SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 23-159

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 03/28/23 Filing Description: Weekly Notification of 

Amendments Related to Product Terms and Conditions - Week of March 20, 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

March 28, 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. 23-159

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 made effective during the week of March 20, 2023.

Effective Sunday, March 19, 2023, for trade date Monday, March 20, 2023, the Exchange expanded the 

strike price listing schedule for the Event Contracts on Bitcoin Futures for trading on the CME Globex 

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

(“SER”) 9168, which is attached hereto as Exhibit A. 

Also, effective Sunday, March 19, 2023, for trade date Monday, March 20, 2023, the Exchange amended

the strike price listing schedule for all Options on Emini Nasdaq-100 Index Futures and Options on Micro 

E-mini Nasdaq-100 Index Futures contracts listed in Exhibit B for trading on the CME Globex electronic 

trading platform and for submission of clearing via CME ClearPort. The marketplace was alerted of the 

changes via SER 9134, which is attached hereto as Exhibit B.

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 – SER 9168

Exhibit B – SER 9134
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Exhibit A

Special Executive Report

DATE: March 17, 2023

SER#: 9168

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

Futures

Effective Sunday, March 19, 2023, for trade date Monday, March 20, 2023, Chicago Mercantile Exchange Inc. (“CME”

or “Exchange”) will expand the strike price listing schedule for the Event Contracts on Bitcoin Futures (the “Contract”) 

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

Contract Title

CME 

Globex 

Code

Rulebook 

Chapter Current Strike Price Listing Rule Expanded Strike Price Listing Schedule

Event Contract on 

Bitcoin Futures

ECBTC CME 23

4 strikes at $250.00 increment above 

and below the at-the-money 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 exchange, additional strikes added in 

$250.00 increments.

10 strikes at $250.00 increment above 

and below the at-the-money strike, then 

10 strikes at $500.00 increment above 

and below the highest and lowest 

$250.00 increment strike.

Upon demand and at the discretion of 

the exchange, additional strikes added in 

$250.00 increments.

The Exchange initially launched the Contract effective on March 13, 2023 (see SER 9091 dated February 14, 2023).

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

The Commodity Futures Trading Commission (“CFTC”) will be notified of the amendments during the week of March 

27, 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
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Exhibit B

Special Executive Report

DATE: February 2, 2023

SER#: 9134

SUBJECT: Amendments to the Strike Price Listing Rule for All Options on E-mini 

Nasdaq-100 Index Futures and Options on Micro E-mini Nasdaq-100 

Index Futures Contracts

Effective Sunday, March 19, 2023, for trade date Monday, March 20, 2023, Chicago Mercantile 

Exchange Inc. (“CME” or “Exchange”) will amend the strike price listing schedule for all Options on Emini Nasdaq-100 Index Futures and Options on Micro E-mini Nasdaq-100 Index Futures contracts listed 

in the table below (the “Contracts”) for trading on the CME Globex electronic trading platform (“CME 

Globex”) and for submission of clearing via CME ClearPort (collectively, the “Rule Amendments”).

In order to facilitate the Rule Amendments, customers are asked to cancel all Good ‘Till Cancel 

(GTC) and Good ‘Till Date (GTD) orders after the close on Friday, March 17, 2023. After 16:00 

Central Time on Friday, March 17, 2023 all remaining Good Till (GT) orders will be cancelled or 

deleted by the CME Global Command Center (GCC).

Note: To support this change, the External Alias will display the full strike price on CME Globex 

for these Contracts; i.e., tag 55-Symbol = NQZ3 P1600 will be displayed as NQZ3 P16000. 

Additional information may be viewed HERE.

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)

10-point increment: -

10% - +5% (<5

DTE)

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)

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

(EuropeanStyle)

359A Q1C-Q5C

Thursday Weekly Options on

E- mini Nasdaq-100 Index

Futures

- Week 1-5 (European-Style)

359A Q1D-Q5D

Weekly Options on E-mini 

Nasdaq-100 Index Futures

- Week 1-4 (EuropeanStyle)

359A QN1-QN4
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Options on E-mini Nasdaq100 Index Futures - End-ofMonth (European-Style)

359A QNE

Options on Micro E-mini 

Nasdaq-100 Index

Futures

361A MNQ

Monday Weekly Options on

Micro E-mini Nasdaq-100 Index 361A D1A-D5A

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

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

week of March 27, 2023 via the weekly notification procedures set forth in Part 40 of the CFTC’s 

Regulations.

Please refer questions on this subject to:

Brian Burke Brian.Burke@cmegroup.com +1 212 299 2236

Anna Ellis Anna.Ellis@cmegroup.com +1 312 783 8764

Futures - Week 1-5 (EuropeanStyle)

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 

(European- Style)

361A D1C-D5C

Thursday Weekly Options on 

Micro E-mini Nasdaq-100

Index

Futures - Week 1-5

(European- Style)

361A D1D-D5D

Weekly Options on Micro Emini Nasdaq-100 Index

Futures

- Week 1-4

361A MQ1-MQ4

Options on Micro E-mini 

Nasdaq-100 Index Futures -

End-of-Month (EuropeanStyle)

361A MQE