SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 22-344

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): 08/30/22 Filing Description: Additional Contract Month 

Availability for Certain Eris SOFR 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

1

Christopher Bowen

Managing Director and Chief Regulatory Counsel

Legal Department

August 30, 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. Additional Contract Month Availability 

for Certain Eris SOFR Swap Futures Contracts.

CBOT Submission No. 22-344

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”) that it shall avail additional contract months for 

certain Eris SOFR Swap Futures contracts (the “Contracts”) for trading on the CME Globex electronic 

trading platform (“CME Globex”) and for submission for clearing via CME ClearPort as noted in Table 1.

below effective Sunday, September 18, 2022, for trade date Monday, September 19, 2022 (collectively, the 

Rule Amendments”).

 

Table 1.

Contract Title

CME Globex and

CME ClearPort 

Code

Additional Contract 

Months

3-Year Eris SOFR Swap Futures YIC Dec 2019 through

Sep 2020

4-Year Eris SOFR Swap Futures YID Dec 2018 through

Sep 2020

5-Year Eris SOFR Swap Futures YIW Dec 2017 through 

Sep 2020

7-Year Eris SOFR Swap Futures YIB Dec 2015 through 

Sep 2020

10-Year Eris SOFR Swap Futures YIY Dec 2012 through 

Sep 2020

30-Year Eris SOFR Swap Futures YIE Jun 2014 through 

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

posted on the CME Group website.
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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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