B80E0587291F86C2C7AC20BC4025DC24" xlink:type="locator" />
    <link:definitionArc order="18" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntitySmallBusiness_B80E0587291F86C2C7AC20BC4025DC24" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityEmergingGrowthCompany" xlink:label="loc_dei_EntityEmergingGrowthCompany_297A46AEF692A00BB4A520BC40268D5C" xlink:type="locator" />
    <link:definitionArc order="19" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityEmergingGrowthCompany_297A46AEF692A00BB4A520BC40268D5C" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityShellCompany" xlink:label="loc_dei_EntityShellCompany_2A10E19FD0A68BA0613B20BC4026E5D8" xlink:type="locator" />
    <link:definitionArc order="20" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityShellCompany_2A10E19FD0A68BA0613B20BC4026E5D8" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityCommonStockSharesOutstanding" xlink:label="loc_dei_EntityCommonStockSharesOutstanding_FFC35E546ADF21FE7A4820BC402619E2" xlink:type="locator" />
    <link:definitionArc order="21" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityCommonStockSharesOutstanding_FFC35E546ADF21FE7A4820BC402619E2" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_Security12bTitle" xlink:label="loc_dei_Security12bTitle_E9DD918CCEBFCF67249A20BC402641B7" xlink:type="locator" />
    <link:definitionArc order="22" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_Security12bTitle_E9DD918CCEBFCF67249A20BC402641B7" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_TradingSymbol" xlink:label="loc_dei_TradingSymbol_348C208E531B7F57C14220BC4027D499" xlink:type="locator" />
    <link:definitionArc order="23" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_TradingSymbol_348C208E531B7F57C14220BC4027D499" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_SecurityExchangeName" xlink:label="loc_dei_SecurityExchangeName_ED143968287E8D3EB23A20BC4027407A" xlink:type="locator" />
    <link:definitionArc order="24" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_SecurityExchangeName_ED143968287E8D3EB23A20BC4027407A" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentFiscalPeriodFocus" xlink:label="loc_dei_DocumentFiscalPeriodFocus_C3DFBEF4327810E0346720BC40276900" xlink:type="locator" />
    <link:definitionArc order="25" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_DocumentFiscalPeriodFocus_C3DFBEF4327810E0346720BC40276900" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_DocumentFiscalYearFocus" xlink:label="loc_dei_DocumentFiscalYearFocus_FA63E53B126E5471DA5220BC4028CD72" xlink:type="locator" />
    <link:definitionArc order="26" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_DocumentFiscalYearFocus_FA63E53B126E5471DA5220BC4028CD72" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_CurrentFiscalYearEndDate" xlink:label="loc_dei_CurrentFiscalYearEndDate_66B0FFD141EE0941E99320BC40282320" xlink:type="locator" />
    <link:definitionArc order="27" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_CurrentFiscalYearEndDate_66B0FFD141EE0941E99320BC40282320" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_EntityCentralIndexKey" xlink:label="loc_dei_EntityCentralIndexKey_5D492475F0D8E241BD2620BC40288057" xlink:type="locator" />
    <link:definitionArc order="28" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_EntityCentralIndexKey_5D492475F0D8E241BD2620BC40288057" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2019/dei-2019-01-31.xsd#dei_AmendmentFlag" xlink:label="loc_dei_AmendmentFlag_D3F520EC7817B31BEF5D20BC40287F97" xlink:type="locator" />
    <link:definitionArc order="29" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8BACE62A6D769CFF6FEA20BC4022D9E7" xlink:to="loc_dei_AmendmentFlag_D3F520EC7817B31BEF5D20BC40287F97" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/Debt" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/DebtNarrativeDetailsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtLineItems" xlink:label="loc_us-gaap_ShortTermDebtLineItems_0DFACCEA1C346A77519518D8630EF86A" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfShortTermDebtTable" xlink:label="loc_us-gaap_ScheduleOfShortTermDebtTable_5351001A1316206035F018D8630A4E07" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ShortTermDebtLineItems_0DFACCEA1C346A77519518D8630EF86A" xlink:to="loc_us-gaap_ScheduleOfShortTermDebtTable_5351001A1316206035F018D8630A4E07" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeAxis" xlink:label="loc_srt_RangeAxis_3BFB6AEBF2986BBD904718D8630AA4F3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShortTermDebtTable_5351001A1316206035F018D8630A4E07" xlink:to="loc_srt_RangeAxis_3BFB6AEBF2986BBD904718D8630AA4F3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_9D9EFDA604AA3B88CBD318D8630B355A_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_3BFB6AEBF2986BBD904718D8630AA4F3" xlink:to="loc_srt_RangeMember_9D9EFDA604AA3B88CBD318D8630B355A_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_9D9EFDA604AA3B88CBD318D8630B355A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_3BFB6AEBF2986BBD904718D8630AA4F3" xlink:to="loc_srt_RangeMember_9D9EFDA604AA3B88CBD318D8630B355A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MinimumMember" xlink:label="loc_srt_MinimumMember_802C066B2AE9EE31D12C18D8630B961A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_9D9EFDA604AA3B88CBD318D8630B355A" xlink:to="loc_srt_MinimumMember_802C066B2AE9EE31D12C18D8630B961A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MaximumMember" xlink:label="loc_srt_MaximumMember_324B42D0D1BE7A4397D918D8630CCF9A" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_9D9EFDA604AA3B88CBD318D8630B355A" xlink:to="loc_srt_MaximumMember_324B42D0D1BE7A4397D918D8630CCF9A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtTypeAxis" xlink:label="loc_us-gaap_ShortTermDebtTypeAxis_372758E1A67AF198CEF918D8630C0E82" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShortTermDebtTable_5351001A1316206035F018D8630A4E07" xlink:to="loc_us-gaap_ShortTermDebtTypeAxis_372758E1A67AF198CEF918D8630C0E82" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtTypeDomain" xlink:label="loc_us-gaap_ShortTermDebtTypeDomain_A27695FE6C3641A6167518D8630C7B22_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_ShortTermDebtTypeAxis_372758E1A67AF198CEF918D8630C0E82" xlink:to="loc_us-gaap_ShortTermDebtTypeDomain_A27695FE6C3641A6167518D8630C7B22_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtTypeDomain" xlink:label="loc_us-gaap_ShortTermDebtTypeDomain_A27695FE6C3641A6167518D8630C7B22" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_ShortTermDebtTypeAxis_372758E1A67AF198CEF918D8630C0E82" xlink:to="loc_us-gaap_ShortTermDebtTypeDomain_A27695FE6C3641A6167518D8630C7B22" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentAxis" xlink:label="loc_us-gaap_DebtInstrumentAxis_A7DF8D1967528B0D663018D8630C688E" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShortTermDebtTable_5351001A1316206035F018D8630A4E07" xlink:to="loc_us-gaap_DebtInstrumentAxis_A7DF8D1967528B0D663018D8630C688E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_2EB68BCCD5D0F26B5A4C18D8630DB511_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_A7DF8D1967528B0D663018D8630C688E" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_2EB68BCCD5D0F26B5A4C18D8630DB511_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_2EB68BCCD5D0F26B5A4C18D8630DB511" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_A7DF8D1967528B0D663018D8630C688E" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_2EB68BCCD5D0F26B5A4C18D8630DB511" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A350.0millionfixedratenotesdueMarch2019Member" xlink:label="loc_cme_A350.0millionfixedratenotesdueMarch2019Member_F804178188C4C028968318D8630DB134" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_2EB68BCCD5D0F26B5A4C18D8630DB511" xlink:to="loc_cme_A350.0millionfixedratenotesdueMarch2019Member_F804178188C4C028968318D8630DB134" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A19.1billiontermloandueMarch2019Member" xlink:label="loc_cme_A19.1billiontermloandueMarch2019Member_0FDBEDBEDCAD7B79F8FF18D8630D1878" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_2EB68BCCD5D0F26B5A4C18D8630DB511" xlink:to="loc_cme_A19.1billiontermloandueMarch2019Member_0FDBEDBEDCAD7B79F8FF18D8630D1878" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommercialPaperMember" xlink:label="loc_us-gaap_CommercialPaperMember_BCA77A2B62E3347BE1E218D8630E531B" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_2EB68BCCD5D0F26B5A4C18D8630DB511" xlink:to="loc_us-gaap_CommercialPaperMember_BCA77A2B62E3347BE1E218D8630E531B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProceedsFromIssuanceOfDebt" xlink:label="loc_us-gaap_ProceedsFromIssuanceOfDebt_E6DC58804E1654D0C7A218D8630ED3C7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_0DFACCEA1C346A77519518D8630EF86A" xlink:to="loc_us-gaap_ProceedsFromIssuanceOfDebt_E6DC58804E1654D0C7A218D8630ED3C7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentFaceAmount" xlink:label="loc_us-gaap_DebtInstrumentFaceAmount_62EC90DA1A612C00D69B18D8630E0BF1" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_0DFACCEA1C346A77519518D8630EF86A" xlink:to="loc_us-gaap_DebtInstrumentFaceAmount_62EC90DA1A612C00D69B18D8630E0BF1" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_Commercialpaperdaysoutstanding" xlink:label="loc_cme_Commercialpaperdaysoutstanding_F16F87255CEA7751B47118D8630F8E63" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_0DFACCEA1C346A77519518D8630EF86A" xlink:to="loc_cme_Commercialpaperdaysoutstanding_F16F87255CEA7751B47118D8630F8E63" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_Debtweightedaveragebalance" xlink:label="loc_cme_Debtweightedaveragebalance_C4222EFC178E8FC32DB618D8630F7EB1" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_0DFACCEA1C346A77519518D8630EF86A" xlink:to="loc_cme_Debtweightedaveragebalance_C4222EFC178E8FC32DB618D8630F7EB1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtWeightedAverageInterestRate" xlink:label="loc_us-gaap_DebtWeightedAverageInterestRate_92F7D0AD726AE4E26CF718D8630FC257" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_0DFACCEA1C346A77519518D8630EF86A" xlink:to="loc_us-gaap_DebtWeightedAverageInterestRate_92F7D0AD726AE4E26CF718D8630FC257" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/DebtScheduleOfMaturitiesOfLongTermDebtDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/DebtScheduleOfShortTermAndLongTermDebtDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentLineItems" xlink:label="loc_us-gaap_DebtInstrumentLineItems_DA5F645E54EB0C49340720BC3EEADED5" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_10FA22A4D7BE927170BF20BC3EE7C070" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DebtInstrumentLineItems_DA5F645E54EB0C49340720BC3EEADED5" xlink:to="loc_us-gaap_StatementTable_10FA22A4D7BE927170BF20BC3EE7C070" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentAxis" xlink:label="loc_us-gaap_DebtInstrumentAxis_67FF392300F59416607120BC3EE7B1A1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_10FA22A4D7BE927170BF20BC3EE7C070" xlink:to="loc_us-gaap_DebtInstrumentAxis_67FF392300F59416607120BC3EE7B1A1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_67FF392300F59416607120BC3EE7B1A1" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_67FF392300F59416607120BC3EE7B1A1" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A350.0millionfixedratenotesdueMarch2019Member" xlink:label="loc_cme_A350.0millionfixedratenotesdueMarch2019Member_5F4F7AF730E1A6A32A6120BC3EE89289" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:to="loc_cme_A350.0millionfixedratenotesdueMarch2019Member_5F4F7AF730E1A6A32A6120BC3EE89289" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A19.1billiontermloandueMarch2019Member" xlink:label="loc_cme_A19.1billiontermloandueMarch2019Member_5354B894776EB848776120BC3EE846A9" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:to="loc_cme_A19.1billiontermloandueMarch2019Member_5354B894776EB848776120BC3EE846A9" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member" xlink:label="loc_cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member_8476A5F0B5E9AC98A75B20BC3EE98536" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:to="loc_cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member_8476A5F0B5E9AC98A75B20BC3EE98536" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A15.0millionfixedratenotesdueMay2023Member" xlink:label="loc_cme_A15.0millionfixedratenotesdueMay2023Member_3F4BC465BBB6D837725B20BC3EE97C7A" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:to="loc_cme_A15.0millionfixedratenotesdueMay2023Member_3F4BC465BBB6D837725B20BC3EE97C7A" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member" xlink:label="loc_cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member_90B5E436F1D802C3217920BC3EE9487E" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:to="loc_cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member_90B5E436F1D802C3217920BC3EE9487E" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain" xlink:label="loc_cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain_C1854FC3D06923AF1A7220BC3EE9B6FE" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:to="loc_cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain_C1854FC3D06923AF1A7220BC3EE9B6FE" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member" xlink:label="loc_cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member_20636FC3632534C65B3920BC3EEA86FF" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:to="loc_cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member_20636FC3632534C65B3920BC3EEA86FF" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain" xlink:label="loc_cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain_1D31F82338584F9D82BF20BC3EEAB9E4" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:to="loc_cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain_1D31F82338584F9D82BF20BC3EEAB9E4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommercialPaperMember" xlink:label="loc_us-gaap_CommercialPaperMember_E527CD76608BE24FB68820BC3EEA18F5" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_998B004AE8311045624D20BC3EE886DF" xlink:to="loc_us-gaap_CommercialPaperMember_E527CD76608BE24FB68820BC3EEA18F5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_UnsecuredLongTermDebt" xlink:label="loc_us-gaap_UnsecuredLongTermDebt_B5053D919880E4D06ECD20BC3EEA4B94" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_DA5F645E54EB0C49340720BC3EEADED5" xlink:to="loc_us-gaap_UnsecuredLongTermDebt_B5053D919880E4D06ECD20BC3EEA4B94" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_ForwardStartingInterestRateSwapAgreementFixedRate" xlink:label="loc_cme_ForwardStartingInterestRateSwapAgreementFixedRate_92C90F888F7D9739821220BC3EEB71D7" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_DA5F645E54EB0C49340720BC3EEADED5" xlink:to="loc_cme_ForwardStartingInterestRateSwapAgreementFixedRate_92C90F888F7D9739821220BC3EEB71D7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentFaceAmount" xlink:label="loc_us-gaap_DebtInstrumentFaceAmount_B70FAA585AB13440FA6820BC3EEBFE06" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_DA5F645E54EB0C49340720BC3EEADED5" xlink:to="loc_us-gaap_DebtInstrumentFaceAmount_B70FAA585AB13440FA6820BC3EEBFE06" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentMaturityDate" xlink:label="loc_us-gaap_DebtInstrumentMaturityDate_AAD36ED5A8BA83EF08B120BC3EEBE435" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_DA5F645E54EB0C49340720BC3EEADED5" xlink:to="loc_us-gaap_DebtInstrumentMaturityDate_AAD36ED5A8BA83EF08B120BC3EEBE435" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentInterestRateStatedPercentage" xlink:label="loc_us-gaap_DebtInstrumentInterestRateStatedPercentage_9D4990304E23749E769A20BC3EEBBE6E" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_DA5F645E54EB0C49340720BC3EEADED5" xlink:to="loc_us-gaap_DebtInstrumentInterestRateStatedPercentage_9D4990304E23749E769A20BC3EEBBE6E" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/DebtShortTermDebtDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtLineItems" xlink:label="loc_us-gaap_ShortTermDebtLineItems_CC88F338F536C61930181DA33AA65763" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfShortTermDebtTable" xlink:label="loc_us-gaap_ScheduleOfShortTermDebtTable_12B60AF73BA1CD59E9201DA33AA4D674" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ShortTermDebtLineItems_CC88F338F536C61930181DA33AA65763" xlink:to="loc_us-gaap_ScheduleOfShortTermDebtTable_12B60AF73BA1CD59E9201DA33AA4D674" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtTypeAxis" xlink:label="loc_us-gaap_ShortTermDebtTypeAxis_8407C842B2B0D433DD061DA33AA482BB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShortTermDebtTable_12B60AF73BA1CD59E9201DA33AA4D674" xlink:to="loc_us-gaap_ShortTermDebtTypeAxis_8407C842B2B0D433DD061DA33AA482BB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtTypeDomain" xlink:label="loc_us-gaap_ShortTermDebtTypeDomain_B07ABA926ECDA53C649C1DA33AA5F83F_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_ShortTermDebtTypeAxis_8407C842B2B0D433DD061DA33AA482BB" xlink:to="loc_us-gaap_ShortTermDebtTypeDomain_B07ABA926ECDA53C649C1DA33AA5F83F_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtTypeDomain" xlink:label="loc_us-gaap_ShortTermDebtTypeDomain_B07ABA926ECDA53C649C1DA33AA5F83F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_ShortTermDebtTypeAxis_8407C842B2B0D433DD061DA33AA482BB" xlink:to="loc_us-gaap_ShortTermDebtTypeDomain_B07ABA926ECDA53C649C1DA33AA5F83F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentAxis" xlink:label="loc_us-gaap_DebtInstrumentAxis_48A95056A8C7622932C81DA33AA58842" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShortTermDebtTable_12B60AF73BA1CD59E9201DA33AA4D674" xlink:to="loc_us-gaap_DebtInstrumentAxis_48A95056A8C7622932C81DA33AA58842" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_D75C55372B3DDCFB14851DA33AA5F7BE_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_48A95056A8C7622932C81DA33AA58842" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_D75C55372B3DDCFB14851DA33AA5F7BE_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_D75C55372B3DDCFB14851DA33AA5F7BE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_48A95056A8C7622932C81DA33AA58842" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_D75C55372B3DDCFB14851DA33AA5F7BE" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A350.0millionfixedratenotesdueMarch2019Member" xlink:label="loc_cme_A350.0millionfixedratenotesdueMarch2019Member_B41AD0C8E12E108CC6D01DA33AA688D7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_D75C55372B3DDCFB14851DA33AA5F7BE" xlink:to="loc_cme_A350.0millionfixedratenotesdueMarch2019Member_B41AD0C8E12E108CC6D01DA33AA688D7" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A19.1billiontermloandueMarch2019Member" xlink:label="loc_cme_A19.1billiontermloandueMarch2019Member_56258E527AC709B426351DA33AA6F7C6" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_D75C55372B3DDCFB14851DA33AA5F7BE" xlink:to="loc_cme_A19.1billiontermloandueMarch2019Member_56258E527AC709B426351DA33AA6F7C6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermBorrowings" xlink:label="loc_us-gaap_ShortTermBorrowings_AE8027EE04D7D83B11E21DA33AA63BC4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_CC88F338F536C61930181DA33AA65763" xlink:to="loc_us-gaap_ShortTermBorrowings_AE8027EE04D7D83B11E21DA33AA63BC4" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/DebtTables" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtLineItems" xlink:label="loc_us-gaap_ShortTermDebtLineItems_4FEC373A74CBC1EBDBA320BC3F5CA008" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfShortTermDebtTable" xlink:label="loc_us-gaap_ScheduleOfShortTermDebtTable_E7A60BE6999A10554A5D20BC3F5B871D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ShortTermDebtLineItems_4FEC373A74CBC1EBDBA320BC3F5CA008" xlink:to="loc_us-gaap_ScheduleOfShortTermDebtTable_E7A60BE6999A10554A5D20BC3F5B871D" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtTypeAxis" xlink:label="loc_us-gaap_ShortTermDebtTypeAxis_F2E5EB484D7C58ECEE2620BC3F5B04C0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShortTermDebtTable_E7A60BE6999A10554A5D20BC3F5B871D" xlink:to="loc_us-gaap_ShortTermDebtTypeAxis_F2E5EB484D7C58ECEE2620BC3F5B04C0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtTypeDomain" xlink:label="loc_us-gaap_ShortTermDebtTypeDomain_1760CAA0C9CC1FC4072C20BC3F5B582D_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_ShortTermDebtTypeAxis_F2E5EB484D7C58ECEE2620BC3F5B04C0" xlink:to="loc_us-gaap_ShortTermDebtTypeDomain_1760CAA0C9CC1FC4072C20BC3F5B582D_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtTypeDomain" xlink:label="loc_us-gaap_ShortTermDebtTypeDomain_1760CAA0C9CC1FC4072C20BC3F5B582D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_ShortTermDebtTypeAxis_F2E5EB484D7C58ECEE2620BC3F5B04C0" xlink:to="loc_us-gaap_ShortTermDebtTypeDomain_1760CAA0C9CC1FC4072C20BC3F5B582D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentAxis" xlink:label="loc_us-gaap_DebtInstrumentAxis_4D91615C909E49295ED920BC3F5CB071" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShortTermDebtTable_E7A60BE6999A10554A5D20BC3F5B871D" xlink:to="loc_us-gaap_DebtInstrumentAxis_4D91615C909E49295ED920BC3F5CB071" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_6CA1C723861426E8D51220BC3F5CEA30_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_4D91615C909E49295ED920BC3F5CB071" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_6CA1C723861426E8D51220BC3F5CEA30_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_6CA1C723861426E8D51220BC3F5CEA30" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_4D91615C909E49295ED920BC3F5CB071" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_6CA1C723861426E8D51220BC3F5CEA30" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfShortTermDebtTextBlock" xlink:label="loc_us-gaap_ScheduleOfShortTermDebtTextBlock_CEA40BCDE39568C5FD8C20BC3F5CEADE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_4FEC373A74CBC1EBDBA320BC3F5CA008" xlink:to="loc_us-gaap_ScheduleOfShortTermDebtTextBlock_CEA40BCDE39568C5FD8C20BC3F5CEADE" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/EarningsPerShare" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/EarningsPerShareNarrativeDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_3B3F4AFB96BDC5BCAFB020BC3EF77C83" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable" xlink:label="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_96556E96228CDECE497620BC3EF53787" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_3B3F4AFB96BDC5BCAFB020BC3EF77C83" xlink:to="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_96556E96228CDECE497620BC3EF53787" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareByAntidilutiveSecuritiesAxis" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareByAntidilutiveSecuritiesAxis_B8AAAA2E36D1C6FBFCCB20BC3EF694E5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_96556E96228CDECE497620BC3EF53787" xlink:to="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareByAntidilutiveSecuritiesAxis_B8AAAA2E36D1C6FBFCCB20BC3EF694E5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AntidilutiveSecuritiesNameDomain" xlink:label="loc_us-gaap_AntidilutiveSecuritiesNameDomain_671CA8238312A3B520E820BC3EF7009B_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareByAntidilutiveSecuritiesAxis_B8AAAA2E36D1C6FBFCCB20BC3EF694E5" xlink:to="loc_us-gaap_AntidilutiveSecuritiesNameDomain_671CA8238312A3B520E820BC3EF7009B_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AntidilutiveSecuritiesNameDomain" xlink:label="loc_us-gaap_AntidilutiveSecuritiesNameDomain_671CA8238312A3B520E820BC3EF7009B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareByAntidilutiveSecuritiesAxis_B8AAAA2E36D1C6FBFCCB20BC3EF694E5" xlink:to="loc_us-gaap_AntidilutiveSecuritiesNameDomain_671CA8238312A3B520E820BC3EF7009B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RestrictedStockMember" xlink:label="loc_us-gaap_RestrictedStockMember_31F2D34FBEEEA476AE7B20BC3EF78F1F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesNameDomain_671CA8238312A3B520E820BC3EF7009B" xlink:to="loc_us-gaap_RestrictedStockMember_31F2D34FBEEEA476AE7B20BC3EF78F1F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount_FFBD1F736DA08478A22320BC3EF748B4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_3B3F4AFB96BDC5BCAFB020BC3EF77C83" xlink:to="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount_FFBD1F736DA08478A22320BC3EF748B4" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/EarningsPerShareNetIncomeAttributableToCmeGroupDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/EarningsPerShareTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurements" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurementsEstimatedFairValuesOfLongTermDebtDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_D781AA12022D1DCB492720BC3FC92D9A" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_DAC5758CA892BC4D87DE20BC3FC6CBDA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_D781AA12022D1DCB492720BC3FC92D9A" xlink:to="loc_us-gaap_StatementTable_DAC5758CA892BC4D87DE20BC3FC6CBDA" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_C2C2819BA681C7135C4520BC3FC6C377" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_DAC5758CA892BC4D87DE20BC3FC6CBDA" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_C2C2819BA681C7135C4520BC3FC6C377" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_05437C5F863C4E52D3E120BC3FC6B001_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_C2C2819BA681C7135C4520BC3FC6C377" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_05437C5F863C4E52D3E120BC3FC6B001_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_05437C5F863C4E52D3E120BC3FC6B001" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_C2C2819BA681C7135C4520BC3FC6C377" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_05437C5F863C4E52D3E120BC3FC6B001" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel2Member" xlink:label="loc_us-gaap_FairValueInputsLevel2Member_0280814E21E014F638BA20BC3FC785E0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_05437C5F863C4E52D3E120BC3FC6B001" xlink:to="loc_us-gaap_FairValueInputsLevel2Member_0280814E21E014F638BA20BC3FC785E0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel3Member" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_AAB0A52A2B27A43E750220BC3FC728AD" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_05437C5F863C4E52D3E120BC3FC6B001" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_AAB0A52A2B27A43E750220BC3FC728AD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentAxis" xlink:label="loc_us-gaap_DebtInstrumentAxis_2C7698F1F259636ECA0720BC3FC7DE5B" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_DAC5758CA892BC4D87DE20BC3FC6CBDA" xlink:to="loc_us-gaap_DebtInstrumentAxis_2C7698F1F259636ECA0720BC3FC7DE5B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_2C7698F1F259636ECA0720BC3FC7DE5B" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_2C7698F1F259636ECA0720BC3FC7DE5B" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member" xlink:label="loc_cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member_0F584A7071BA634BDED520BC3FC81002" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297" xlink:to="loc_cme_A750.0millionFixedRateNotesDueSeptember2022InterestEqualTo3.00Member_0F584A7071BA634BDED520BC3FC81002" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A15.0millionfixedratenotesdueMay2023Member" xlink:label="loc_cme_A15.0millionfixedratenotesdueMay2023Member_B275DD0D649E76E55B4A20BC3FC889A5" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297" xlink:to="loc_cme_A15.0millionfixedratenotesdueMay2023Member_B275DD0D649E76E55B4A20BC3FC889A5" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member" xlink:label="loc_cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member_46E49E8D08D3B3CC59D620BC3FC8EB7D" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297" xlink:to="loc_cme_A750.0MillionFixedRateNotesDueMarch2025InterestEqualTo3.00Member_46E49E8D08D3B3CC59D620BC3FC8EB7D" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain" xlink:label="loc_cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain_CD57D3B3A1948357E2B920BC3FC90A8C" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297" xlink:to="loc_cme_A500.0MillionFixedRateNotesDueJune2028InterestEqualTo3.75MemberDomain_CD57D3B3A1948