SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 23-322

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 07/17/23 Filing Description: Weekly Notification of 

Amendments Related to Product Terms and Conditions - Week of July 10, 2023

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

1

Christopher Bowen 

Managing Director and Chief Regulatory Counsel

Legal Department

July 17, 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(d) Notification. Chicago Mercantile Exchange Inc. (“CME” or 

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

Conditions.

CME Submission No. 23-322

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 July 10, 2023.

Effective Sunday, July 9, 2023, for trade date Monday, July 10, 2023, the Exchange expanded the strike 

price listing schedule of the Event Contracts on all Equity Index Futures for trading on the CME Globex 

electronic trading platform. The marketplace was alerted of the amendments via Special Executive Report 

(“SER”) 9202, which is attached hereto as Exhibit A. 

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

Attachment: Exhibit A – SER 9202
2

Exhibit A

Special Executive Report

DATE: June 13, 2023

SER#: 9202

SUBJECT: Expansion of the Strike Price Listing Schedule for Event Contracts of all 

CME and CBOT Equity Index Futures

Effective Sunday, July 9, 2023, for trade date Monday, July 10, 2023, Chicago Mercantile Exchange Inc. 

(“CME”) and The Board of Trade of the City of Chicago, Inc. (“CBOT”) (collectively, the “Exchanges”) will 

expand the strike price listing schedule of the Event Contracts on all Equity Index Futures (the “Contracts”) 

for trading on the CME Globex electronic trading platform (“CME Globex”) as more specifically described 

below (collectively, the “Rule Amendments”). 

Contract Title

CME 

Globex 

Code 

Rulebook 

Chapter Current Strike Price Listing Schedule Expanded Strike Price Listing Schedule

Event 

Contracts on

E-mini 

Standard and 

Poor’s 500 

Stock Price 

Index Futures

ECES CME 23

5 strikes at $10.00 increment above and 

below the at-the-money strike, then 1 

strike at $25.00 increment above and 

below the highest and lowest $10.00 

increment strike, then 1 strike at $50.00 

increment above and below the highest 

and lowest $25.00 increment strike.

Upon demand and at the discretion of 

the exchange, additional strikes added in 

$250.00 and $500.00 increments.

10 strikes at $10.00 increment above and 

below the at-the-money strike, then 2 

strikes at $25.00 increment above and 

below the highest and lowest $10.00 

increment strike, then 2 strikes at $50.00 

increment above and below the highest 

and lowest $25.00 increment strike.

Upon demand and at the discretion of the 

exchange, additional strikes added in 

$10.00 and $25.00 increments.

Event 

Contracts on

E-mini Nasdaq100 Index 

Futures

ECNQ CME 23

5 strikes at $50.00 increment above and 

below the at-the-money strike, then 1 

strike at $100.00 increment above and 

below the highest and lowest $50.00 

increment strike, then 1 strike at $250.00 

increment above and below the highest 

and lowest $100.00 increment strike.

Upon demand and at the discretion of 

the exchange, additional strikes added in 

$50.00 increments.

10 strikes at $50.00 increment above and 

below the at-the-money strike, then 2 

strikes at $100.00 increment above and 

below the highest and lowest $50.00 

increment strike, then 2 strikes at $250.00 

increment above and below the highest 

and lowest $100.00 increment strike.

Upon demand and at the discretion of the 

exchange, additional strikes added in 

$50.00 increments.

Event 

Contracts on

E-mini Russell 

2000 Index 

Futures

ECRTY CME 23

5 strikes at $10.00 increment above and 

below the at-the-money strike, then 1 

strike at $25.00 increment above and 

below the highest and lowest $10.00 

increment strike, then 1 strike at $50.00 

increment above and below the highest 

and lowest $25.00 increment strike.

Upon demand and at the discretion of 

the exchange, additional strikes added in 

$10.00 and $25.00 increments.

10 strikes at $10.00 increment above and 

below the at-the-money strike, then 2 

strikes at $25.00 increment above and 

below the highest and lowest $10.00 

increment strike, then 2 strikes at $50.00 

increment above and below the highest 

and lowest $25.00 increment strike.

Upon demand and at the discretion of the 

exchange, additional strikes added in 

$10.00 and $25.00 increments.

Event 

Contracts on

E-mini Dow 

Jones Industrial 

Average Index 

Futures

ECYM CBOT 23

5 strikes at $100.00 increment above 

and below the at-the-money strike, then 

1 strike at $250.00 increment above and 

below the highest and lowest $100.00 

increment strike, then 1 strike at $500.00 

increment above and below the highest 

and lowest $250.00 increment strike.

Upon demand and at the discretion of 

10 strikes at $100.00 increment above 

and below the at-the-money strike, then 2 

strikes at $250.00 increment above and 

below the highest and lowest $100.00 

increment strike, then 2 strikes at $500.00 

increment above and below the highest 

and lowest $250.00 increment strike.

Upon demand and at the discretion of the 
3

the exchange, additional strikes added in 

$100.00 and $250.00 increments.

exchange, additional strikes added in 

$100.00 and $250.00 increments.

The Exchange initially launched the Contracts effective on September 19, 2022 (see SER 8968R dated 

August 25, 2022).

The Strike Price Listing and Exercise Procedure Table may be viewed HERE. 

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

week of July 17, 2023, via the weekly notification procedures set forth in Part 40 of the CFTC’s Regulations.

Inquiries regarding this matter may be directed to:

Brian Burke Brian.Burke@cmegroup.com 001 212 299 2236

Payal Shah Payal.Shah@cmegroup.com 0044 203 379 3307