AN A320 FLT CREW HAS A RWY INCURSION DURING TAXIING AT MKE.

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TAXI OUT TO RWY 25L; WAITING FOR NUMBERS. GIVEN NUMEROUS HOLD SHORTS DUE TO TFC; IE; TXWY B HOLD SHORT TXWY M; TXWY M HOLD SHORT RWY 19R; CROSS 19R HOLD SHORT 19L; FINALLY LEFT ON RWY 1R; RIGHT ON RWY 31 HOLD SHORT RWY 25L; CALL WHEN READY. TALKED TO OPS ABOUT NUMBERS; GOT NUMBERS; PERFORMED TAXI CHK; AND CALLED 'READY' TO GND. TOLD TO MONITOR TWR. BUSY ON TWR FREQ; OTHER ACFT LINED UP AT INTERSECTING TXWY FOR RWY 25L WITH NO SEQUENCE ISSUED. SO I CALLED READY TO TWR TO PROMPT SOME INFO. GOT NO ACKNOWLEDGEMENT AND TWR CLRED A DONIER JET POSITION AND HOLD. APPEARED WE'D BE NEXT; SO CAPT CALLS FOR BEFORE TKOF CHK. I BEGAN FLOW AND BEGAN TO READ WHILE CAPT BEGAN SLOW TAXI UP TO RWY 25L. I THEN LOOKED OUTSIDE TO DETERMINE OUR POSITION; BUT SOMETHING DIDN'T LOOK RIGHT. I SAW THE WHITE LINE OUTLINING THE RWY 25L RWY EDGE WELL AHEAD OF US BUT NO HOLD LINE. CAPT STOPPED THE ACFT JUST AS I WAS ABOUT TO QUERY HIM. (THIS ALL OCCURRED IN A MATTER OF SECONDS.) HE TOLD TWR HE THINKS WE'VE CROSSED THE HOLD LINE AND IF WE'RE OK. TWR HAD NOT NOTICED OR ALERTED US SO WE COULDN'T BE VERY FAR OVER. TWR THEN SAID; NO; WE'RE NOT OK. THEN TOLD A JET ON A 1 TO 2 MILE FINAL TO GO AROUND. THEN TWR ASKED IF WE WERE READY FOR IMMEDIATE; REPLIED YES; AND WE'RE CLRED FOR TKOF RWY 25L. AS CAPT TURNED THE ACFT; I COULD SEE THE HOLD LINE JUST BEHIND US. WHILE WAITING FOR NUMBERS AND ATC INSTRUCTIONS; WE MUST HAVE HAD NOSE RIGHT UP ON THE HOLD LINE (WHICH IS ON APCH END OF RWY 31). CAPT HAD JUST MADE A TURN SOUTH ONTO TXWY N LOOKING FOR ANOTHER HOLD LINE CLOSER TO RWY 25L; BUT IT APPEARS THAT WAS IT. NO OTHER CONFLICTS OR PROBLEMS ENCOUNTERED. PREVENTATIVE MEASURES: PERHAPS WE NEED ONE OF THOSE INCURSION WARNING CIRCLES ON THE CHART AT THIS POINT LIKE AT TXWY E/M. MAYBE A NOTE 10-7 UNDER DEPARTURE. A SIGN FOR THIS UNUSUAL HOLD LINE LIKE TXWY B HOLD AT LGA. CLOSER CREW ATTENTION AND COORDINATION IN AN UNFAMILIAR AREA OF THE ARPT AT A BUSY TIME WOULD HELP.