SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 23-418

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 10/06/23 Filing Description: Amendments to the Listing Schedule 

and Subsequent Permanent Delisting of the Micro USD/JPY, USD/CAD and USD/CHF 

Futures 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

October 6, 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, DC 20581

Re: CFTC Regulation 40.6(a) Certification. Amendments to the Listing Schedule and 

Subsequent Permanent Delisting of the Micro USD/JPY, USD/CAD and USD/CHF 

Futures Contracts.

CME Submission No. 23-418

Dear Mr. Kirkpatrick:

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

Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) is certifying to the Commission amendments to 

the listing schedule and subsequent permanent delisting of Micro USD/JPY, USD/CAD and USD/CHF 

Futures contracts as noted in Table 1. below (the “Contracts”) and the subsequent permanent delisting of 

the Contracts on March 18, 2024 (collectively, the “Rule Amendments”). This submission shall become 

effective on Tuesday, October 24, 2023.

Table 1.

Contract Title

CME Globex

and

CME ClearPort

Code

Rulebook 

Chapter

Contract Months Remaining 

Available for Trading and 

Clearing on

October 24, 2023

Date of 

Permanent 

Delisting

Micro U.S. Dollar/Japanese 

Yen (USD/JPY) Futures M6J 297 December 2023March 2024 March 18, 2024

Micro U.S. Dollar/Canadian 

Dollar (USD/CAD) Futures M6C 298 December 2023March 2024 March 18, 2024

Micro U.S. Dollar/Swiss 

Franc (USD/CHF) Futures M6S 299 December 2023March 2024 March 18, 2024

The last listed month of the Contracts is March 2024. The Contracts will be permanently delisted on March

18, 2024. As a result of the permanent delisting, on March 18, 2024, information regarding the Contracts

will be deleted from the respective product rulebook chapters, related position limits in the Position Limit, 

Position Accountability and Reportable Level Table located in the Interpretations and Special Notices 

Section of Chapter 5 (“Trading Qualifications and Practices”) of the CME Rulebook (the “Table”) and the 

CME Globex non-reviewable ranges located in Rule 588.H. of the CME Rulebook. The Table is attached 

under separate cover, in blackline format, as Exhibit B.
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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The Exchange reviewed the designated contract market core principles (“Core Principles”) as set forth in 

the Commodity Exchange Act (“Act” or “CEA”) and identified that the following Core Principles may be 

impacted by this initiative as follows:

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

volumes, open interest levels, and price information daily on its website until the permanent 

delisting of the Contracts.

• Execution of Transactions: The Exchange will continue to provide a competitive, open, and 

efficient market and mechanism for executing transactions that protects the price discovery 

process of trading the Contracts until the permanent delisting of the Contracts.

• Availability of General Information: The Exchanges will make publicly available the details 

of the initiative by publishing a Special Executive Report (“SER”) to the marketplace. The SER 

will be available on CME Group’s website.

Pursuant to Section 5c(c) of the Act and CFTC Regulations 40.6(a), the Exchange 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

Attachments: Exhibit A: CME Rulebook Chapters 297, 298 and 299 (blackline format)

[Effective March 18, 2024]

Exhibit B: Position Limits, Position Accountability and Reportable Level Table in 

Chapter 5 of the CME Rulebook (blackline format) (attached under 

separate cover) [Effective March 18, 2024]
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Exhibit A

CME Rulebook

(deletions struck through)

[Effective March 18, 2024]

Chapter 297

Micro U.S. Dollar/Japanese Yen (USD/JPY) Futures

29700. SCOPE OF CHAPTER

This chapter is limited in application to Micro U.S. dollar/Japanese yen futures. In addition to this chapter, Micro U.S.

dollar/Japanese yen futures shall be subject to the general rules and regulations of the Exchange insofar as 

applicable.

Futures contracts covered by this chapter may be referred to as Micro USD/JPY Futures.

For purposes of this chapter, unless otherwise specified, times referred to herein shall refer to and indicate 

Chicago time.