357E2B920BC3FC90A8C" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member" xlink:label="loc_cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member_2CE54439A4943A8ECAD120BC3FC98BFF" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297" xlink:to="loc_cme_A750.0millionFixedRateNotesDueSeptember2043InterestEqualTo5.3Member_2CE54439A4943A8ECAD120BC3FC98BFF" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain" xlink:label="loc_cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain_62C06EB2D919C0FBBF4D20BC3FC912A3" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297" xlink:to="loc_cme_A700.0MillionFixedRateNotesDueJune2048InterestEqualTo4.15MemberDomainDomain_62C06EB2D919C0FBBF4D20BC3FC912A3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommercialPaperMember" xlink:label="loc_us-gaap_CommercialPaperMember_1736C1521C2284A851D720BC3FC92E8C" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_B4D7D33979B803AA5F5B20BC3FC83297" xlink:to="loc_us-gaap_CommercialPaperMember_1736C1521C2284A851D720BC3FC92E8C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentFairValue" xlink:label="loc_us-gaap_DebtInstrumentFairValue_F4722381B2384F18C0CA20BC3FCA75D0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_D781AA12022D1DCB492720BC3FC92D9A" xlink:to="loc_us-gaap_DebtInstrumentFairValue_F4722381B2384F18C0CA20BC3FCA75D0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentFaceAmount" xlink:label="loc_us-gaap_DebtInstrumentFaceAmount_DFE095D3612BE45684EE20BC3FCAE517" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_D781AA12022D1DCB492720BC3FC92D9A" xlink:to="loc_us-gaap_DebtInstrumentFaceAmount_DFE095D3612BE45684EE20BC3FCAE517" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentMaturityDate" xlink:label="loc_us-gaap_DebtInstrumentMaturityDate_6E34C427481FD8BB647F20BC3FCADB55" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_D781AA12022D1DCB492720BC3FC92D9A" xlink:to="loc_us-gaap_DebtInstrumentMaturityDate_6E34C427481FD8BB647F20BC3FCADB55" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurementsFinancialInstrumentsMeasuredAtFairValueOnRecurringBasisDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems" xlink:label="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_3D74D793426B24D4320E181A26CC23B9" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable" xlink:label="loc_us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable_1620D41B3F6EEB7FCB41181A26C7FEB4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_3D74D793426B24D4320E181A26CC23B9" xlink:to="loc_us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable_1620D41B3F6EEB7FCB41181A26C7FEB4" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByMeasurementFrequencyAxis" xlink:label="loc_us-gaap_FairValueByMeasurementFrequencyAxis_19BCF72385A04D7419BC181A26C7D9AA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable_1620D41B3F6EEB7FCB41181A26C7FEB4" xlink:to="loc_us-gaap_FairValueByMeasurementFrequencyAxis_19BCF72385A04D7419BC181A26C7D9AA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementFrequencyDomain" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_CB0271469FFE06144E3E181A26C802D6_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_19BCF72385A04D7419BC181A26C7D9AA" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_CB0271469FFE06144E3E181A26C802D6_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementFrequencyDomain" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_CB0271469FFE06144E3E181A26C802D6" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_19BCF72385A04D7419BC181A26C7D9AA" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_CB0271469FFE06144E3E181A26C802D6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsRecurringMember" xlink:label="loc_us-gaap_FairValueMeasurementsRecurringMember_2C071609D29C4F22837E181A26C8F6EA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementFrequencyDomain_CB0271469FFE06144E3E181A26C802D6" xlink:to="loc_us-gaap_FairValueMeasurementsRecurringMember_2C071609D29C4F22837E181A26C8F6EA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_79C5BBFE649CA76E0964181A26C9C202" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable_1620D41B3F6EEB7FCB41181A26C7FEB4" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_79C5BBFE649CA76E0964181A26C9C202" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_066577C9F7EE1030FDF4181A26C9CCCE_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_79C5BBFE649CA76E0964181A26C9C202" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_066577C9F7EE1030FDF4181A26C9CCCE_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_066577C9F7EE1030FDF4181A26C9CCCE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_79C5BBFE649CA76E0964181A26C9C202" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_066577C9F7EE1030FDF4181A26C9CCCE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel1Member" xlink:label="loc_us-gaap_FairValueInputsLevel1Member_CF0C204CB957153E21FF181A26C9B600" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_066577C9F7EE1030FDF4181A26C9CCCE" xlink:to="loc_us-gaap_FairValueInputsLevel1Member_CF0C204CB957153E21FF181A26C9B600" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel2Member" xlink:label="loc_us-gaap_FairValueInputsLevel2Member_2C8D7279D0F919D0151A181A26CAB545" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_066577C9F7EE1030FDF4181A26C9CCCE" xlink:to="loc_us-gaap_FairValueInputsLevel2Member_2C8D7279D0F919D0151A181A26CAB545" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel3Member" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_85F0156DA3C1A42C95EB181A26CA5190" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_066577C9F7EE1030FDF4181A26C9CCCE" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_85F0156DA3C1A42C95EB181A26CA5190" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentAxis" xlink:label="loc_us-gaap_FinancialInstrumentAxis_8A3AF0D758EA2081E646181A26CAB5A7" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfDefinedBenefitPlansDisclosuresTable_1620D41B3F6EEB7FCB41181A26C7FEB4" xlink:to="loc_us-gaap_FinancialInstrumentAxis_8A3AF0D758EA2081E646181A26CAB5A7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_9DF7FB99046971A3E74C181A26CAD393_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_8A3AF0D758EA2081E646181A26CAB5A7" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_9DF7FB99046971A3E74C181A26CAD393_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_9DF7FB99046971A3E74C181A26CAD393" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_8A3AF0D758EA2081E646181A26CAB5A7" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_9DF7FB99046971A3E74C181A26CAD393" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CorporateDebtSecuritiesMember" xlink:label="loc_us-gaap_CorporateDebtSecuritiesMember_14FC5C4E20A595BE03EB181A26CB90C7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_9DF7FB99046971A3E74C181A26CAD393" xlink:to="loc_us-gaap_CorporateDebtSecuritiesMember_14FC5C4E20A595BE03EB181A26CB90C7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_MutualFundMember" xlink:label="loc_us-gaap_MutualFundMember_5A4D88E299C6250D557F181A26CBBF56" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_9DF7FB99046971A3E74C181A26CAD393" xlink:to="loc_us-gaap_MutualFundMember_5A4D88E299C6250D557F181A26CBBF56" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquitySecuritiesMember" xlink:label="loc_us-gaap_EquitySecuritiesMember_73399579901D48FDC29E181A26CBC947" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_9DF7FB99046971A3E74C181A26CAD393" xlink:to="loc_us-gaap_EquitySecuritiesMember_73399579901D48FDC29E181A26CBC947" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetBackedSecuritiesMember" xlink:label="loc_us-gaap_AssetBackedSecuritiesMember_97818B2895C01D211B89181A26CC8B47" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_9DF7FB99046971A3E74C181A26CAD393" xlink:to="loc_us-gaap_AssetBackedSecuritiesMember_97818B2895C01D211B89181A26CC8B47" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_U.S.TreasuryPerformanceBondMember" xlink:label="loc_cme_U.S.TreasuryPerformanceBondMember_B60E72AC43CD2BD6B9B2181A7C6BAD7C" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_9DF7FB99046971A3E74C181A26CAD393" xlink:to="loc_cme_U.S.TreasuryPerformanceBondMember_B60E72AC43CD2BD6B9B2181A7C6BAD7C" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_U.S.GovernmentAgencySecurityPerformanceBondMember" xlink:label="loc_cme_U.S.GovernmentAgencySecurityPerformanceBondMember_33A06D4F8F078958833F181AA94C65E9" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_9DF7FB99046971A3E74C181A26CAD393" xlink:to="loc_cme_U.S.GovernmentAgencySecurityPerformanceBondMember_33A06D4F8F078958833F181AA94C65E9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AvailableForSaleSecurities" xlink:label="loc_us-gaap_AvailableForSaleSecurities_E87539681A52ACF5BB0F181A26CC9815" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_3D74D793426B24D4320E181A26CC23B9" xlink:to="loc_us-gaap_AvailableForSaleSecurities_E87539681A52ACF5BB0F181A26CC9815" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TradingSecurities" xlink:label="loc_us-gaap_TradingSecurities_EDE272B3D9C9983CC369181A26CD3797" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_3D74D793426B24D4320E181A26CC23B9" xlink:to="loc_us-gaap_TradingSecurities_EDE272B3D9C9983CC369181A26CD3797" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_MarketableSecurities" xlink:label="loc_us-gaap_MarketableSecurities_55A76730CB3C2A33D88A181A26CD877E" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_3D74D793426B24D4320E181A26CC23B9" xlink:to="loc_us-gaap_MarketableSecurities_55A76730CB3C2A33D88A181A26CD877E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsFairValueDisclosure" xlink:label="loc_us-gaap_AssetsFairValueDisclosure_6CE38537A47AAFBB9259181A26CD146E" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_3D74D793426B24D4320E181A26CC23B9" xlink:to="loc_us-gaap_AssetsFairValueDisclosure_6CE38537A47AAFBB9259181A26CD146E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueHedgeLiabilitiesAtFairValue" xlink:label="loc_us-gaap_FairValueHedgeLiabilitiesAtFairValue_2AB4B1C7053829176798181A26CDDDE3" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_3D74D793426B24D4320E181A26CC23B9" xlink:to="loc_us-gaap_FairValueHedgeLiabilitiesAtFairValue_2AB4B1C7053829176798181A26CDDDE3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessCombinationContingentConsiderationLiability" xlink:label="loc_us-gaap_BusinessCombinationContingentConsiderationLiability_75DC4EC71BE1303B0C56181A26CD8CB7" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_3D74D793426B24D4320E181A26CC23B9" xlink:to="loc_us-gaap_BusinessCombinationContingentConsiderationLiability_75DC4EC71BE1303B0C56181A26CD8CB7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LiabilitiesFairValueDisclosure" xlink:label="loc_us-gaap_LiabilitiesFairValueDisclosure_02399B5B401C60A844F6181A26CED058" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_3D74D793426B24D4320E181A26CC23B9" xlink:to="loc_us-gaap_LiabilitiesFairValueDisclosure_02399B5B401C60A844F6181A26CED058" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurementsNarrativeDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems" xlink:label="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A6AB67F2CDB6D644DF9137A8CC9694F0" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable" xlink:label="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_E463346691A30A1D811937A8CC91C72E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A6AB67F2CDB6D644DF9137A8CC9694F0" xlink:to="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_E463346691A30A1D811937A8CC91C72E" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InvestmentTypeAxis" xlink:label="loc_us-gaap_InvestmentTypeAxis_EF3EED8FB93798E4A43437A8CC92589E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_E463346691A30A1D811937A8CC91C72E" xlink:to="loc_us-gaap_InvestmentTypeAxis_EF3EED8FB93798E4A43437A8CC92589E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InvestmentTypeCategorizationMember" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_294392CC57AF52A3724C37A8CC92BA69_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_InvestmentTypeAxis_EF3EED8FB93798E4A43437A8CC92589E" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_294392CC57AF52A3724C37A8CC92BA69_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InvestmentTypeCategorizationMember" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_294392CC57AF52A3724C37A8CC92BA69" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_InvestmentTypeAxis_EF3EED8FB93798E4A43437A8CC92589E" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_294392CC57AF52A3724C37A8CC92BA69" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_Investment1Member" xlink:label="loc_cme_Investment1Member_6E849DD32DBE5E5A099737A8CC92B395" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_294392CC57AF52A3724C37A8CC92BA69" xlink:to="loc_cme_Investment1Member_6E849DD32DBE5E5A099737A8CC92B395" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_Investment2Member" xlink:label="loc_cme_Investment2Member_9B3FAF9F9CDE7EDB9C6337A8CC9351F4" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_294392CC57AF52A3724C37A8CC92BA69" xlink:to="loc_cme_Investment2Member_9B3FAF9F9CDE7EDB9C6337A8CC9351F4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeAxis" xlink:label="loc_srt_RangeAxis_0219287AAB6AF23064B737A8CC937F6F" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_E463346691A30A1D811937A8CC91C72E" xlink:to="loc_srt_RangeAxis_0219287AAB6AF23064B737A8CC937F6F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_6036D937D6784DB285D737A8CC93CA7E_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_0219287AAB6AF23064B737A8CC937F6F" xlink:to="loc_srt_RangeMember_6036D937D6784DB285D737A8CC93CA7E_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_6036D937D6784DB285D737A8CC93CA7E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_0219287AAB6AF23064B737A8CC937F6F" xlink:to="loc_srt_RangeMember_6036D937D6784DB285D737A8CC93CA7E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MinimumMember" xlink:label="loc_srt_MinimumMember_2FD3694811E6834CA5B937A8CC94D331" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_6036D937D6784DB285D737A8CC93CA7E" xlink:to="loc_srt_MinimumMember_2FD3694811E6834CA5B937A8CC94D331" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MaximumMember" xlink:label="loc_srt_MaximumMember_2187ACAB2304D06568B037A8CC948B5C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_6036D937D6784DB285D737A8CC93CA7E" xlink:to="loc_srt_MaximumMember_2187ACAB2304D06568B037A8CC948B5C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_FE3C90590D1F7E5AF84837A8CC94CA23" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_E463346691A30A1D811937A8CC91C72E" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_FE3C90590D1F7E5AF84837A8CC94CA23" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_39F57BB13289818023DB37A8CC945CE3_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_FE3C90590D1F7E5AF84837A8CC94CA23" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_39F57BB13289818023DB37A8CC945CE3_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_39F57BB13289818023DB37A8CC945CE3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_FE3C90590D1F7E5AF84837A8CC94CA23" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_39F57BB13289818023DB37A8CC945CE3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel3Member" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_3AE65D3C8394ADE6F78937A8CC957F22" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_39F57BB13289818023DB37A8CC945CE3" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_3AE65D3C8394ADE6F78937A8CC957F22" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationAxis" xlink:label="loc_us-gaap_IncomeStatementLocationAxis_5E1DB360C5C9FB6BD5F237A8CC958827" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_E463346691A30A1D811937A8CC91C72E" xlink:to="loc_us-gaap_IncomeStatementLocationAxis_5E1DB360C5C9FB6BD5F237A8CC958827" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationDomain" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_70622ED1E27A109908A637A8CC96D0D6_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_5E1DB360C5C9FB6BD5F237A8CC958827" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_70622ED1E27A109908A637A8CC96D0D6_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationDomain" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_70622ED1E27A109908A637A8CC96D0D6" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_5E1DB360C5C9FB6BD5F237A8CC958827" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_70622ED1E27A109908A637A8CC96D0D6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationAxis" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_B0938C13FA0E1F1A3DDF37A8CC96EF61" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_E463346691A30A1D811937A8CC91C72E" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_B0938C13FA0E1F1A3DDF37A8CC96EF61" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_9BF184E95415B96370F037A8CC96DEE2_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_B0938C13FA0E1F1A3DDF37A8CC96EF61" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_9BF184E95415B96370F037A8CC96DEE2_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_9BF184E95415B96370F037A8CC96DEE2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_B0938C13FA0E1F1A3DDF37A8CC96EF61" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_9BF184E95415B96370F037A8CC96DEE2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ImpairmentOfInvestments" xlink:label="loc_us-gaap_ImpairmentOfInvestments_A4C8BD7F3997527E79F137A8CC97502C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A6AB67F2CDB6D644DF9137A8CC9694F0" xlink:to="loc_us-gaap_ImpairmentOfInvestments_A4C8BD7F3997527E79F137A8CC97502C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InvestmentOwnedAtFairValue" xlink:label="loc_us-gaap_InvestmentOwnedAtFairValue_DDBF776B118A9913E38637A8CC978F1F" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A6AB67F2CDB6D644DF9137A8CC9694F0" xlink:to="loc_us-gaap_InvestmentOwnedAtFairValue_DDBF776B118A9913E38637A8CC978F1F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherAssetImpairmentCharges" xlink:label="loc_us-gaap_OtherAssetImpairmentCharges_FEC2F59623C13A76F81B37A8CC983D78" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A6AB67F2CDB6D644DF9137A8CC9694F0" xlink:to="loc_us-gaap_OtherAssetImpairmentCharges_FEC2F59623C13A76F81B37A8CC983D78" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TangibleAssetImpairmentCharges" xlink:label="loc_us-gaap_TangibleAssetImpairmentCharges_D593833201118713203A37A8CC9823FF" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A6AB67F2CDB6D644DF9137A8CC9694F0" xlink:to="loc_us-gaap_TangibleAssetImpairmentCharges_D593833201118713203A37A8CC9823FF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherAssetsFairValueDisclosure" xlink:label="loc_us-gaap_OtherAssetsFairValueDisclosure_B07BE4330CCD4DE93D5A37A8CC983FCB" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A6AB67F2CDB6D644DF9137A8CC9694F0" xlink:to="loc_us-gaap_OtherAssetsFairValueDisclosure_B07BE4330CCD4DE93D5A37A8CC983FCB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsHeldForSaleLongLivedFairValueDisclosure" xlink:label="loc_us-gaap_AssetsHeldForSaleLongLivedFairValueDisclosure_4634EC15C4FCC921D93437A8CC987CF3" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A6AB67F2CDB6D644DF9137A8CC9694F0" xlink:to="loc_us-gaap_AssetsHeldForSaleLongLivedFairValueDisclosure_4634EC15C4FCC921D93437A8CC987CF3" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurementsReconciliationOfLevel3LiabilitiesDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A1421DF47D42D13B9F9320BC3EDDD9DA" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationTable" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationTable_005582C22E26BECB6A8E20BC3EDB000A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A1421DF47D42D13B9F9320BC3EDDD9DA" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationTable_005582C22E26BECB6A8E20BC3EDB000A" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByAssetClassAxis" xlink:label="loc_us-gaap_FairValueByAssetClassAxis_7D4FD6292258724A051F20BC3EDB16FE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationTable_005582C22E26BECB6A8E20BC3EDB000A" xlink:to="loc_us-gaap_FairValueByAssetClassAxis_7D4FD6292258724A051F20BC3EDB16FE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_54E167B47CF3DB1BD2D720BC3EDB5DE4_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_7D4FD6292258724A051F20BC3EDB16FE" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_54E167B47CF3DB1BD2D720BC3EDB5DE4_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_54E167B47CF3DB1BD2D720BC3EDB5DE4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_7D4FD6292258724A051F20BC3EDB16FE" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_54E167B47CF3DB1BD2D720BC3EDB5DE4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationAxis" xlink:label="loc_us-gaap_IncomeStatementLocationAxis_2B5542CB412E629F175520BC3EDC8354" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationTable_005582C22E26BECB6A8E20BC3EDB000A" xlink:to="loc_us-gaap_IncomeStatementLocationAxis_2B5542CB412E629F175520BC3EDC8354" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationDomain" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_EE9BC712521001D8D5CB20BC3EDC37E9_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_2B5542CB412E629F175520BC3EDC8354" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_EE9BC712521001D8D5CB20BC3EDC37E9_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationDomain" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_EE9BC712521001D8D5CB20BC3EDC37E9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_2B5542CB412E629F175520BC3EDC8354" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_EE9BC712521001D8D5CB20BC3EDC37E9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationAxis" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_38F8DE48BFCC5E946CA620BC3EDCFF21" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationTable_005582C22E26BECB6A8E20BC3EDB000A" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_38F8DE48BFCC5E946CA620BC3EDCFF21" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_65492D8E6F443A71B40420BC3EDD1098_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_38F8DE48BFCC5E946CA620BC3EDCFF21" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_65492D8E6F443A71B40420BC3EDD1098_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_65492D8E6F443A71B40420BC3EDD1098" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_38F8DE48BFCC5E946CA620BC3EDCFF21" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_65492D8E6F443A71B40420BC3EDD1098" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessCombinationContingentConsiderationLiability" xlink:label="loc_us-gaap_BusinessCombinationContingentConsiderationLiability_AB2B31BD5D61A5744CD520BC3EDD02AD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A1421DF47D42D13B9F9320BC3EDDD9DA" xlink:to="loc_us-gaap_BusinessCombinationContingentConsiderationLiability_AB2B31BD5D61A5744CD520BC3EDD02AD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1" xlink:label="loc_us-gaap_ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1_D9AD3C855C2ABE34CD8D20BC3EDDD120" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A1421DF47D42D13B9F9320BC3EDDD9DA" xlink:to="loc_us-gaap_ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1_D9AD3C855C2ABE34CD8D20BC3EDDD120" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillPurchaseAccountingAdjustments" xlink:label="loc_us-gaap_GoodwillPurchaseAccountingAdjustments_5E78B752E5628BDE78E420BC3EDE5617" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A1421DF47D42D13B9F9320BC3EDDD9DA" xlink:to="loc_us-gaap_GoodwillPurchaseAccountingAdjustments_5E78B752E5628BDE78E420BC3EDE5617" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements_9777D925F2F89E1B9FEB20BC3EDE5BFB" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_A1421DF47D42D13B9F9320BC3EDDD9DA" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisLiabilitySettlements_9777D925F2F89E1B9FEB20BC3EDE5BFB" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/FairValueMeasurementsTables" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems" xlink:label="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_7EADFD02679D148D843720BC3F8D383F" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable" xlink:label="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_FA5F81A04F69F72D39A820BC3F8C145D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems_7EADFD02679D148D843720BC3F8D383F" xlink:to="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_FA5F81A04F69F72D39A820BC3F8C145D" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationAxis" xlink:label="loc_us-gaap_IncomeStatementLocationAxis_49EE20B14FF898439F6820BC3F8C5F31" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_FA5F81A04F69F72D39A820BC3F8C145D" xlink:to="loc_us-gaap_IncomeStatementLocationAxis_49EE20B14FF898439F6820BC3F8C5F31" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationDomain" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_27CFF0CFE63C4898DDCA20BC3F8D779D_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_49EE20B14FF898439F6820BC3F8C5F31" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_27CFF0CFE63C4898DDCA20BC3F8D779D_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationDomain" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_27CFF0CFE63C4898DDCA20BC3F8D779D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_49EE20B14FF898439F6820BC3F8C5F31" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_27CFF0CFE63C4898DDCA20BC3F8D779D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationAxis" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_332E57F375B188757F7120BC3F8DA909" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueLiabilitiesMeasuredOnRecurringBasisUnobservableInputReconciliationTable_FA5F81A04F69F72D39A820BC3F8C145D" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_332E57F375B188757F7120BC3F8DA909" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_A9E5390C02DFCA2DB44E20BC3F8D838B_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_332E57F375B188757F7120BC3F8DA909" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_A9E5390C02DFCA2DB44E20BC3F8D838B_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLocationDomain" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_A9E5390C02DFCA2DB44E20BC3F8D838B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLocationAxis_332E57F375B188757F7120BC3F8DA909" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLocationDomain_A9E5390C02DFCA2DB44E20BC3F8D838B" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/Guarantees" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/GuaranteesDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GuaranteeObligationsLineItems" xlink:label="loc_us-gaap_GuaranteeObligationsLineItems_DA2F07B9BDF085CF85DA20BC3F862B10" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfGuaranteeObligationsTable" xlink:label="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_396788C324FFCC753DDE20BC3F84EF54" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_DA2F07B9BDF085CF85DA20BC3F862B10" xlink:to="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_396788C324FFCC753DDE20BC3F84EF54" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GuaranteeObligationsByNatureAxis" xlink:label="loc_us-gaap_GuaranteeObligationsByNatureAxis_6055431E33B27CDF83F020BC3F8513BD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_396788C324FFCC753DDE20BC3F84EF54" xlink:to="loc_us-gaap_GuaranteeObligationsByNatureAxis_6055431E33B27CDF83F020BC3F8513BD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GuaranteeObligationsNatureDomain" xlink:label="loc_us-gaap_GuaranteeObligationsNatureDomain_D87E44B2AD88D93B504F20BC3F8567EC_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_GuaranteeObligationsByNatureAxis_6055431E33B27CDF83F020BC3F8513BD" xlink:to="loc_us-gaap_GuaranteeObligationsNatureDomain_D87E44B2AD88D93B504F20BC3F8567EC_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GuaranteeObligationsNatureDomain" xlink:label="loc_us-gaap_GuaranteeObligationsNatureDomain_D87E44B2AD88D93B504F20BC3F8567EC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_GuaranteeObligationsByNatureAxis_6055431E33B27CDF83F020BC3F8513BD" xlink:to="loc_us-gaap_GuaranteeObligationsNatureDomain_D87E44B2AD88