SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested

Registered Entity Identifier Code (optional): 23-112

Organization: Chicago Mercantile Exchange Inc. ("CME")

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 02/14/23 Filing Description: Weekly Notification of Rule 

Amendments - Week of February 6, 2023

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: N/A

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: 
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

1

Christopher Bowen 

Managing Director and Chief Regulatory Counsel

Legal Department

February 14, 2023

VIA ELECTRONIC PORTAL

Christopher J. Kirkpatrick

Office of the Secretariat

Commodity Futures Trading Commission

Three Lafayette Centre

1155 21st Street, N.W.

Washington, DC 20581

RE: Weekly Notification of Rule Amendments

CME Clearing Submission No. 23-112

Dear Mr. Kirkpatrick:

Pursuant to Commission Regulation 40.6(d), the clearing house division of Chicago Mercantile Exchange Inc. (“CME 

Clearing”) submits this Weekly Notification of the following rule amendments issued during the week of February 6, 

2023: 

• Clearing House Advisory Notice 23-035 (February 7, 2023), CME Optimizer Support for ERIS SOFR-based 

Swap Futures for Portfolio Margining - Effective February 27, 2023

• Clearing House Advisory Notice 23-037 (February 8, 2023), Important Changes for Settlement “stl” Files on 

CME ftp, February 13th - Effective February 8, 2023

• Clearing House Advisory Notice 23-038 (February 9, 2023), Performance Bond Requirements: Agriculture, 

Equity, Energy, Interest Rate and FX Margins - Effective February 10, 2023

• Clearing House Advisory Notice 23-039 (February 9, 2023), Performance Bond Requirements: Energy and 

Rates - Effective February 10, 2023

• Clearing House Advisory Notice 23-040 (February 10, 2023), Dress Rehearsal for USD LIBOR to SOFR 

Swap Primary Conversion - Effective February 10, 2023

• Clearing House Advisory Notice 23-041 (February 10, 2023), Review of Collateral Haircuts - Effective 

February 10, 2023

Copies of the above-referenced materials are available at www.cmegroup.com. If you require any additional 

information, please e-mail CMEGSubmissionInquiry@cmegroup.com or contact the undersigned at (212) 299-2200.

Sincerely,

/s/ Christopher Bowen

Managing Director and Chief Regulatory Counsel