SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested

Registered Entity Identifier Code (optional): 22-471

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 10/25/22 Filing Description: Weekly Notification of Rule 

Amendments - Week of October 17, 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

October 25, 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. 22-471

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 October 17, 

2022: 

• Clearing House Advisory Notice 22-397 (October 17, 2022), OTC IRS BRL, CLP, KRW and MXN Liquidity 

Parameter Calibration Changes - Effective October 19, 2022

• Clearing House Advisory Notice 22-398 (October 17, 2022), Performance Bond Requirements: Energy -

Effective October 18, 2022

• Clearing House Advisory Notice 22-399 (October 17, 2022), Clearing Processing for €STR Basis Spread 

Futures “BTIC+” Conversion to €STR 3-Month Futures - Effective October 31, 2022

• Clearing House Advisory Notice 22-400 (October 18, 2022), Change in Interest Rate on Swedish Krona 

(SEK) Cash Balances - Effective November 1, 2022

• Clearing House Advisory Notice 22-401 (October 18, 2022), Performance Bond Requirements - FEX Energy 

Margin - Effective October 20, 2022

• Clearing House Advisory Notice 22-404 (October 20, 2022), November 2022 Delivery Date Memo - Effective 

October 20, 2022

• Clearing House Advisory Notice 22-405 (October 20, 2022), Performance Bond Requirements: Agriculture, 

Energy, Equity, and Metal Margins - Effective October 21, 2022

• Clearing House Advisory Notice 22-406 (October 21, 2022), Performance Bond Requirements: Energy -

Effective October 24, 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