D93B504F20BC3F8567EC" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_FamilyFarmerAndRanchersProtectionFundMember" xlink:label="loc_cme_FamilyFarmerAndRanchersProtectionFundMember_8882F70FFD1745366F2720BC3F85400F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsNatureDomain_D87E44B2AD88D93B504F20BC3F8567EC" xlink:to="loc_cme_FamilyFarmerAndRanchersProtectionFundMember_8882F70FFD1745366F2720BC3F85400F" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_AgreementAutomaticRenewalPeriod" xlink:label="loc_cme_AgreementAutomaticRenewalPeriod_E985B0A1E2DD9E8AA5B620BC3F86FD93" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_DA2F07B9BDF085CF85DA20BC3F862B10" xlink:to="loc_cme_AgreementAutomaticRenewalPeriod_E985B0A1E2DD9E8AA5B620BC3F86FD93" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_GuaranteeCollateral" xlink:label="loc_cme_GuaranteeCollateral_9640387DE97B9599C1D120BC3F86BE0D" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_DA2F07B9BDF085CF85DA20BC3F862B10" xlink:to="loc_cme_GuaranteeCollateral_9640387DE97B9599C1D120BC3F86BE0D" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_Paymentperparticipant" xlink:label="loc_cme_Paymentperparticipant_15954F333D6E72CDA1B720BC3F86D2CD" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_DA2F07B9BDF085CF85DA20BC3F862B10" xlink:to="loc_cme_Paymentperparticipant_15954F333D6E72CDA1B720BC3F86D2CD" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_Paymentpercooperative" xlink:label="loc_cme_Paymentpercooperative_974704A1A1273FB3DA6420BC3F868398" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_DA2F07B9BDF085CF85DA20BC3F862B10" xlink:to="loc_cme_Paymentpercooperative_974704A1A1273FB3DA6420BC3F868398" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_Futurelosses" xlink:label="loc_cme_Futurelosses_72AF7486F392082DC96820BC3F8728F2" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_DA2F07B9BDF085CF85DA20BC3F862B10" xlink:to="loc_cme_Futurelosses_72AF7486F392082DC96820BC3F8728F2" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_PaymentsunderGuarantee" xlink:label="loc_cme_PaymentsunderGuarantee_3F57A26FC2EB4EB7899E20BC3F87FBDE" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_DA2F07B9BDF085CF85DA20BC3F862B10" xlink:to="loc_cme_PaymentsunderGuarantee_3F57A26FC2EB4EB7899E20BC3F87FBDE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GuaranteeObligationsMaximumExposure" xlink:label="loc_us-gaap_GuaranteeObligationsMaximumExposure_153DF0368082AB32E3A220BC3F876812" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_DA2F07B9BDF085CF85DA20BC3F862B10" xlink:to="loc_us-gaap_GuaranteeObligationsMaximumExposure_153DF0368082AB32E3A220BC3F876812" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwill" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillComponentsOfIntangibleAssetsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsLineItems" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_1902FE779B14FAD8A67A20BC403E4240" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable" xlink:label="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_F584940295320530680620BC403B2762" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_1902FE779B14FAD8A67A20BC403E4240" xlink:to="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_F584940295320530680620BC403B2762" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_736FDEB4EE1B797F229220BC403B6CE1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_F584940295320530680620BC403B2762" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_736FDEB4EE1B797F229220BC403B6CE1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A4CEF313D543AEE1A34920BC403CA2A8_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_736FDEB4EE1B797F229220BC403B6CE1" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A4CEF313D543AEE1A34920BC403CA2A8_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A4CEF313D543AEE1A34920BC403CA2A8" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_736FDEB4EE1B797F229220BC403B6CE1" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A4CEF313D543AEE1A34920BC403CA2A8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CustomerRelationshipsMember" xlink:label="loc_us-gaap_CustomerRelationshipsMember_5496D61153495F95C58020BC403C6EF9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A4CEF313D543AEE1A34920BC403CA2A8" xlink:to="loc_us-gaap_CustomerRelationshipsMember_5496D61153495F95C58020BC403C6EF9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DevelopedTechnologyRightsMember" xlink:label="loc_us-gaap_DevelopedTechnologyRightsMember_85AA1609B5653B7F2FBC20BC403CA5E2" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A4CEF313D543AEE1A34920BC403CA2A8" xlink:to="loc_us-gaap_DevelopedTechnologyRightsMember_85AA1609B5653B7F2FBC20BC403CA5E2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherIntangibleAssetsMember" xlink:label="loc_us-gaap_OtherIntangibleAssetsMember_30F4907CF2E984CD014B20BC403C5232" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A4CEF313D543AEE1A34920BC403CA2A8" xlink:to="loc_us-gaap_OtherIntangibleAssetsMember_30F4907CF2E984CD014B20BC403C5232" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsMember" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMember_20421A09068B762FC79F20BC403CB5D9" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A4CEF313D543AEE1A34920BC403CA2A8" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMember_20421A09068B762FC79F20BC403CB5D9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_1589004E074A69EB207620BC403DC7BF" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_F584940295320530680620BC403B2762" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_1589004E074A69EB207620BC403DC7BF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_A68078D1AB6B6DB1610620BC403D86F9_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_1589004E074A69EB207620BC403DC7BF" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_A68078D1AB6B6DB1610620BC403D86F9_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_A68078D1AB6B6DB1610620BC403D86F9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_1589004E074A69EB207620BC403DC7BF" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_A68078D1AB6B6DB1610620BC403D86F9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TradeNamesMember" xlink:label="loc_us-gaap_TradeNamesMember_1CED8AC25257397CED0820BC403D17B9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_A68078D1AB6B6DB1610620BC403D86F9" xlink:to="loc_us-gaap_TradeNamesMember_1CED8AC25257397CED0820BC403D17B9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsGross" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsGross_7CF1EA0DF0CA6B7F970120BC403E2639" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_1902FE779B14FAD8A67A20BC403E4240" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsGross_7CF1EA0DF0CA6B7F970120BC403E2639" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization_989CE2D0F936E352737B20BC403EF824" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_1902FE779B14FAD8A67A20BC403E4240" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization_989CE2D0F936E352737B20BC403EF824" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsNet" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsNet_7BE52EEE75EB319AE93520BC403E4FB4" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_1902FE779B14FAD8A67A20BC403E4240" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsNet_7BE52EEE75EB319AE93520BC403E4FB4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsExcludingGoodwill" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsExcludingGoodwill_8EE878CC8F02C1D3BE4D20BC403E15B2" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_1902FE779B14FAD8A67A20BC403E4240" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsExcludingGoodwill_8EE878CC8F02C1D3BE4D20BC403E15B2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherIndefiniteLivedIntangibleAssets" xlink:label="loc_us-gaap_OtherIndefiniteLivedIntangibleAssets_002CCF835942784EE48820BC403F541E" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_1902FE779B14FAD8A67A20BC403E4240" xlink:to="loc_us-gaap_OtherIndefiniteLivedIntangibleAssets_002CCF835942784EE48820BC403F541E" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillFutureEstimatedAmortizationExpenseDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillGoodwillDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillLineItems" xlink:label="loc_us-gaap_GoodwillLineItems_9C8587DAE29EFCB5235720BC406164D1" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfGoodwillTable" xlink:label="loc_us-gaap_ScheduleOfGoodwillTable_3936EFB9A77CDCD7B68E20BC405C4C29" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_GoodwillLineItems_9C8587DAE29EFCB5235720BC406164D1" xlink:to="loc_us-gaap_ScheduleOfGoodwillTable_3936EFB9A77CDCD7B68E20BC405C4C29" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ConsolidationItemsAxis" xlink:label="loc_srt_ConsolidationItemsAxis_53FFD160438D23108EDD20BC405D66DA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_3936EFB9A77CDCD7B68E20BC405C4C29" xlink:to="loc_srt_ConsolidationItemsAxis_53FFD160438D23108EDD20BC405D66DA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ConsolidationItemsDomain" xlink:label="loc_srt_ConsolidationItemsDomain_423D37BCCE6B5DD64E1120BC405D7F91_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ConsolidationItemsAxis_53FFD160438D23108EDD20BC405D66DA" xlink:to="loc_srt_ConsolidationItemsDomain_423D37BCCE6B5DD64E1120BC405D7F91_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ConsolidationItemsDomain" xlink:label="loc_srt_ConsolidationItemsDomain_423D37BCCE6B5DD64E1120BC405D7F91" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ConsolidationItemsAxis_53FFD160438D23108EDD20BC405D66DA" xlink:to="loc_srt_ConsolidationItemsDomain_423D37BCCE6B5DD64E1120BC405D7F91" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementBusinessSegmentsAxis" xlink:label="loc_us-gaap_StatementBusinessSegmentsAxis_660659538EA07A83552520BC405DB7E7" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_3936EFB9A77CDCD7B68E20BC405C4C29" xlink:to="loc_us-gaap_StatementBusinessSegmentsAxis_660659538EA07A83552520BC405DB7E7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_28A7CDCA1F1BA9B99BB320BC405E94DC_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_660659538EA07A83552520BC405DB7E7" xlink:to="loc_us-gaap_SegmentDomain_28A7CDCA1F1BA9B99BB320BC405E94DC_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_28A7CDCA1F1BA9B99BB320BC405E94DC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_660659538EA07A83552520BC405DB7E7" xlink:to="loc_us-gaap_SegmentDomain_28A7CDCA1F1BA9B99BB320BC405E94DC" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_CBOTMember" xlink:label="loc_cme_CBOTMember_01B8B2B99F4F30F2E4B420BC405EE52D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_28A7CDCA1F1BA9B99BB320BC405E94DC" xlink:to="loc_cme_CBOTMember_01B8B2B99F4F30F2E4B420BC405EE52D" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_NymexMember" xlink:label="loc_cme_NymexMember_92CFD8F25DB1D7E8CF9320BC405E088C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_28A7CDCA1F1BA9B99BB320BC405E94DC" xlink:to="loc_cme_NymexMember_92CFD8F25DB1D7E8CF9320BC405E088C" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_NEXMember" xlink:label="loc_cme_NEXMember_B828B0B9195AC2ADC28920BC405FFE88" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_28A7CDCA1F1BA9B99BB320BC405E94DC" xlink:to="loc_cme_NEXMember_B828B0B9195AC2ADC28920BC405FFE88" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ConsolidatedEntitiesMember" xlink:label="loc_us-gaap_ConsolidatedEntitiesMember_5D9AD0A4A15A677DEFFB20BC405FF933" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_28A7CDCA1F1BA9B99BB320BC405E94DC" xlink:to="loc_us-gaap_ConsolidatedEntitiesMember_5D9AD0A4A15A677DEFFB20BC405FF933" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillMember" xlink:label="loc_us-gaap_GoodwillMember_E90D61583698B33547F520BC405FC2D2" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_28A7CDCA1F1BA9B99BB320BC405E94DC" xlink:to="loc_us-gaap_GoodwillMember_E90D61583698B33547F520BC405FC2D2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationAxis" xlink:label="loc_us-gaap_IncomeStatementLocationAxis_639150E86E21BD7AEFF220BC405FACA5" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_3936EFB9A77CDCD7B68E20BC405C4C29" xlink:to="loc_us-gaap_IncomeStatementLocationAxis_639150E86E21BD7AEFF220BC405FACA5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationDomain" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_9E829756CDAC14748F4420BC405F4E2B_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_639150E86E21BD7AEFF220BC405FACA5" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_9E829756CDAC14748F4420BC405F4E2B_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationDomain" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_9E829756CDAC14748F4420BC405F4E2B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_639150E86E21BD7AEFF220BC405FACA5" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_9E829756CDAC14748F4420BC405F4E2B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeAxis" xlink:label="loc_srt_RangeAxis_3442AF5D58084037085320BC40602C2A" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_3936EFB9A77CDCD7B68E20BC405C4C29" xlink:to="loc_srt_RangeAxis_3442AF5D58084037085320BC40602C2A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_BE684533ED32E26E423520BC40601BD0_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_3442AF5D58084037085320BC40602C2A" xlink:to="loc_srt_RangeMember_BE684533ED32E26E423520BC40601BD0_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_BE684533ED32E26E423520BC40601BD0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_3442AF5D58084037085320BC40602C2A" xlink:to="loc_srt_RangeMember_BE684533ED32E26E423520BC40601BD0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ReportingUnitAxis" xlink:label="loc_us-gaap_ReportingUnitAxis_1A36A6B9D613B19FD0E720BC406041FD" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_3936EFB9A77CDCD7B68E20BC405C4C29" xlink:to="loc_us-gaap_ReportingUnitAxis_1A36A6B9D613B19FD0E720BC406041FD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ReportingUnitDomain" xlink:label="loc_us-gaap_ReportingUnitDomain_CBFDC444FF3F5793AFCC20BC4060DC29_