SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 23-138

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 04/18/23 Filing Description: Amendments to the Listing Schedule 

and the Strike Price Listing Schedule for Certain CME Equity Index Options Contracts.

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

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Christopher Bowen 

Managing Director and Chief Regulatory Counsel

Legal Department

April 18, 2023

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. Amendments to the Listing Schedule and the 

Strike Price Listing Schedule for Certain CME Equity Index Options Contracts.

CME Submission No. 23-138

Dear Mr. Kirkpatrick:

Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) certifies to the Commodity Futures Trading 

Commission (“CFTC” or “Commission”) the amendments to 1) the listing schedule for certain CME equity 

index options contracts listed in Table 1. below and 2) the strike price listing schedule located in the Strike 

Price Listing and Exercise Procedures Table (the “Table”) for certain CME equity index options contracts 

listed in Table 2. below (collectively, the “Contracts”) for trading on the CME Globex electronic trading 

platform (“CME Globex”) and for submission of clearing via CME ClearPort effective Sunday, May 21, 2023

for trade date Monday, May 22, 2023, as more specifically described below (collectively, the “Rule 

Amendments”). 

Table 1.

Contract Title Rulebook 

Chapter

CME 

Globex 

and CME 

ClearPort 

Code

Current Listing 

Schedule

Amended Listing 

Schedule

Options on E-mini Standard and 

Poor's 500 Stock Price Index 

Futures

358A ES

Quarterly contracts 

(Mar, Jun, Sep, Dec) 

listed for 9 

consecutive quarters 

and 3 additional 

December contract 

months

Quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for 8

consecutive 

quarters and 3 

additional 

December contract 

months

Options on E-mini Nasdaq-100 

Index Futures 359A NQ

Quarterly contracts 

(Mar, Jun, Sep, Dec) 

listed for 5 

consecutive 

quarters and 4 

additional December 

contract months

Quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for 4

consecutive 

quarters and 4 

additional 

December contract 

months

Monday Weekly Options on Emini Nasdaq-100 Index Futures –

Week 1-5 (European-Style)

359A Q1A-Q5A Weekly contracts 

listed for 4 weeks

Weekly contracts 

listed for 2 weeks
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

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Wednesday Weekly Options on 

E-mini Nasdaq-100 Index 

Futures – Week 1-5 (EuropeanStyle)

359A Q1C-Q5C Weekly contracts 

listed for 4 weeks

Weekly contracts 

listed for 2 weeks

Options on E-mini Nasdaq-100 

Index Futures – End-of-Month 

(European-Style)

359A QNE

Monthly contracts 

listed for 4 

consecutive months

Monthly contracts 

listed for 3

consecutive months 

and 1 additional 

December contract 

month

Options on E-mini Russell 2000 

Index Futures 393A RTO

Quarterly contracts 

(Mar, Jun, Sep, Dec) 

listed for 3 

consecutive quarters

Quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for 4

consecutive 

quarters

Monday Weekly Options on Emini Russell 2000 Index Futures -

Week 1-5 (European-Style)

393A R1A-R5A Weekly contracts 

listed for 4 weeks

Weekly contracts 

listed for 2 weeks

Wednesday Weekly Options on 

E-mini Russell 2000 Index 

Futures - Week 1-5 (EuropeanStyle)

393A R1C-R5C Weekly contracts 

listed for 4 weeks

Weekly contracts 

listed for 2 weeks

Weekly Options on E-mini 

Russell 2000 Index Futures –

Week 1-4 (European-Style)

393A R1E-R4E

3 weekly contracts 

listed for weeks 1, 2 

and 4 and 3 weekly 

contracts of week 3 

(exclusive of March 

quarterly months)

4 weekly contracts 

listed for weeks 1, 2 

and 4 and 3 weekly 

contracts of week 3 

(inclusive of March 

quarterly months)

Table 2.

Contract Title Rulebook 

Chapter

CME 

Globex 

and CME 

ClearPort 

Code

Current Strike 

Price Listing 

Schedule

Amended Strike 

Price Listing 

Schedule

Options on E-mini Nasdaq-100 

Index Futures 359A NQ 500-point increment: 

-80% - + 30% (when 

listed)

250-point increment: 

-40% - +20% (<96 

DTE)

100-point increment: 

-30% - +15% (<66 

DTE)

50-point increment: -

20% - +10% (<35 

DTE)

25-point increment: -

10% - +5% (<10 

DTE)

10-point increment: -

10% - +5% (<5 DTE)

500-point increment: 

-80% - + 40% (when 

listed)

250-point increment: 

-40% - +20% (<96 

DTE)

100-point increment: 

-20% - +10% (<66 

DTE)

50-point increment: -

14% - +7% (<35 

DTE)

25-point increment: -

10% - +5% (<14

DTE)

10-point increment: -

8% - +4% (<7 DTE)

Monday Weekly Options on Emini Nasdaq-100 Index Futures –

Week 1-5 (European-Style)

359A Q1A-Q5A

Tuesday Weekly Options on Emini Nasdaq-100 Index Futures –

Week 1-5 (European-Style)

359A Q1B-Q5B

Wednesday Weekly Options on 

E-mini Nasdaq-100 Index Futures 

– Week 1-5 (European-Style)

359A Q1C-Q5C

Thursday Weekly Options on Emini Nasdaq-100 Index Futures –

Week 1-5 (European-Style)

359A Q1D-Q5D

Weekly Options on E-mini 

Nasdaq-100 Index Futures –

Week 1-4 (European-Style)

359A QN1-QN4
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

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Options on E-mini Nasdaq-100 

Index Futures – End-of-Month 

(European-Style)

