SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 22-381

Organization: The Board of Trade of the City of Chicago, Inc. ("CBOT")

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 10/05/22 Filing Description: Cessation of Listing of Additional 

Contract Months of all LIBOR-Based Eris US Dollar Swap Futures and MAC US Dollar 

Interest Rate Swap 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 5, 2022

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. Cessation of Listing of Additional 

Contract Months of all LIBOR-Based Eris US Dollar Swap Futures and MAC

US Dollar Interest Rate Swap Futures Contracts.

CBOT Submission No. 22-381

Dear Mr. Kirkpatrick:

The Board of Trade of the City of Chicago, Inc. (“CBOT” or “Exchange”) is certifying to the Commodity 

Futures Trading Commission (“CFTC” or “Commission”) amendments to the listing schedule for Eris US 

Dollar Swap Futures and US Dollar Interest Rate Swap Futures contracts (the “Contracts”) as noted in the 

table below (collectively, the “Rule Amendments”) on Monday, October 31, 2022.

No additional contract months of the Contracts will be listed after Monday, October 31, 2022. Please note, 

all currently listed expirations will remain listed and available for trading.

Contract Title

CME 

Globex / 

CME 

ClearPort 

Code

CBOT 

Rulebook 

Chapter

Current Listing 

Schedule

Amended 

Listing 

Schedule 

Commencing

October 31, 

2022

Last Listed 

Contract

2-Year Eris US 

Dollar Swap 

Futures

LIT 61

On-the-Run 

quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for at 

least 2 quarters 

plus Off-the Run 

contracts until 

expiry.

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

3-Year Eris US 

Dollar Swap 

Futures

LIC 61

On-the-Run 

quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for at 

least 2 quarters 

plus Off-the Run 

contracts until 

expiry.

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023
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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4-Year Eris US 

Dollar Swap 

Futures

LID 61

On-the-Run 

quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for at 

least 2 quarters 

plus Off-the Run 

contracts until 

expiry.

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

5-Year Eris US 

Dollar Swap 

Futures

LIW 61

On-the-Run 

quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for at 

least 2 quarters 

plus Off-the Run 

contracts until 

expiry.

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

7-Year Eris US 

Dollar Swap 

Futures

LIB 61

On-the-Run 

quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for at 

least 2 quarters 

plus Off-the Run 

contracts until 

expiry.

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

10-Year Eris 

US Dollar Swap 

Futures

LIY 61

On-the-Run 

quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for at 

least 2 quarters 

plus Off-the Run 

contracts until 

expiry.

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

12-Year Eris 

US Dollar Swap 

Futures

LII 61

On-the-Run 

quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for at 

least 2 quarters 

plus Off-the Run 

contracts until 

expiry.

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

15-Year Eris 

US Dollar Swap 

Futures

LIL 61

On-the-Run 

quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for at 

least 2 quarters 

plus Off-the Run 

contracts until 

expiry.

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

20-Year Eris 

US Dollar Swap 

Futures

LIO 61

On-the-Run 

quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for at 

least 2 quarters 

plus Off-the Run 

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023
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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contracts until 

expiry.

30-Year Eris 

US Dollar Swap 

Futures

LIE 61

On-the-Run 

quarterly contracts 

(Mar, Jun, Sep, 

Dec) listed for at 

least 2 quarters 

plus Off-the Run 

contracts until 

expiry.

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

2-Year US 

Dollar Interest 

Rate Swap 

Futures

T1U 51 2 quarterly months

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

5-Year US 

Dollar Interest 

Rate Swap 

Futures

F1U 52 2 quarterly months

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

7-Year US 

Dollar Interest 

Rate Swap 

Futures

S1U 59 2 quarterly months

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

10-Year US 

Dollar Interest 

Rate Swap 

Futures

N1U 53 2 quarterly months

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

20-Year US 

Dollar Interest 

Rate Swap 

Futures

E1U 60 2 quarterly months

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

30-Year US 

Dollar Interest 

Rate Swap 

Futures

B1U 54 2 quarterly months

No additional 

contracts shall be 

added upon the 

listing of the June 

2023 contract 

month

June 2023

The Rule Amendments are being implemented in anticipation of the end of the US dollar LIBOR panel at 

end-June 2023 when US dollar LIBOR will cease to be published in a “representative” manner.

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1 With the end of the US dollar LIBOR panel, Three Month US dollar LIBOR will cease to be “representative” of the underlying market 

or economic reality following publication on 30 June 2023. While Three Month US dollar LIBOR may continue to be published after 

that date, such rate would be “non-representative” utilizing a “synthetic” methodology, to be determined by the UK Financial Conduct 

Authority, and usage of such rate may be restricted, See: https://www.fca.org.uk/publication/consultation/cp22-11.pdf
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 (“CEA” or “Act”) and identified that the Rule Amendments may have some bearing 

on the following Core Principles:

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

open interest levels, and price information daily on its website.

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

market and mechanism for executing transansactions that protects the price discovery process of 

trading the Contracts. 

Availability of General Information: The Exchange will release a Special Executive Report (“SER”) 

regarding the Rule Amendments to ensure notification to market participants. The SER will also be 

posted on the CME Group website.

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

Amendments comply with the Act, including the 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 Exchange’s 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