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_ReportingUnitAxis_1A36A6B9D613B19FD0E720BC406041FD" xlink:to="loc_us-gaap_ReportingUnitDomain_CBFDC444FF3F5793AFCC20BC4060DC29_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ReportingUnitDomain" xlink:label="loc_us-gaap_ReportingUnitDomain_CBFDC444FF3F5793AFCC20BC4060DC29" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_ReportingUnitAxis_1A36A6B9D613B19FD0E720BC406041FD" xlink:to="loc_us-gaap_ReportingUnitDomain_CBFDC444FF3F5793AFCC20BC4060DC29" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Goodwill" xlink:label="loc_us-gaap_Goodwill_3B8C8B6882E9C6A5318620BC4061CE78" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillLineItems_9C8587DAE29EFCB5235720BC406164D1" xlink:to="loc_us-gaap_Goodwill_3B8C8B6882E9C6A5318620BC4061CE78" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillAcquiredDuringPeriod" xlink:label="loc_us-gaap_GoodwillAcquiredDuringPeriod_8DE7EE52DB5CB235267F20BC40618EEE" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillLineItems_9C8587DAE29EFCB5235720BC406164D1" xlink:to="loc_us-gaap_GoodwillAcquiredDuringPeriod_8DE7EE52DB5CB235267F20BC40618EEE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillOtherIncreaseDecrease" xlink:label="loc_us-gaap_GoodwillOtherIncreaseDecrease_C4DC5ACE4EDA0C93239620BC4061CC0B" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillLineItems_9C8587DAE29EFCB5235720BC406164D1" xlink:to="loc_us-gaap_GoodwillOtherIncreaseDecrease_C4DC5ACE4EDA0C93239620BC4061CC0B" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillNarrativeDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/IntangibleAssetsAndGoodwillTables" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillLineItems" xlink:label="loc_us-gaap_GoodwillLineItems_F2FA13D658956BB8473D20BC3F20E196" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfGoodwillTable" xlink:label="loc_us-gaap_ScheduleOfGoodwillTable_844CD674409F2BD6999420BC3F1D384A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_GoodwillLineItems_F2FA13D658956BB8473D20BC3F20E196" xlink:to="loc_us-gaap_ScheduleOfGoodwillTable_844CD674409F2BD6999420BC3F1D384A" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ConsolidationItemsAxis" xlink:label="loc_srt_ConsolidationItemsAxis_BB6EFCFEA9B1A71963D220BC3F1D37D2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_844CD674409F2BD6999420BC3F1D384A" xlink:to="loc_srt_ConsolidationItemsAxis_BB6EFCFEA9B1A71963D220BC3F1D37D2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ConsolidationItemsDomain" xlink:label="loc_srt_ConsolidationItemsDomain_AD1F7EB746D250E47D3B20BC3F1DE1DE_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ConsolidationItemsAxis_BB6EFCFEA9B1A71963D220BC3F1D37D2" xlink:to="loc_srt_ConsolidationItemsDomain_AD1F7EB746D250E47D3B20BC3F1DE1DE_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ConsolidationItemsDomain" xlink:label="loc_srt_ConsolidationItemsDomain_AD1F7EB746D250E47D3B20BC3F1DE1DE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ConsolidationItemsAxis_BB6EFCFEA9B1A71963D220BC3F1D37D2" xlink:to="loc_srt_ConsolidationItemsDomain_AD1F7EB746D250E47D3B20BC3F1DE1DE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementBusinessSegmentsAxis" xlink:label="loc_us-gaap_StatementBusinessSegmentsAxis_03530CA371AEEF662AC820BC3F1DE316" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_844CD674409F2BD6999420BC3F1D384A" xlink:to="loc_us-gaap_StatementBusinessSegmentsAxis_03530CA371AEEF662AC820BC3F1DE316" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_EB9698EDCAF943ABFD5A20BC3F1D952F_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_03530CA371AEEF662AC820BC3F1DE316" xlink:to="loc_us-gaap_SegmentDomain_EB9698EDCAF943ABFD5A20BC3F1D952F_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_EB9698EDCAF943ABFD5A20BC3F1D952F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_03530CA371AEEF662AC820BC3F1DE316" xlink:to="loc_us-gaap_SegmentDomain_EB9698EDCAF943ABFD5A20BC3F1D952F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationAxis" xlink:label="loc_us-gaap_IncomeStatementLocationAxis_937615371A7849BF07DB20BC3F1E081C" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_844CD674409F2BD6999420BC3F1D384A" xlink:to="loc_us-gaap_IncomeStatementLocationAxis_937615371A7849BF07DB20BC3F1E081C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationDomain" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_CC2085E88108373CED2920BC3F1E553C_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_937615371A7849BF07DB20BC3F1E081C" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_CC2085E88108373CED2920BC3F1E553C_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementLocationDomain" xlink:label="loc_us-gaap_IncomeStatementLocationDomain_CC2085E88108373CED2920BC3F1E553C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementLocationAxis_937615371A7849BF07DB20BC3F1E081C" xlink:to="loc_us-gaap_IncomeStatementLocationDomain_CC2085E88108373CED2920BC3F1E553C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeAxis" xlink:label="loc_srt_RangeAxis_84B5BE54CBEE79571E9D20BC3F1E5909" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_844CD674409F2BD6999420BC3F1D384A" xlink:to="loc_srt_RangeAxis_84B5BE54CBEE79571E9D20BC3F1E5909" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_4D3B312641BC0B66318720BC3F1FCFD3_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_84B5BE54CBEE79571E9D20BC3F1E5909" xlink:to="loc_srt_RangeMember_4D3B312641BC0B66318720BC3F1FCFD3_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_4D3B312641BC0B66318720BC3F1FCFD3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_84B5BE54CBEE79571E9D20BC3F1E5909" xlink:to="loc_srt_RangeMember_4D3B312641BC0B66318720BC3F1FCFD3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ReportingUnitAxis" xlink:label="loc_us-gaap_ReportingUnitAxis_8EB6778ED8089F8A638020BC3F1F3876" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_844CD674409F2BD6999420BC3F1D384A" xlink:to="loc_us-gaap_ReportingUnitAxis_8EB6778ED8089F8A638020BC3F1F3876" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ReportingUnitDomain" xlink:label="loc_us-gaap_ReportingUnitDomain_CDC8D65DAB872438F1F720BC3F20E725_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_ReportingUnitAxis_8EB6778ED8089F8A638020BC3F1F3876" xlink:to="loc_us-gaap_ReportingUnitDomain_CDC8D65DAB872438F1F720BC3F20E725_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ReportingUnitDomain" xlink:label="loc_us-gaap_ReportingUnitDomain_CDC8D65DAB872438F1F720BC3F20E725" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_ReportingUnitAxis_8EB6778ED8089F8A638020BC3F1F3876" xlink:to="loc_us-gaap_ReportingUnitDomain_CDC8D65DAB872438F1F720BC3F20E725" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillDisclosureTextBlock" xlink:label="loc_us-gaap_GoodwillDisclosureTextBlock_C0F7E4EDCF3CF769C6C320BC3F20371B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillLineItems_F2FA13D658956BB8473D20BC3F20E196" xlink:to="loc_us-gaap_GoodwillDisclosureTextBlock_C0F7E4EDCF3CF769C6C320BC3F20371B" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesCapitalLeasesFutureMinimumPaymentsDueDetails" xlink:type="extended">
    <link:loc xlink:href="cme-20190930.xsd#cme_CapitalLeasesFutureMinimumPaymentsDueLineItems" xlink:label="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:type="locator" />
    <link:loc xlink:href="cme-20190930.xsd#cme_CapitalLeasesFutureMinimumPaymentsDueTable" xlink:label="loc_cme_CapitalLeasesFutureMinimumPaymentsDueTable_4AD67A251F997FC5878C20BC3FBA2CFC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_cme_CapitalLeasesFutureMinimumPaymentsDueTable_4AD67A251F997FC5878C20BC3FBA2CFC" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeAxis" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_5598BD58A21A82B6820420BC3FBB9F7E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueTable_4AD67A251F997FC5878C20BC3FBA2CFC" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_5598BD58A21A82B6820420BC3FBB9F7E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_11CB97EFF1ECDF51896520BC3FBB3058_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_5598BD58A21A82B6820420BC3FBB9F7E" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_11CB97EFF1ECDF51896520BC3FBB3058_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_11CB97EFF1ECDF51896520BC3FBB3058" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_5598BD58A21A82B6820420BC3FBB9F7E" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_11CB97EFF1ECDF51896520BC3FBB3058" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CapitalLeasesFutureMinimumPaymentsRemainderOfFiscalYear" xlink:label="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsRemainderOfFiscalYear_D8B452F4B0C72417C89420BC3FBBC434" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsRemainderOfFiscalYear_D8B452F4B0C72417C89420BC3FBBC434" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CapitalLeasesFutureMinimumPaymentsDueCurrent" xlink:label="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueCurrent_084411EAC3DA1E0C830220BC3FBC48CF" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueCurrent_084411EAC3DA1E0C830220BC3FBC48CF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CapitalLeasesFutureMinimumPaymentsDueInTwoYears" xlink:label="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueInTwoYears_3A17CA3EA257B24A638D20BC3FBC7E5D" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueInTwoYears_3A17CA3EA257B24A638D20BC3FBC7E5D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CapitalLeasesFutureMinimumPaymentsDueInThreeYears" xlink:label="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueInThreeYears_5B3B783EADB884E3F42A20BC3FBCDF5B" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueInThreeYears_5B3B783EADB884E3F42A20BC3FBCDF5B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CapitalLeasesFutureMinimumPaymentsDueInFourYears" xlink:label="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueInFourYears_255B9BEF2F7F2DDE572920BC3FBCDA28" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueInFourYears_255B9BEF2F7F2DDE572920BC3FBCDA28" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CapitalLeasesFutureMinimumPaymentsDueInFiveYears" xlink:label="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueInFiveYears_E418156A0F25BFDA0ADF20BC3FBCE84C" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueInFiveYears_E418156A0F25BFDA0ADF20BC3FBCE84C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CapitalLeasesFutureMinimumPaymentsDueThereafter" xlink:label="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueThereafter_E7FBB7C74FAF0B7CECF620BC3FBD5D65" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDueThereafter_E7FBB7C74FAF0B7CECF620BC3FBD5D65" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CapitalLeasesFutureMinimumPaymentsDue" xlink:label="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDue_5B7A6A1A3C03218AFE0A20BC3FBD94B6" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsDue_5B7A6A1A3C03218AFE0A20BC3FBD94B6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CapitalLeasesFutureMinimumPaymentsInterestIncludedInPayments" xlink:label="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsInterestIncludedInPayments_00F70B79924A4AB0057220BC3FBD7533" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsInterestIncludedInPayments_00F70B79924A4AB0057220BC3FBD7533" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CapitalLeasesFutureMinimumPaymentsPresentValueOfNetMinimumPayments" xlink:label="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsPresentValueOfNetMinimumPayments_5FD022A8A27E0A9DACA520BC3FBD8F47" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_cme_CapitalLeasesFutureMinimumPaymentsDueLineItems_EB525BF7A60CDA67B3D320BC3FBBCB2B" xlink:to="loc_us-gaap_CapitalLeasesFutureMinimumPaymentsPresentValueOfNetMinimumPayments_5FD022A8A27E0A9DACA520BC3FBD8F47" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesLeaseCostsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_DD12886DD1A566272EA320BC3FE8227A" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_B0CC1F669F685812A31120BC3FE7723A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_DD12886DD1A566272EA320BC3FE8227A" xlink:to="loc_us-gaap_StatementTable_B0CC1F669F685812A31120BC3FE7723A" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeAxis" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_ACC25007D07D4E62A44E20BC3FE8ED3F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_B0CC1F669F685812A31120BC3FE7723A" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_ACC25007D07D4E62A44E20BC3FE8ED3F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_1252C179251769C0164B20BC3FE82076_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_ACC25007D07D4E62A44E20BC3FE8ED3F" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_1252C179251769C0164B20BC3FE82076_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_1252C179251769C0164B20BC3FE82076" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_ACC25007D07D4E62A44E20BC3FE8ED3F" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_1252C179251769C0164B20BC3FE82076" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OperatingLeaseCost" xlink:label="loc_us-gaap_OperatingLeaseCost_55727225415E25CF34C220BC3FE84E3B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_DD12886DD1A566272EA320BC3FE8227A" xlink:to="loc_us-gaap_OperatingLeaseCost_55727225415E25CF34C220BC3FE84E3B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermLeaseCost" xlink:label="loc_us-gaap_ShortTermLeaseCost_240CE602B3498E1B420B20BC3FE9E483" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_DD12886DD1A566272EA320BC3FE8227A" xlink:to="loc_us-gaap_ShortTermLeaseCost_240CE602B3498E1B420B20BC3FE9E483" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OperatingLeaseExpense" xlink:label="loc_us-gaap_OperatingLeaseExpense_FE70C5B56FD39A75F32C20BC3FE9662B" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_DD12886DD1A566272EA320BC3FE8227A" xlink:to="loc_us-gaap_OperatingLeaseExpense_FE70C5B56FD39A75F32C20BC3FE9662B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinanceLeaseInterestExpense" xlink:label="loc_us-gaap_FinanceLeaseInterestExpense_EB71A79B0E09C3B66DA320BC3FEACC25" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_DD12886DD1A566272EA320BC3FE8227A" xlink:to="loc_us-gaap_FinanceLeaseInterestExpense_EB71A79B0E09C3B66DA320BC3FEACC25" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinanceLeaseRightOfUseAssetAmortization" xlink:label="loc_us-gaap_FinanceLeaseRightOfUseAssetAmortization_3B3A0D13601B1C22092720BC3FEA5EA7" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_DD12886DD1A566272EA320BC3FE8227A" xlink:to="loc_us-gaap_FinanceLeaseRightOfUseAssetAmortization_3B3A0D13601B1C22092720BC3FEA5EA7" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_FinanceLeaseExpense" xlink:label="loc_cme_FinanceLeaseExpense_5AE64975E3EE1FC10F4E20BC3FEA61F6" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_DD12886DD1A566272EA320BC3FE8227A" xlink:to="loc_cme_FinanceLeaseExpense_5AE64975E3EE1FC10F4E20BC3FEA61F6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubleaseIncome" xlink:label="loc_us-gaap_SubleaseIncome_6230B555A329521F51FE20BC3FEA5D30" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_DD12886DD1A566272EA320BC3FE8227A" xlink:to="loc_us-gaap_SubleaseIncome_6230B555A329521F51FE20BC3FEA5D30" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesLeasesDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesNotes" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesOperatingLeasesFutureMinimumPaymentsDetails" xlink:type="extended">
