SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested

Registered Entity Identifier Code (optional): 16-085

Organization: Chicago Mercantile Exchange Inc. (“CME”)

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date: March 4, 2016 Filing Description: Addition of CME Weather Futures and 

Options Contracts for Clearing via CME ClearPort

SPECIFY FILING TYPE 

Please note only ONE choice allowed per Submission.

Organization Rules and Rule Amendments

Certification § 40.6(a)

Approval § 40.5(a)

Notification § 40.6(d)

Advance Notice of SIDCO Rule Change § 40.10(a)

SIDCO Emergency Rule Change § 40.10(h)

Rule Numbers: 403,403A,405,405A,406,406A,407,407A,408,408A,409,409A

New Product Please note only ONE product per Submission.

Certification § 40.2(a) 

Certification Security Futures § 41.23(a)

Certification Swap Class § 40.2(d)

Approval § 40.3(a)

Approval Security Futures § 41.23(b)

Novel Derivative Product Notification § 40.12(a)

Swap Submission § 39.5

Official Product Name: 

Product Terms and Conditions (product related Rules and Rule Amendments)

Certification § 40.6(a) 

Certification Made Available to Trade Determination § 40.6(a)

Certification Security Futures § 41.24(a)

Delisting (No Open Interest) § 40.6(a) 

Approval § 40.5(a)

Approval Made Available to Trade Determination § 40.5(a)

Approval Security Futures § 41.24(c)

Approval Amendments to enumerated agricultural products § 40.4(a), § 40.5(a)

“Non-Material Agricultural Rule Change” § 40.4(b)(5)

Notification § 40.6(d)

Official Name(s) of Product(s) Affected: 

Rule Numbers:
1 North End Avenue New York, NY 10282 T 212 299 2200 F 212 299 2299 christopher.bowen@cmegroup.com cmegroup.com

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Christopher Bowen 

Managing Director and Chief Regulatory Counsel

Legal Department

March 4, 2016

VIA ELECTRONIC PORTAL

Mr. Christopher J. Kirkpatrick

Office of the Secretariat

Commodity Futures Trading Commission

Three Lafayette Centre

1155 21st Street, N.W.

Washington, D.C. 20581

Re: CFTC Regulation 40.6(a) Certification. Notification Regarding the Availability of Sixty (60) 

Futures and Sixty (60) Options Contracts for Submission for Clearing via CME ClearPort.

CME Submission No. 16-085

Dear Mr. Kirkpatrick:

Chicago Mercantile Exchange, Inc. (“CME” or “Exchange”) is notifying the Commodity Futures Trading 

Commission (“CFTC” or “Commission”) that it is self-certifying that it shall make all currently existing sixty 

(60) weather futures and sixty (60) weather options contracts (the”Contracts”) available for submission for 

clearing via CME ClearPort, effective on Sunday, March 20, 2016 for trade date Monday, March 21, 2016. 

The Contract titles, rulebook chapters, clearing codes, and CME ClearPort codes are presented in Exhibit 

1. 

Exhibit 1

Contract Titles Rulebook

Chapter

Clearing 

Code

CME 

ClearPort

Code

Las Vegas CDD Index Futures & Options 403,403A K0 K0

Las Vegas CDD Jul-Aug Seasonal Strip 

Futures & Options 405,405A K0N K0N

Las Vegas CDD May-Sept Seasonal Strip 

Futures Futures & Options 405,405A K0K K0K

Las Vegas HDD Index Futures & Options 403,403A H0 H0

Las Vegas HDD Dec-Feb Seasonal Strip 

Futures & Options 405,405A H0Z H0Z

Las Vegas HDD Nov-Mar Seasonal Strip 

Futures & Options 405,405A H0X H0X

New York CDD Index Futures & Options 403,403A K4 K4

New York CDD Jul-Aug Seasonal Strip 

Futures & Options 405,405A K4N K4N

New York CDD May-Sept Seasonal Strip 

Futures & Options 405,405A K4K K4K
1 North End Avenue New York, NY 10282 T 212 299 2200 F 212 299 2299 christopher.bowen@cmegroup.com cmegroup.com

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New York HDD Index Futures & Options 403,403A H4 H4

