SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 24-082

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 01/16/24 Filing Description: Weekly Notification of 

Amendments Related to Product Terms and Conditions - Week of January 8, 2024

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: 

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

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: See filing. 

Rule Numbers: See filing. 
20 S Wacker Dr Chicago, IL 60606 T 312 466 7478 tim.elliott@cmegroup.com cmegroup.com

1

Timothy Elliott

Managing Director and Chief Regulatory Counsel

Legal Department

January 16, 2024

VIA ELECTRONIC PORTAL

Mr. Christopher J. Kirkpatrick

Office of the Secretariat

Commodity Futures Trading Commission

Three Lafayette Centre

1155 21st Street, N.W.

Washington, DC 20581

Re: CFTC Regulation 40.6(d) Notification. Chicago Mercantile Exchange Inc. (“CME” or 

“Exchange”) Weekly Notification of Amendments Related to Product Terms and 

Conditions.

CME Submission No. 24-082

Dear Mr. Kirkpatrick:

Pursuant to Commodity Futures Trading Commission (“CFTC” or “Commission”) Regulation 40.6(d), the 

Exchange submits this weekly notification of the following amendments related to product terms and 

conditions effective during the week of January 8, 2024.

Effective Sunday, January 7, 2024, for trade date Monday, January 8, 2024, and commencing with the April 

2024 contract month the Exchange implemented administrative amendments to the listing schedule of the 

13-Week U.S. Treasury Bill Futures contract (Rulebook Chapter 457; CME Globex and CME ClearPort 

Code TBF3) such that a new contract month shall be listed on the Business Day of the last trading day of 

the nearest expiring contract month. The marketplace was alerted via Special Executive Report (“SER”) 

9291, which is attached hereto as Exhibit A.

Should you have any questions concerning the above, please contact the undersigned at (312) 466-7478 

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

Sincerely, 

/s/ Timothy Elliott

Managing Director and Chief Regulatory Counsel

Attachment: Exhibit A – SER 9291
2

Exhibit A

Special Executive Report

DATE: December 5, 2023

SER#: 9291

SUBJECT: Administrative Amendments to the Listing Schedule for the 13-Week U.S. 

Treasury Bill Futures Contract

Effective Sunday, January 7, 2024, for trade date Monday, January 8, 2024 and commencing with the April 

2024 contract month Chicago Mercantile Exchange Inc. (“CME” or the “Exchange”) will implement 

administrative amendments to the listing schedule of the 13-Week U.S. Treasury Bill Futures contract 

(Rulebook Chapter 457; CME Globex and CME ClearPort Code TBF3) (the “Contract”) such that a new 

contract month shall be listed on the Business Day of the last trading day of the nearest expiring contract 

month. 

Currently, the Exchange lists a new contract month on the next Business Day of the expiration of the nearest 

expiring contract month. Commencing with the April 2024 contract month and beyond, the Exchange will 

avail for trading and clearing a new contract month on the Business Day of the last trading day of the 

nearest expiring contract month. 

The Commodity Futures Trading Commission (“CFTC”) will be notified of the amendments during the week 

of January 15, 2024 via the weekly notification procedures set forth in Part 40 of the CFTC’s Regulations.

Please refer questions on this subject to:

Arthur Lobao Arthur.Lobao@cmegroup.com +1 773 382 6806

Brendan Lee Brendan.Lee@cmegroup.com +1 646 709 5934