    <link:loc xlink:href="cme-20190930.xsd#cme_OperatingLeasesFutureMinimumPaymentsDueLineItems" xlink:label="loc_cme_OperatingLeasesFutureMinimumPaymentsDueLineItems_B2DBB9050CF32AAE91B220BC400A762B" xlink:type="locator" />
    <link:loc xlink:href="cme-20190930.xsd#cme_OperatingLeasesFutureMinimumPaymentsDueTable" xlink:label="loc_cme_OperatingLeasesFutureMinimumPaymentsDueTable_3C0CEDB7A637BEBBCA8D20BC4009A1FF" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_cme_OperatingLeasesFutureMinimumPaymentsDueLineItems_B2DBB9050CF32AAE91B220BC400A762B" xlink:to="loc_cme_OperatingLeasesFutureMinimumPaymentsDueTable_3C0CEDB7A637BEBBCA8D20BC4009A1FF" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeAxis" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_E240C5E878C3C300782D20BC400AF75C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_cme_OperatingLeasesFutureMinimumPaymentsDueTable_3C0CEDB7A637BEBBCA8D20BC4009A1FF" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_E240C5E878C3C300782D20BC400AF75C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_E135C1DFC01E79DAB44820BC400A8068_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_E240C5E878C3C300782D20BC400AF75C" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_E135C1DFC01E79DAB44820BC400A8068_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_E135C1DFC01E79DAB44820BC400A8068" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_E240C5E878C3C300782D20BC400AF75C" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_E135C1DFC01E79DAB44820BC400A8068" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesSupplementalBalanceSheetInformationLeasesDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_71A41514B8C4B4C803CE20BC404F2EF8" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_StatementTable_71A41514B8C4B4C803CE20BC404F2EF8" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeAxis" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_0CBA96D58B0B0C7E626A20BC404FD72D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_71A41514B8C4B4C803CE20BC404F2EF8" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_0CBA96D58B0B0C7E626A20BC404FD72D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_D545EAC65BEC23DC32BE20BC404FF154_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_0CBA96D58B0B0C7E626A20BC404FD72D" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_D545EAC65BEC23DC32BE20BC404FF154_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_D545EAC65BEC23DC32BE20BC404FF154" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_0CBA96D58B0B0C7E626A20BC404FD72D" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_D545EAC65BEC23DC32BE20BC404FF154" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinanceLeaseRightOfUseAsset" xlink:label="loc_us-gaap_FinanceLeaseRightOfUseAsset_0B7D65184AD3F683408420BC40507915" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_FinanceLeaseRightOfUseAsset_0B7D65184AD3F683408420BC40507915" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OperatingLeaseRightOfUseAsset" xlink:label="loc_us-gaap_OperatingLeaseRightOfUseAsset_B79C6EDAF02993DBD29B20BC4050E5E2" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_OperatingLeaseRightOfUseAsset_B79C6EDAF02993DBD29B20BC4050E5E2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OperatingLeaseLiabilityCurrent" xlink:label="loc_us-gaap_OperatingLeaseLiabilityCurrent_5D37C9DC69B9667E4D5820BC4050DEC9" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_OperatingLeaseLiabilityCurrent_5D37C9DC69B9667E4D5820BC4050DEC9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OperatingLeaseLiabilityNoncurrent" xlink:label="loc_us-gaap_OperatingLeaseLiabilityNoncurrent_6CF836B64C5B1DA34C2820BC4050EC91" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_OperatingLeaseLiabilityNoncurrent_6CF836B64C5B1DA34C2820BC4050EC91" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OperatingLeaseLiability" xlink:label="loc_us-gaap_OperatingLeaseLiability_64061C806EBAB84E31D020BC40513B2B" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_OperatingLeaseLiability_64061C806EBAB84E31D020BC40513B2B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1" xlink:label="loc_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1_C7110F075CCA9AEFC7FE20BC4051CE13" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1_C7110F075CCA9AEFC7FE20BC4051CE13" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_WeightedAverageDiscountRateOperatingLease" xlink:label="loc_cme_WeightedAverageDiscountRateOperatingLease_07B36292D65C61CFC15020BC40512329" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_cme_WeightedAverageDiscountRateOperatingLease_07B36292D65C61CFC15020BC40512329" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinanceLeaseLiabilityCurrent" xlink:label="loc_us-gaap_FinanceLeaseLiabilityCurrent_EEA4F5368F9C6614FBE220BC4051F84A" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_FinanceLeaseLiabilityCurrent_EEA4F5368F9C6614FBE220BC4051F84A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinanceLeaseLiabilityNoncurrent" xlink:label="loc_us-gaap_FinanceLeaseLiabilityNoncurrent_6603AA950BD8D47CDB2C20BC405161E6" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_FinanceLeaseLiabilityNoncurrent_6603AA950BD8D47CDB2C20BC405161E6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinanceLeaseLiability" xlink:label="loc_us-gaap_FinanceLeaseLiability_5A4626EAF1B883104B8420BC40526ED0" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_FinanceLeaseLiability_5A4626EAF1B883104B8420BC40526ED0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinanceLeaseWeightedAverageRemainingLeaseTerm1" xlink:label="loc_us-gaap_FinanceLeaseWeightedAverageRemainingLeaseTerm1_8D727D2796C5C94B017A20BC4052FF4E" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_FinanceLeaseWeightedAverageRemainingLeaseTerm1_8D727D2796C5C94B017A20BC4052FF4E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinanceLeaseWeightedAverageDiscountRatePercent" xlink:label="loc_us-gaap_FinanceLeaseWeightedAverageDiscountRatePercent_1F2FF9A431648AE53B8920BC4052BAA7" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ACDDF9B30702A3D7DE1D20BC404FD4B6" xlink:to="loc_us-gaap_FinanceLeaseWeightedAverageDiscountRatePercent_1F2FF9A431648AE53B8920BC4052BAA7" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesSupplementalCashFlowInformationLeasesDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_5E14A448732E21704B1720BC40A42675" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_830CCF548679AF181C5020BC40A2135B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_5E14A448732E21704B1720BC40A42675" xlink:to="loc_us-gaap_StatementTable_830CCF548679AF181C5020BC40A2135B" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeAxis" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_22C0E9950C84F6450DE820BC40A3E8AD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_830CCF548679AF181C5020BC40A2135B" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_22C0E9950C84F6450DE820BC40A3E8AD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_73F1AE2BDAD3BD2772A620BC40A370D8_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_22C0E9950C84F6450DE820BC40A3E8AD" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_73F1AE2BDAD3BD2772A620BC40A370D8_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_73F1AE2BDAD3BD2772A620BC40A370D8" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_22C0E9950C84F6450DE820BC40A3E8AD" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_73F1AE2BDAD3BD2772A620BC40A370D8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OperatingLeasePayments" xlink:label="loc_us-gaap_OperatingLeasePayments_02BEFB2C184AA0879D4B20BC40A440B1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_5E14A448732E21704B1720BC40A42675" xlink:to="loc_us-gaap_OperatingLeasePayments_02BEFB2C184AA0879D4B20BC40A440B1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinanceLeasePrincipalPayments" xlink:label="loc_us-gaap_FinanceLeasePrincipalPayments_EEB2DE050F28CC040EB220BC40A4A819" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_5E14A448732E21704B1720BC40A42675" xlink:to="loc_us-gaap_FinanceLeasePrincipalPayments_EEB2DE050F28CC040EB220BC40A4A819" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/LeasesTables" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LesseeLeaseDescriptionLineItems" xlink:label="loc_us-gaap_LesseeLeaseDescriptionLineItems_B8BE5006A5500E50649620BC3FD5AA92" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LesseeLeaseDescriptionTable" xlink:label="loc_us-gaap_LesseeLeaseDescriptionTable_13C441A95DBA468A110720BC3FD3E4FA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_B8BE5006A5500E50649620BC3FD5AA92" xlink:to="loc_us-gaap_LesseeLeaseDescriptionTable_13C441A95DBA468A110720BC3FD3E4FA" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeAxis" xlink:label="loc_us-gaap_LeaseArrangementTypeAxis_FF84A61AACA15786E12F20BC3FD4112C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_LesseeLeaseDescriptionTable_13C441A95DBA468A110720BC3FD3E4FA" xlink:to="loc_us-gaap_LeaseArrangementTypeAxis_FF84A61AACA15786E12F20BC3FD4112C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_C6C8DBF031B22027D58820BC3FD47DDF_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_FF84A61AACA15786E12F20BC3FD4112C" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_C6C8DBF031B22027D58820BC3FD47DDF_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseArrangementTypeDomain" xlink:label="loc_us-gaap_LeaseArrangementTypeDomain_C6C8DBF031B22027D58820BC3FD47DDF" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LeaseArrangementTypeAxis_FF84A61AACA15786E12F20BC3FD4112C" xlink:to="loc_us-gaap_LeaseArrangementTypeDomain_C6C8DBF031B22027D58820BC3FD47DDF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertySubjectToOperatingLeaseMember" xlink:label="loc_us-gaap_PropertySubjectToOperatingLeaseMember_4B44915F14CD7EFB0EDE20BC3FD4CBCC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LeaseArrangementTypeDomain_C6C8DBF031B22027D58820BC3FD47DDF" xlink:to="loc_us-gaap_PropertySubjectToOperatingLeaseMember_4B44915F14CD7EFB0EDE20BC3FD4CBCC" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_PropertySubjecttoFinanceLeaseMember" xlink:label="loc_cme_PropertySubjecttoFinanceLeaseMember_D39A7A0A8CA04C84645120BC3FD495B2" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LeaseArrangementTypeDomain_C6C8DBF031B22027D58820BC3FD47DDF" xlink:to="loc_cme_PropertySubjecttoFinanceLeaseMember_D39A7A0A8CA04C84645120BC3FD495B2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseCostTableTextBlock" xlink:label="loc_us-gaap_LeaseCostTableTextBlock_EFB80A071C34DBD9351A20BC3FD5F074" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_B8BE5006A5500E50649620BC3FD5AA92" xlink:to="loc_us-gaap_LeaseCostTableTextBlock_EFB80A071C34DBD9351A20BC3FD5F074" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfCashFlowSupplementalDisclosuresTableTextBlock" xlink:label="loc_us-gaap_ScheduleOfCashFlowSupplementalDisclosuresTableTextBlock_E5A34A7C32680B9D44E620BC3FD5D3A4" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_B8BE5006A5500E50649620BC3FD5AA92" xlink:to="loc_us-gaap_ScheduleOfCashFlowSupplementalDisclosuresTableTextBlock_E5A34A7C32680B9D44E620BC3FD5D3A4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfAmountsRecognizedInBalanceSheetTableTextBlock" xlink:label="loc_us-gaap_ScheduleOfAmountsRecognizedInBalanceSheetTableTextBlock_9F4B57191AE02FB4C15220BC3FD6C813" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_B8BE5006A5500E50649620BC3FD5AA92" xlink:to="loc_us-gaap_ScheduleOfAmountsRecognizedInBalanceSheetTableTextBlock_9F4B57191AE02FB4C15220BC3FD6C813" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfFutureMinimumRentalPaymentsForOperatingLeasesTableTextBlock" xlink:label="loc_us-gaap_ScheduleOfFutureMinimumRentalPaymentsForOperatingLeasesTableTextBlock_3E0C30954F5CB3AA693820BC3FD695CE" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_B8BE5006A5500E50649620BC3FD5AA92" xlink:to="loc_us-gaap_ScheduleOfFutureMinimumRentalPaymentsForOperatingLeasesTableTextBlock_3E0C30954F5CB3AA693820BC3FD695CE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfFutureMinimumLeasePaymentsForCapitalLeasesTableTextBlock" xlink:label="loc_us-gaap_ScheduleOfFutureMinimumLeasePaymentsForCapitalLeasesTableTextBlock_6DD5239361242BF58D4920BC3FD6EF5A" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_B8BE5006A5500E50649620BC3FD5AA92" xlink:to="loc_us-gaap_ScheduleOfFutureMinimumLeasePaymentsForCapitalLeasesTableTextBlock_6DD5239361242BF58D4920BC3FD6EF5A" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/PerformanceBondsAndGuarantyFundContributionsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GuaranteeObligationsLineItems" xlink:label="loc_us-gaap_GuaranteeObligationsLineItems_B5D1A64FAB543CF09DD51DA42EE7A72B" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfGuaranteeObligationsTable" xlink:label="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_950C333E9B6A4FAA6A5D1DA42EE4A183" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