New York HDD Dec-Feb Seasonal Strip 

Futures & Options 405,405A H4Z H4Z

New York HDD Nov-Mar Seasonal Strip 

Futures & Options 405,405A H4X H4X

Dallas CDD Index Futures & Options 403,403A K5 K5

Dallas CDD Jul-Aug Seasonal Strip Futures 

& Options 405,405A K5N K5N

Dallas CDD May-Sept Seasonal Strip 

Futures & Options 405,405A K5K K5K

Dallas HDD Index Futures & Options 403,403A H5 H5

Dallas HDD Dec-Feb Seasonal Strip Futures 

& Options 405,405A H5Z H5Z

Dallas HDD Nov-Mar Seasonal Strip Futures 

& Options 405,405A H5X H5X

Minneapolis CDD Index Futures & Options 403,403A KQ KQ

Minneapolis CDD Jul-Aug Seasonal Strip 

Futures & Options 405,405A KQN KQN

Minneapolis CDD May-Sept Seasonal Strip 

Futures & Options 405,405A KQK KQK

Minneapolis HDD Index Futures & Options 403,403A HQ HQ

Minneapolis HDD Dec-Feb Seasonal Strip 

Futures & Options 405,405A HQZ HQZ

Minneapolis HDD Nov-Mar Seasonal Strip 

Futures & Options 405,405A HQX HQX

Chicago CDD Index Futures & Options 403,403A K2 K2

Chicago CDD Jul-Aug Seasonal Strip 

Futures & Options 405,405A K2N K2N

Chicago CDD May-Sept Seasonal Strip 

Futures & Options 405,405A K2K K2K

Chicago HDD Index Futures & Options 403,403A H2 H2

Chicago HDD Dec-Feb Seasonal Strip 

Futures & Options 405,405A H2Z H2Z

Chicago HDD Nov-Mar Seasonal Strip 

Futures & Options 405,405A H2X H2X
1 North End Avenue New York, NY 10282 T 212 299 2200 F 212 299 2299 christopher.bowen@cmegroup.com cmegroup.com

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Atlanta CDD Index Futures & Options 403,403A K1 K1

Atlanta CDD Jul-Aug Seasonal Strip Futures 

& Options 405,405A K1N K1N

Atlanta CDD May-Sept Seasonal Strip 

Futures & Options 405,405A K1K K1K

Atlanta HDD Index Futures & Options 403,403A H1 H1

Atlanta HDD Dec-Feb Seasonal Strip 

Futures & Options 405,405A H1Z H1Z

Atlanta HDD Nov-Mar Seasonal Strip 

Futures & Options 405,405A H1X H1X

Cincinnati CDD Index Futures & Options 403,403A K3 K3

Cincinnati CDD Jul-Aug Seasonal Strip 

Futures & Options 405,405A K3N K3N

Cincinnati CDD May-Sept Seasonal Strip 

Futures & Options 405,405A K3K K3K

Cincinnati HDD Index Futures & Options 403,403A H3 H3

Cincinnati HDD Dec-Feb Seasonal Strip 

Futures & Options 405,405A H3Z H3Z

Cincinnati HDD Nov-Mar Seasonal Strip 

Futures & Options 405,405A H3X H3X

London HDD Index Futures & Options 406,406A D0 D0

London HDD Dec-Feb Seasonal Strip 

Futures & Options 407,407A D0Z D0Z

London HDD Nov-Mar Seasonal Strip 

Futures & Options 407,407A D0X D0X

London CDD Index Futures & Options 408,408A G0 G0

London CDD Jul-Aug Seasonal Strip Futures 

& Options 409,409A G0N G0N

London CDD May-Sept Seasonal Strip 

Futures & Options 409,409A G0K G0K

Sacramento HDD Index Futures & Options 403,403A HS HS

Sacramento HDD Dec-Feb Seasonal Strip 

Futures & Options 405,405A HSZ HSZ

Sacramento HDD Nov-Mar Seasonal Strip 

Futures & Options 405,405A HSX HSX
1 North End Avenue New York, NY 10282 T 212 299 2200 F 212 299 2299 christopher.bowen@cmegroup.com cmegroup.com

