SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested

Registered Entity Identifier Code (optional): 22-410

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 09/26/22 Filing Description: Weekly Notification of Rule 

Amendments - Week of September 19, 2022

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

September 26, 2022

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. 22-410

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 September 19, 

2022: 

• Clearing House Advisory Notice 22-351 (September 19, 2022), REVISION – OTC IRS Production Advisory 

– Additional Holidays for AUD, GBP, NZD - Effective September 19, 2022

• Clearing House Advisory Notice 22-352R (September 20, 2022), UPDATED - September 2022 Final 

Foreign Currency Settlement Prices - Effective September 20, 2022

• Clearing House Advisory Notice 22-353 (September 19, 2022), Performance Bond Requirements: Energy -

Effective September 20, 2022

• Clearing House Advisory Notice 22-354 (September 19, 2022), Updated naming convention for Event 

Contract Masterfiles - Effective September 19, 2022

• Clearing House Advisory Notice 22-356 (September 21, 2022), Change in Interest Rate on EUR, CHF and 

NOK Cash Balances - Effective October 1, 2022

• Clearing House Advisory Notice 22-358 (September 21, 2022), Change in Interest Rate on USD Cash 

Balances - Effective September 22, 2022

• Clearing House Advisory Notice 22-363 (September 22, 2022), “Alpha” Exits of CME-Cleared Trades -

Effective December 5, 2022

• Clearing House Advisory Notice 22-364 (September 22, 2022), OTC Clearing Member Static Data Updates -

Effective October 31, 2022

• Clearing House Advisory Notice 22-365 (September 22, 2022), Performance Bond Requirements: Energy -

Effective September 23, 2022

• Clearing House Advisory Notice 22-366 (September 22, 2022), Performance Bond Requirements: Energy, 

Agriculture, and Rates - Effective September 23, 2022

• Clearing House Advisory Notice 22-367 (September 23, 2022), October 2022 Delivery Date Memo -

Effective September 23, 2022

• Clearing House Advisory Notice 22-368 (September 23, 2022), Modifications to Schedule of Acceptable 

Performance Bond – Collateral Eligibility Update on COMEX Gold Warrants - Effective September 23, 2022

• Clearing House Advisory Notice 22-371 (September 23, 2022), Performance Bond Requirements: 

Agriculture and Energy - Effective September 26, 2022

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