_B5D1A64FAB543CF09DD51DA42EE7A72B" xlink:to="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_950C333E9B6A4FAA6A5D1DA42EE4A183" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GuaranteeObligationsByNatureAxis" xlink:label="loc_us-gaap_GuaranteeObligationsByNatureAxis_B5B84EA54DBD1CBF45E41DA42EE437B7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGuaranteeObligationsTable_950C333E9B6A4FAA6A5D1DA42EE4A183" xlink:to="loc_us-gaap_GuaranteeObligationsByNatureAxis_B5B84EA54DBD1CBF45E41DA42EE437B7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GuaranteeObligationsNatureDomain" xlink:label="loc_us-gaap_GuaranteeObligationsNatureDomain_7691F57A6299CE072AE71DA42EE5F31B_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_GuaranteeObligationsByNatureAxis_B5B84EA54DBD1CBF45E41DA42EE437B7" xlink:to="loc_us-gaap_GuaranteeObligationsNatureDomain_7691F57A6299CE072AE71DA42EE5F31B_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GuaranteeObligationsNatureDomain" xlink:label="loc_us-gaap_GuaranteeObligationsNatureDomain_7691F57A6299CE072AE71DA42EE5F31B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_GuaranteeObligationsByNatureAxis_B5B84EA54DBD1CBF45E41DA42EE437B7" xlink:to="loc_us-gaap_GuaranteeObligationsNatureDomain_7691F57A6299CE072AE71DA42EE5F31B" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_FederalReserveReinvestmentMember" xlink:label="loc_cme_FederalReserveReinvestmentMember_98DD8EC894CCED13CA201DA84415D977" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsNatureDomain_7691F57A6299CE072AE71DA42EE5F31B" xlink:to="loc_cme_FederalReserveReinvestmentMember_98DD8EC894CCED13CA201DA84415D977" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_U.S.TreasuryPerformanceBondMember" xlink:label="loc_cme_U.S.TreasuryPerformanceBondMember_B0A7088FBB019B3DF8C31DA42EE56F8C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsNatureDomain_7691F57A6299CE072AE71DA42EE5F31B" xlink:to="loc_cme_U.S.TreasuryPerformanceBondMember_B0A7088FBB019B3DF8C31DA42EE56F8C" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_U.S.GovernmentAgencySecurityPerformanceBondMember" xlink:label="loc_cme_U.S.GovernmentAgencySecurityPerformanceBondMember_BEE94DFF0EB0D6609B251DA42EE55B74" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsNatureDomain_7691F57A6299CE072AE71DA42EE5F31B" xlink:to="loc_cme_U.S.GovernmentAgencySecurityPerformanceBondMember_BEE94DFF0EB0D6609B251DA42EE55B74" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AvailableForSaleSecuritiesAmortizedCost" xlink:label="loc_us-gaap_AvailableForSaleSecuritiesAmortizedCost_BEA2D086AA82EB288FB21DA42EE79E57" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_B5D1A64FAB543CF09DD51DA42EE7A72B" xlink:to="loc_us-gaap_AvailableForSaleSecuritiesAmortizedCost_BEA2D086AA82EB288FB21DA42EE79E57" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CashEquivalentsAtCarryingValue" xlink:label="loc_us-gaap_CashEquivalentsAtCarryingValue_2734BDA27A30A4ED009C1DA42EE71459" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_B5D1A64FAB543CF09DD51DA42EE7A72B" xlink:to="loc_us-gaap_CashEquivalentsAtCarryingValue_2734BDA27A30A4ED009C1DA42EE71459" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_AverageDailyClearingSettlement" xlink:label="loc_cme_AverageDailyClearingSettlement_429AB9BD1E954F6CA8591DA42EE73877" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_B5D1A64FAB543CF09DD51DA42EE7A72B" xlink:to="loc_cme_AverageDailyClearingSettlement_429AB9BD1E954F6CA8591DA42EE73877" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AvailableForSaleSecurities" xlink:label="loc_us-gaap_AvailableForSaleSecurities_B4993B2CF7B465889E611DA42EE73CE4" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GuaranteeObligationsLineItems_B5D1A64FAB543CF09DD51DA42EE7A72B" xlink:to="loc_us-gaap_AvailableForSaleSecurities_B4993B2CF7B465889E611DA42EE73CE4" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/PerformanceBondsAndGuarantyFundContributionsNotes" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/PerformanceBondsAndGuarantyFundContributionsTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/RevenueRecognitionDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/RevenueRecognitionDisaggregationOfRevenueDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_6D55511C64B74AE5B71020BC40B5C139" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_A4F73C0BD93E9393EF6820BC40AF8346" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_6D55511C64B74AE5B71020BC40B5C139" xlink:to="loc_us-gaap_StatementTable_A4F73C0BD93E9393EF6820BC40AF8346" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductOrServiceAxis" xlink:label="loc_srt_ProductOrServiceAxis_091A13680485617FD88320BC40AFA0A5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_A4F73C0BD93E9393EF6820BC40AF8346" xlink:to="loc_srt_ProductOrServiceAxis_091A13680485617FD88320BC40AFA0A5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductsAndServicesDomain" xlink:label="loc_srt_ProductsAndServicesDomain_99E6FA53D1FA004E07FD20BC40B0CFAE_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ProductOrServiceAxis_091A13680485617FD88320BC40AFA0A5" xlink:to="loc_srt_ProductsAndServicesDomain_99E6FA53D1FA004E07FD20BC40B0CFAE_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductsAndServicesDomain" xlink:label="loc_srt_ProductsAndServicesDomain_99E6FA53D1FA004E07FD20BC40B0CFAE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ProductOrServiceAxis_091A13680485617FD88320BC40AFA0A5" xlink:to="loc_srt_ProductsAndServicesDomain_99E6FA53D1FA004E07FD20BC40B0CFAE" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_ClearingandtransactionfeesMember" xlink:label="loc_cme_ClearingandtransactionfeesMember_AAF5B627368B115482FC20BC40B0B33A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_99E6FA53D1FA004E07FD20BC40B0CFAE" xlink:to="loc_cme_ClearingandtransactionfeesMember_AAF5B627368B115482FC20BC40B0B33A" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_MarketDataMember" xlink:label="loc_cme_MarketDataMember_E68FD7BAADAF7A35327F20BC40B0DE62" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_99E6FA53D1FA004E07FD20BC40B0CFAE" xlink:to="loc_cme_MarketDataMember_E68FD7BAADAF7A35327F20BC40B0DE62" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_OtherRevenueMember" xlink:label="loc_cme_OtherRevenueMember_107DF007EFED47B2C62B20BC40B16716" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_99E6FA53D1FA004E07FD20BC40B0CFAE" xlink:to="loc_cme_OtherRevenueMember_107DF007EFED47B2C62B20BC40B16716" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeInstrumentRiskAxis" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_BB7209B765AD5AE0728F20BC40B179B6" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_A4F73C0BD93E9393EF6820BC40AF8346" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_BB7209B765AD5AE0728F20BC40B179B6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_BB7209B765AD5AE0728F20BC40B179B6" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_BB7209B765AD5AE0728F20BC40B179B6" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_InterestRateMember" xlink:label="loc_cme_InterestRateMember_0210B1A26F85F806778E20BC40B289D1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C" xlink:to="loc_cme_InterestRateMember_0210B1A26F85F806778E20BC40B289D1" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_EquitiesMember" xlink:label="loc_cme_EquitiesMember_110C2C15A97E2AB7E37D20BC40B242A9" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C" xlink:to="loc_cme_EquitiesMember_110C2C15A97E2AB7E37D20BC40B242A9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ForeignExchangeMember" xlink:label="loc_us-gaap_ForeignExchangeMember_B8258437A664272E7DFC20BC40B25CE4" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C" xlink:to="loc_us-gaap_ForeignExchangeMember_B8258437A664272E7DFC20BC40B25CE4" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_AgriculturalcommodityMember" xlink:label="loc_cme_AgriculturalcommodityMember_8F3560C34421A382729420BC40B2BD27" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C" xlink:to="loc_cme_AgriculturalcommodityMember_8F3560C34421A382729420BC40B2BD27" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_EnergyMember" xlink:label="loc_cme_EnergyMember_F7D22E24CB9BD15D590720BC40B2F398" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C" xlink:to="loc_cme_EnergyMember_F7D22E24CB9BD15D590720BC40B2F398" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_MetalMember" xlink:label="loc_cme_MetalMember_DDBB23E0E5216F7CB11220BC40B3730F" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C" xlink:to="loc_cme_MetalMember_DDBB23E0E5216F7CB11220BC40B3730F" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_CashMarketsMember" xlink:label="loc_cme_CashMarketsMember_3B1C82F975A90F795F6920BC40B3C965" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C" xlink:to="loc_cme_CashMarketsMember_3B1C82F975A90F795F6920BC40B3C965" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OverTheCounterMember" xlink:label="loc_us-gaap_OverTheCounterMember_C33F96837C430E60249F20BC40B32395" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_36DCA86C1E3832D1583E20BC40B1D48C" xlink:to="loc_us-gaap_OverTheCounterMember_C33F96837C430E60249F20BC40B32395" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TimingOfTransferOfGoodOrServiceAxis" xlink:label="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_8EB04AAB098C47D036F820BC40B3A82D" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_A4F73C0BD93E9393EF6820BC40AF8346" xlink:to="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_8EB04AAB098C47D036F820BC40B3A82D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TimingOfTransferOfGoodOrServiceDomain" xlink:label="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_6C401E94FD3C2868D4EF20BC40B4F5CF_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_8EB04AAB098C47D036F820BC40B3A82D" xlink:to="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_6C401E94FD3C2868D4EF20BC40B4F5CF_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TimingOfTransferOfGoodOrServiceDomain" xlink:label="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_6C401E94FD3C2868D4EF20BC40B4F5CF" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_8EB04AAB098C47D036F820BC40B3A82D" xlink:to="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_6C401E94FD3C2868D4EF20BC40B4F5CF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransferredAtPointInTimeMember" xlink:label="loc_us-gaap_TransferredAtPointInTimeMember_ED45888BCD52AEB7743620BC40B414D2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_6C401E94FD3C2868D4EF20BC40B4F5CF" xlink:to="loc_us-gaap_TransferredAtPointInTimeMember_ED45888BCD52AEB7743620BC40B414D2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransferredOverTimeMember" xlink:label="loc_us-gaap_TransferredOverTimeMember_2D55903D44C5D151BB1220BC40B4AD21" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_6C401E94FD3C2868D4EF20BC40B4F5CF" xlink:to="loc_us-gaap_TransferredOverTimeMember_2D55903D44C5D151BB1220BC40B4AD21" xlink:type="arc" />
    <link:loc xlink:href="cme-20190930.xsd#cme_OnetimechargesandmiscellaneousrevenuesMember" xlink:label="loc_cme_OnetimechargesandmiscellaneousrevenuesMember_AB4F912E7C07100534DD20BC40B54758" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_6C401E94FD3C2868D4EF20BC40B4F5CF" xlink:to="loc_cme_OnetimechargesandmiscellaneousrevenuesMember_AB4F912E7C07100534DD20BC40B54758" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax" xlink:label="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_F40B7ECC678C4F9670B920BC40B519F3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6D55511C64B74AE5B71020BC40B5C139" xlink:to="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_F40B7ECC678C4F9670B920BC40B519F3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Revenues" xlink:label="loc_us-gaap_Revenues_1955E9985DA4C2B62F5920BC40B529E4" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_6D55511C64B74AE5B71020BC40B5C139" xlink:to="loc_us-gaap_Revenues_1955E9985DA4C2B62F5920BC40B529E4" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/RevenueRecognitionNotes" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/RevenueRecognitionTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/SubsequentEventsDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/SubsequentEventsNotes" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventLineItems" xlink:label="loc_us-gaap_SubsequentEventLineItems_E0F89D86724E9848FDDD20BC40844C7E" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventTable" xlink:label="loc_us-gaap_SubsequentEventTable_19CB32DB3320C7CF45ED20BC40830F18" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_SubsequentEventLineItems_E0F89D86724E9848FDDD20BC40844C7E" xlink:to="loc_us-gaap_SubsequentEventTable_19CB32DB3320C7CF45ED20BC40830F18" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventTypeAxis" xlink:label="loc_us-gaap_SubsequentEventTypeAxis_80B39A631CE05312C62420BC40838827" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_19CB32DB3320C7CF45ED20BC40830F18" xlink:to="loc_us-gaap_SubsequentEventTypeAxis_80B39A631CE05312C62420BC40838827" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventTypeDomain" xlink:label="loc_us-gaap_SubsequentEventTypeDomain_D499AB2B0FCEF2BB6E2A20BC4084430A_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_SubsequentEventTypeAxis_80B39A631CE05312C62420BC40838827" xlink:to="loc_us-gaap_SubsequentEventTypeDomain_D499AB2B0FCEF2BB6E2A20BC4084430A_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventTypeDomain" xlink:label="loc_us-gaap_SubsequentEventTypeDomain_D499AB2B0FCEF2BB6E2A20BC4084430A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_SubsequentEventTypeAxis_80B39A631CE05312C62420BC40838827" xlink:to="loc_us-gaap_SubsequentEventTypeDomain_D499AB2B0FCEF2BB6E2A20BC4084430A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventsTextBlock" xlink:label="loc_us-gaap_SubsequentEventsTextBlock_D35FBC932C388100A00320BC4084C581" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_E0F89D86724E9848FDDD20BC40844C7E" xlink:to="loc_us-gaap_SubsequentEventsTextBlock_D35FBC932C388100A00320BC4084C581" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.cmegroup.com/role/SubsequentEventsTables" xlink:type="extended" />
</link:linkbase>
