SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 22-380

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: Amendments to the Listing Schedule 

for all MAC SOFR Swap Futures, Eris SOFR Swap Futures, and Eris BSBY 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

1

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. Amendments to the Listing Schedule 

for all MAC SOFR Swap Futures, Eris SOFR Swap Futures, and Eris BSBY 

Futures Contracts.

CBOT Submission No. 22-380

Dear Mr. Kirkpatrick:

Effective Sunday, October 30, 2022 for trade date Monday, October 31, 2022, 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 all MAC SOFR Swap Futures, Eris SOFR 

Swap Futures, and Eris BSBY Futures contracts as noted in Exhibit A below (the “Contracts”) for trading 

on the CME Globex electronic trading platform (“CME Globex”) and for submission for clearing via CME 

ClearPort. 

 Exhibit A

Contract Title

CBOT 

Rulebook 

Chapter

CME 

Globex 

and

CME 

ClearPort 

Code

Current Listing 

Schedule

Amended Listing 

Schedule 

2-Year MAC SOFR Swap 

Futures 63 T1S

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

5-Year MAC SOFR Swap 

Futures 63 F1S

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

7-Year MAC SOFR Swap 

Futures 63 S1S

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

2

September, 

December), on a 

rolling basis

June, September, 

December), on a 

rolling basis

10-Year MAC SOFR Swap 

Futures

63 N1S

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

20-Year MAC SOFR Swap 

Futures 63 E1S

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

30-Year MAC SOFR Swap 

Futures 63 B1S

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

1-Year Eris Bloomberg 

Short Term Bank Yield 

(BSBY) Swap Futures

64 KXA

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

2-Year Eris Bloomberg 

Short Term Bank Yield 

(BSBY) Swap Futures

64 KXT

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

3-Year Eris Bloomberg 

Short Term Bank Yield 

(BSBY) Swap Futures

64 KXC

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

4-Year Eris Bloomberg 

Short Term Bank Yield 

(BSBY) Swap Futures

64 KXD

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

5-Year Eris Bloomberg 

Short Term Bank Yield 

(BSBY) Swap Futures

64 KXW

Contracts listed for 

3 Months in the 

March Quarterly 

Contracts listed for 

2 Months in the 

March Quarterly 
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

3

Cycle (March, June, 

September, 

December), on a 

rolling basis

Cycle (March, 

June, September, 

December), on a 

rolling basis

7-Year Eris Bloomberg 

Short Term Bank Yield 

(BSBY) Swap Futures

64 KXB

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

10-Year Eris Bloomberg 

Short Term Bank Yield 

(BSBY) Swap Futures

64 KXY

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

1-Year Eris SOFR Swap 

Futures 62 YIA

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

2-Year Eris SOFR Swap 

Futures 62 YIT

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

3-Year Eris SOFR Swap 

Futures 62 YIC

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

4-Year Eris SOFR Swap 

Futures 62 YID

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

5-Year Eris SOFR Swap 

Futures 62 YIW

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

7-Year Eris SOFR Swap 

Futures 62 YIB Contracts listed for 3 Months in the 

Contracts listed for 

2 Months in the 
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

4

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

10-Year Eris SOFR Swap 

Futures 62 YIY

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

12-Year Eris SOFR Swap 

Futures 62 YII

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

15-Year Eris SOFR Swap 

Futures 62 YIL

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

20-Year Eris SOFR Swap 

Futures 62 YIO

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

30-Year Eris SOFR Swap 

Futures 62 YIE

Contracts listed for 

3 Months in the 

March Quarterly 

Cycle (March, June, 

September, 

December), on a 

rolling basis

Contracts listed for 

2 Months in the 

March Quarterly 

Cycle (March, 

June, September, 

December), on a 

rolling basis

Specifically, the listing schedule of the Contracts will be reduced from three (3) to two (2) quarterly months 

on a rolling basis (the “Rule Amendments”). Currently listed contract months of the Contracts shall remain 

available for trading and clearing. 

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 Principle:

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 
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

5

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