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Sacramento CDD Index Futures & Options 403,403A KS KS

Sacramento CDD Jul-Aug Seasonal Strip 

Futures & Options 405,405A KSN KSN

Sacramento CDD May-Sept Seasonal Strip 

Futures & Options 405,405A KSK KSK

Amsterdam HDD Index Futures & Options 406,406A D2 D2

Amsterdam HDD Dec-Feb Seasonal Strip 

Futures & Options 407,407A D2Z D2Z

Amsterdam HDD Nov-Mar Seasonal Strip 

Futures & Options 407,407A D2X D2X

Amsterdam CDD Index Futures & Options 408,408A G2 G2

Amsterdam CDD Jul-Aug Seasonal Strip 

Futures & Options 409,409A G2N G2N

Amsterdam CDD May-Sept Seasonal Strip 

Futures & Options 409,409A G2K G2K

CME ClearPort hours are: Sunday – Friday 6:00 p.m. – 5:00 p.m. (5:00 p.m. – 4:00 p.m. Chicago time 

CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT). 

The weather futures contracts will continue to be listed for trading on the CME Globex electronic trading 

platform, and the weather options contract will continue to be listed for trading on CME Globex and the 

CME trading floor.

The Exchange fees associated with the listing of the Contracts on CME ClearPort are presented in 

Appendix A.

The Exchange reviewed the designated contract market core principles (“Core Principles”) as set forth in 

the Commodity Exchange Act (“Act” or “CEA”). During the review, Exchange staff identified that the listing 

of existing contracts on an additional trading venue may have some bearing on the following Core 

Principles:

 Daily Publication of Trading Information: The Exchange shall make public daily information on 

settlement prices, volume, open interest, and opening and closing ranges for actively traded and 

cleared contracts on the contract market.

 Execution of Transactions: The Contracts will be additionally cleared through CME ClearPort.

Pursuant to Section 5c(c) of the Act and CFTC Regulation 40.6(a), the Exchange hereby certifies that the 

listing of the Weather contracts on the additional trading venue complies with the Act, including 

regulations under the Act. There were no substantive opposing views to this proposal. 

The Exchange certifies that this submission has been concurrently posted on the CME Group website at 

http://www.cmegroup.com/market-regulation/rule-filings.html.
1 North End Avenue New York, NY 10282 T 212 299 2200 F 212 299 2299 christopher.bowen@cmegroup.com cmegroup.com

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Should you have any questions concerning the above, please contact the undersigned at 212-299-2200 

or via e-mail at CMEGSubmissionInquiry@cmegroup.com.

Sincerely,

/s/ Christopher Bowen

Managing Director and Chief Regulatory Counsel

Attachment: Appendix A – Exchange Fees
6

Appendix A

EXCHANGE FEES

CLEARING

Fut&Opt CME CLEARPORT

Fut&Opt

EFP/EFR/BLOCK 

SURCHARGE

Fut&Opt

Individual Equity Members/Clearing Members/Rule 106.J Equity 

Member Firms/

Rule 106.I Members/Rule 106.S Member Approved Funds $0.02 $0.13 $0.44 

Rule 106.D Lessees / Rule 106.F Employees $0.07 $0.13 $0.44 

Rule 106.R Electronic Corporate Member $0.34 $0.10 $0.44 

Rule 106.H and 106.N Firms $0.12 $0.13 $0.44 

International Incentive Program (IIP) Participants

International Volume Incentive Program (IVIP) Participants $0.12 $0.13 $0.44 

Central Bank Incentive Program (CBIP) Participants

Emerging Markets Bank Incentive Program (EMBIP) Participants

Latin American Fund Manager Incentive Program (FMIP) Participants

Latin American Proprietary Trading Incentive Program (LAPTIP) 

Participants $0.12 $0.13 $0.44 

Latin American Commercial Incentive Program (LACIP) Participants $0.16 $0.38 $0.44 

CTA/Hedge Fund Incentive Program Participants $0.16 $0.38 $0.44 

CBOE Members $0.16 $0.38 $0.44 

Members Trading Outside of Division 

$0.16 $0.13 $0.44 

Customers of Member Firms (Non-Members) $0.16 $0.38 $0.44