29701. TRADING SPECIFICATIONS

29701.A. Trading Schedule

Futures contracts shall be scheduled for trading and delivery during such hours and in such months as may be 

determined by the Exchange.

29701.B. Trading Unit

The unit of trading shall be 10,000 U.S. dollars.

29701.C. Price Increments

Minimum price fluctuations shall be in multiples of 0.01 Japanese yen per U.S. dollar, equivalent to 100 Japanese 

yen per contract.

29701.D. Position Limits, Exemptions, Position Accountability and Reportable Levels The applicable

position limits and/or accountability levels, in addition to the reportable levels, are set forth in the Position Limit,

Position Accountability and Reportable Level Table in the Interpretations & Special Notices Section of Chapter 5.

A Person seeking an exemption from position limits for bona fide commercial purposes shall apply to the Market

Regulation Department on forms provided by the Exchange, and the Market Regulation Department may grant 

qualified exemptions in its sole discretion.

Refer to Rule 559 for requirements concerning the aggregation of positions and allowable exemptions from the 

specified position limits.

29701.E. [Reserved]

29701.F. Special Price Fluctuation Limits

At the commencement of each trading day, the contract shall be subject to special price fluctuation limits as

set forth in Rule 589 and in the Special Price Fluctuation Limits and Daily Table in the Interpretations & 

Special Notices Section of Chapter 5.

29701.G. Termination of Trading

Futures trading shall terminate on the second Business Day immediately preceding the third Wednesday

of the contract month. If the foregoing date for termination is a bank holiday in Chicago or New York City, futures

trading shall terminate on the next preceding Business Day common to Chicago and New York City banks and the 

Exchange.

29701.H. [Reserved]

29702. PHYSICAL DELIVERY

29702.A. Physical Delivery

1. Procedures

In addition to the procedures and requirements contained in this chapter, delivery procedures shall be governed 

by the rules set forth in Chapter 7.

2. Delivery Days

Delivery shall be made on the third Wednesday of the contract month. If that day is not a Business Day in the country

of delivery or is a bank holiday in either Chicago or New York City, then delivery shall be made on the next day

which is a Business Day in the country of delivery and is not a bank holiday in Chicago or New York

City.

29702.B. [Reserved]

29703. [RESERVED]

(End Chapter 297)
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Chapter 298

Micro U.S. Dollar/Canadian Dollar (USD/CAD) Futures

29800. SCOPE OF CHAPTER

This chapter is limited in application to Micro U.S. dollar/Canadian dollar futures. In addition to this chapter, 

Micro U.S. dollar/Canadian dollar futures shall be subject to the general rules and regulations of the Exchange insofar

as applicable.

Futures contracts covered by this chapter may be referred to as Micro USD/CAD Futures.

For purposes of this chapter, unless otherwise specified, times referred to herein shall refer to and indicate 

Chicago time.

29801. TRADING SPECIFICATIONS

29801.A. Trading Schedule

Futures contracts shall be scheduled for trading and delivery during such hours and in such months as may be 

determined by the Exchange.

29801.B. Trading Unit

The unit of trading shall be 10,000 U.S. dollars.

29801.C. Price Increments

Minimum price fluctuations shall be in multiples of 0.0001 Canadian dollars per U.S. dollar, equivalent to

1.00 Canadian dollar per contract.

29801.D. Position Limits, Exemptions, Position Accountability and Reportable Levels The 

applicable position limits and/or accountability levels, in addition to the reportable levels, are set forth in the Position

Limit, Position Accountability and Reportable Level Table in the Interpretations & Special Notices Section of

Chapter 5.

A Person seeking an exemption from position limits for bona fide commercial purposes shall apply to the Market

Regulation Department on forms provided by the Exchange, and the Market Regulation Department may

grant qualified exemptions in its sole discretion. Refer to Rule 559 for requirements concerning the aggregation of

positions and allowable exemptions from the specified position limits.

29801.E. [Reserved]

29801.F. Special Price Fluctuation Limits

At the commencement of each trading day, the contract shall be subject to special price fluctuation limits as set forth

in Rule 589 and in the Special Price Fluctuation Limits and Daily Limits Table in the Interpretations & Special 

Notices Section of Chapter 5.

