Chicago Mayor Rahm Emanuel said "it doesn't make sense" that CME Group's state taxes are so high as he strives to persuade the firm to remain in Illinois. Emanuel said he has spoken with CME's Terrence Duffy a number of times. "They came and asked me to help them in Springfield. That's what I'm doing," Emanuel said. "One company should not represent 6% of the corporate income tax [payments]."

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