359A QNE

Options on Micro E-mini Nasdaq100 Index Futures 361A MNQ

Monday Weekly Options on Micro

E-mini Nasdaq-100 Index Futures 

– Week 1-5 (European-Style)

361A D1A-D5A

Tuesday Weekly Options on

Micro E-mini Nasdaq-100 Index 

Futures – Week 1-5 (EuropeanStyle)

361A D1B-D5B

Wednesday Weekly Options on 

Micro E-mini Nasdaq-100 Index 

Futures – Week 1-5 (EuropeanStyle)

361A D1C-D5C

Thursday Weekly Options on 

Micro E-mini Nasdaq-100 Index 

Futures – Week 1-5 (EuropeanStyle)

361A D1D-D5D

Weekly Options on Micro E-mini 

Nasdaq-100 Index Futures –

Week 1-4 (European-Style)

361A MQ1-

MQ4

Options on Micro E-mini Nasdaq100 Index Futures – End-ofMonth (European-Style)

361A MQE

Options on E-mini Russell 2000 

Index Futures 393A RTO

100-point increment: 

-80% - + 30% (when 

listed)

50-point increment: -

40% - +20% (<96 

DTE)

25-point increment: -

20% - +15% (<66 

DTE)

10-point increment: -

15% - +10% (<35 

DTE)

5-point increment: -

10% - +5% (<10 

DTE)

100-point increment: 

-80% - + 30% (when 

listed)

50-point increment: -

40% - +20% (<96 

DTE)

25-point increment: -

15% - +10% (<66 

DTE)

10-point increment: -

10% - +7% (<35 

DTE)

5-point increment: -

8% - +4% (<7 DTE)

Monday Weekly Options on Emini Russell 2000 Index Futures -

Week 1-5 (European-Style)

393A R1A-R5A

Tuesday Weekly Options on Emini Russell 2000 Index Futures -

Week 1-5 (European-Style)

393A R1U-R5U

Wednesday Weekly Options on 

E-mini Russell 2000 Index 

Futures - Week 1-5 (EuropeanStyle)

393A R1C-R5C

Thursday Weekly Options on Emini Russell 2000 Index Futures -

Week 1-5 (European-Style)

393A R1D-R5D

Weekly Options on E-mini Russell 

2000 Index Futures – Week 1-4 

(European-Style)

393A R1E-R4E

Options on E-mini Russell 2000 

Index Futures – End-of-Month 393A RTM

Options on E-mini Standard and 

Poor's 500 Stock Price Index 

Futures

358A ES

100-point increment: 

-80% - + 30% (when 

listed)

100-point increment: 

-80% - + 40% (when 

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

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Monday Weekly Options on Emini S&P 500 Index Futures –

Week 1-5 (European-Style)

358A E1A-E5A

50-point increment: -

40% - +15% (<366 

DTE)

25-point increment: -

25% - +10% (<126 

DTE)

10-point increment: -

20% - +10% (<96 

DTE)

5-point increment: -

10% - +5% (<10 

DTE)

50-point increment: -

40% - +20% (<366 

DTE)

25-point increment: -

20% - +10% (<96

DTE)

10-point increment: -

14% - +7% (<66

DTE)

5-point increment: -

10% - +5% (<10 

DTE)

Tuesday Weekly Options on Emini S&P 500 Index Futures –

Week 1-5 (European-Style)

358A E1B-E5B

Wednesday Weekly Options on 

E-mini S&P 500 Index Futures –

Week 1-5 (European-Style)

358A E1C-E5C

Thursday Weekly Options on Emini S&P 500 Index Futures –

Week 1-5 (European-Style)

358A E1D-E5D

Weekly Options on E-mini S&P 

500 Index Futures – Week 1-4

(European-Style)

358A EW1-

EW4

Options on E-mini S&P 500 Index 

Futures – End-of-Month 

(European-Style)

358A EW

Options on Micro E-mini Standard 

and Poor's 500 Stock Price Index 

Futures

353A MES

Monday Weekly Options on Micro 

E-mini S&P 500 Index Futures –

Week 1-5 (European-Style)

353A X1A-X5A

Tuesday Weekly Options on

Micro E-mini S&P 500 Index 

Futures – Week 1-5 (EuropeanStyle)

353A X1B-X5B

Wednesday Weekly Options on 

Micro E-mini S&P 500 Index 

Futures – Week 1-5 (EuropeanStyle)

353A X1C-X5C

Thursday Weekly Options on 

Micro E-mini S&P 500 Index 

Futures – Week 1-5 (EuropeanStyle)

353A X1D-X5D

Weekly Options on Micro E-mini 

S&P 500 Index Futures – Week 

1-4 (European-Style)

353A EX1-EX4

Options on Micro E-mini S&P 500

Index Futures – End-of-Month 

(European-Style)

353A EX

The Rule Amendments are intended to align listing schedules and the Table across all CME equity index 

options contracts. 

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

the Commodity Exchange Act (“CEA” or “Act”) and identified that the Rule Amendments may have some 

bearing on the following Core Principles:

Availability of General Information: The Exchange will release a Special Executive Report 

(“SER”) regarding these amendments. The SER will also be posted on the CME Group website.
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

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Daily Publication of Trading Information: CME will continue to publish contract trading volumes, 

open interest levels, and price information daily on its website and through quote vendors for the 

Contracts.

Prevention of Market Disruption: Trading in the Contracts will continue to be subject to the rules 

of the Exchange, which include prohibitions on manipulation, price distortion, and disruption to the 

cash settlement process.

Compliance with Rules: The Exchange will continue its normal practice to establish, monitor, and 

enforce compliance with the rules of the Contracts, including the expansion of the listing schedule 

of the Contracts. 

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

Rule Amendments comply with the Act, including regulations under the Act. There were no substantive 

opposing views to the 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. 

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