29801.G. Termination of Trading

Futures trading shall terminate on the Business Day immediately preceding the third Wednesday of the contract

month. If the foregoing date for termination is a bank holiday in Chicago or New York City, futures trading shall

terminate on the next preceding Business Day common to Chicago and New York City banks and the Exchange.

29801.H. [Reserved]

29802. PHYSICAL DELIVERY

29802.A. Physical Delivery

3. Procedures

In addition to the procedures and requirements contained in this chapter, delivery procedures shall be governed 

by the rules set forth in Chapter 7.

4. Delivery Days

Delivery shall be made on the third Wednesday of the contract month. If that day is not a Business Day in the country

of delivery or is a bank holiday in either Chicago or New York City, then delivery shall be made on the next day

which is a Business Day in the country of delivery and is not a bank holiday in Chicago or New York City.

29802.B. [Reserved]

29803. [RESERVED]

(End Chapter 298)

Chapter 299

Micro U.S. Dollar/Swiss Franc (USD/CHF) Futures

29900. SCOPE OF CHAPTER

This chapter is limited in application to Micro U.S. dollar/Swiss franc futures. In addition to this chapter, Micro U.S.

dollar/Swiss franc futures shall be subject to the general rules and regulations of the Exchange insofar as 

applicable.

Futures contracts covered by this chapter may be referred to as Micro USD/CHF Futures.
5

For purposes of this chapter, unless otherwise specified, times referred to herein shall refer to and indicate 

Chicago time.

29901. TRADING SPECIFICATIONS

29901.A. Trading Schedule

Futures contracts shall be scheduled for trading and delivery during such hours and in such months as may be 

determined by the Exchange.

29901.B. Trading Unit

The unit of trading shall be 10,000 U.S. dollars.

29901.C. Price Increments

Minimum price fluctuations shall be in multiples of 0.0001 Swiss francs per U.S. dollar, equivalent to

1.00 Swiss franc per contract.

29901.D. Position Limits, Exemptions, Position Accountability and Reportable Levels The applicable

position limits and/or accountability levels, in addition to the reportable levels, are set forth in the Position Limit,

Position Accountability and Reportable Level Table in the Interpretations & Special Notices Section of Chapter 5.

A Person seeking an exemption from position limits for bona fide commercial purposes shall apply to the Market

Regulation Department on forms provided by the Exchange, and the Market Regulation Department may grant 

qualified exemptions in its sole discretion.

Refer to Rule 559 for requirements concerning the aggregation of positions and allowable exemptions from the 

specified position limits.

29901.E. [Reserved]

29901.F. Special Price Fluctuation Limits

At the commencement of each trading day, the contract shall be subject to special price fluctuation limits as set

forth in Rule 589 and in the Special Price Fluctuation Limits and Daily Limits Table in the Interpretations & Special 

Notices Section of Chapter 5.

29901.G. Termination of Trading

Futures trading shall terminate on the second Business Day immediately preceding the third Wednesday

of the contract month. If the foregoing date for termination is a bank holiday in Chicago or New York City, futures

trading shall terminate on the next preceding Business Day common to Chicago and New York City banks and the 

Exchange.

29901.H. [Reserved]

29902. PHYSICAL DELIVERY

29902.A. Physical Delivery

5. Procedures

In addition to the procedures and requirements contained in this chapter, delivery procedures shall be governed 

by the rules set forth in Chapter 7.

6. Delivery Days

Delivery shall be made on the third Wednesday of the contract month. If that day is not a Business Day in the country

of delivery or is a bank holiday in either Chicago or New York City, then delivery shall be made on the next day

which is a Business Day in the country of delivery and is not a bank holiday in Chicago or New York City.

29902.B. [Reserved]

29903. [RESERVED]

(End Chapter 299)

Exhibit B

CME Rulebook

Chapter 5

(“Trading Qualifications and Practices”)

Position Limit, Position Accountability and Reportable Level Table 

(deletions struck through)

(attached under separate cover)

[Effective March 18, 2024]