SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 20-391

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 09/10/20 Filing Description: Temporary Amendment of the 

Listing Schedule of Five (5) FX Weekly Option Contracts to Early List the Monday and 

Wednesday Week 1 and Friday Week 2 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

ChristopherBowen

Managing Director and Chief Regulatory Counsel

Legal Department

September 10, 2020

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. Notification Regarding Temporary 

Amendments of the Listing Schedule of Five (5) FX Weekly Option Contracts 

to Early List the Monday and Wednesday Week 1 and Friday Week 2 

Contracts.

CME Submission No. 20-391

Dear Mr. Kirkpatrick:

Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) is certifying to the Commodity Futures Trading 

Commission (“CFTC” or “Commission”) temporary amendments to the listing schedule of five (5) FX Weekly 

Option contracts to early list the Monday and Wednesday Week 1 and Friday Week 2 contracts (the 

“Contracts”) listed in Appendix A below (collectively, the “Temporary Rule Amendments”) effective Sunday, 

September 27, 2020 for trade date Monday, September 28, 2020. The Contracts are listed for trading on 

the CME trading floor1 and the CME Globex electronic trading platform and for submission for clearing only 

on CME ClearPort.

Specifically, the Exchange will early list certain weekly contracts as noted in Appendix A effective for trade 

date September 28, 2020. 

Pursuant to the Temporary Rule Amendments, the Exchange will list five weekly instead of four weekly 

contracts as shown in Appendix A. The listing of the additional weekly contracts pursuant to the Temporary 

Rule Amendments is designed to provide additional risk management tools in advance of the United States 

2020 General Election on November 3, 2020.

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 Temporary Rule Amendments

may have some bearing on the following Core Principles:

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

regarding the actions described herein. The SER will also be posted on the CME Group website.

 1 CME Group closed its Chicago trading floor as of the close of business Friday, March 13, 2020, as a precaution to reduce large gatherings that 

can contribute to the spread of coronavirus in line with the advice of medical professionals. Updates can be found at: 

https://www.cmegroup.com/company/information.html
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

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

open interest levels, and price information daily on its website and through quote vendors for the 

Contracts.

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

Temporary 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

Attachment:

Appendix A – Temporary Rule Amendments of the Listing Schedule of Five (5) FX Weekly Option Contracts
Appendix A

Contract Title Rulebook 

Chapter

Commodity

Code

Current Listing 

Schedule

Temporary 

Amendment of the 

Listing Schedule

GBP/USD Weekly Monday Options - Week 1 251A MB1 Weekly contracts 

listed for 4 

consecutive 

weeks

Weekly contracts listed 

for 4 consecutive 

weeks plus Week 1 

Monday option 

expiring November 2, 

2020

CAD/USD Weekly Monday Options - Week 1 252A MD1

JPY/USD Weekly Monday Options - Week 1 253A MJ1

AUD/USD Weekly Monday Options Week 1 255A MA1

EUR/USD Weekly Monday Options - Week 1 261A MO1

GBP/USD Weekly Wednesday Options - Week 1 251A WG1 Weekly contracts 

listed for 4 

consecutive 

weeks

Weekly contracts listed 

for 4 consecutive 

weeks plus Week 1 

Wednesday option 

expiring November 4, 

2020

CAD/USD Weekly Wednesday Options - Week 1 252A WD1

JPY/USD Weekly Wednesday Options - Week 1 253A WJ1

AUD/USD Weekly Wednesday Options - Week 1 255A WA1

EUR/USD Weekly Wednesday Options - Week 1 261A WE1

GBP/USD Weekly Wednesday Volatility-Quoted 

Options - Week 1

251A VG1

CAD/USD Weekly Wednesday Volatility-Quoted 

Options - Week 1

252A VC1

JPY/USD Weekly Wednesday Volatility-Quoted 

Options - Week 1

253A VJ1

AUD/USD Weekly Wednesday Volatility-Quoted 

Options - Week 1

255A VA1

EUR/USD Weekly Wednesday Volatility-Quoted 

Options - Week 1

261A VE1

GBP/USD Weekly Friday Options - Week 2 251A 2BP Weekly contracts 

listed for 4 

consecutive 

weeks

Weekly contracts listed 

for 4 consecutive 

weeks plus Week 2 

Friday option expiring 

November 13, 2020

CAD/USD Weekly Friday Options - Week 2 252A 2CD

JPY/USD Weekly Friday Options - Week 2 253A 2JY

AUD/USD Weekly Friday Options - Week 2 255A 2AD

EUR/USD Weekly Friday Options - Week 2 261A 2EU

GBP/USD Weekly Friday Volatility-Quoted 

Options - Week 2

251A VBB

CAD/USD Weekly Friday Volatility-Quoted 

Options - Week 2

252A VCB

JPY/USD Weekly Friday Volatility-Quoted 

Options - Week 2

253A VJB

AUD/USD Weekly Friday Volatility-Quoted 

Options - Week 2

255A VAB

EUR/USD Weekly Friday Volatility-Quoted 

Options - Week 2

261A VTB