SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested

Registered Entity Identifier Code (optional): 22-544

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 12/13/22 Filing Description: Weekly Notification of Rule 

Amendments - Week of December 5, 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

December 13, 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. 22-544

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 December 5, 

2022: 

• Clearing House Advisory Notice 22-460 (December 5, 2022), CME Inclusion of Options on SOFR Futures 

and Options on Treasury Futures in Portfolio Margin Program with Interest Rate Swaps (IRS) Products and 

Parameter Enhancements to CME Clearing’s OTC IRS Margin Model - Effective December 12, 2022

• Clearing House Advisory Notice 22-463 (December 6, 2022), Performance Bond Requirements: Energy -

Effective December 7, 2022

• Clearing House Advisory Notice 22-465 (December 8, 2022), Performance Bond Requirements: Energy & 

Agriculture - Effective December 9, 2022

• Clearing House Advisory Notice 22-466 (December 8, 2022), Performance Bond Requirements: Agriculture, 

Energy and Rates - Effective December 9, 2022

• Clearing House Advisory Notice 22-468 (December 9, 2022), Review of Collateral Haircuts - Effective 

December 9, 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