SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 22-385

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 09/06/22 Filing Description: Weekly Notification of 

Amendments Related to Product Terms and Conditions - Week of August 29, 2022

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

September 6, 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, 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. 22-385

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 effective during the week of August 29, 2022.

On August 30, 2022, the Exchange implemented administrative changes to correct the Settlement column 

of the CME Position Limit, Position Accountability and Reportable Level Table located in CME Chapter 5 

(“Trading Qualifications and Practices”) (the “Table”) for Nearby BTIC+ Futures on E-mini Standard and 

Poor's 500 Stock Price Index Futures (Commodity Code: ES1), Deferred BTIC+ Futures on E-mini Standard 

and Poor's 500 Stock Price Index Futures (Commodity Code: ES2), and TACO+ Futures on E-mini 

Standard and Poor's 500 Stock Price Index Futures (Commodity Code: EQ1) (collectively, the “Contracts”). 

The Settlement column for the Contracts was erroneously populated in Appendix B of CME Submission 

No. 19-265 dated August 22, 2019. The Settlement column for the Contracts has been amended from 

Exercises into Physical Futures to Exercises into Financial Futures since E-mini Standard and Poor's 500 

Stock Price Index Futures contract (Commodity Code: ES) is a financially settled contract and not a 

physically delivered contract. There is no operational impact as a result of the administrative amendments.

The Table is provided under separate cover in Exhibit A in blackline format.

Effective August 30, 2022, the Exchange implemented administrative amendments to the Strike Price 

Listing and Exercise Procedures Table (the “Table”). The amendments include classification of products by 

asset class and the inclusion of type of margin style of the respective option contracts. No operational 

changes have been made to the option contracts. Amendments to the table are attached under separate 

cover, in blackline format, as Exhibit B.
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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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 – CME Rulebook Chapter 5 Position Limit, Position Accountability and

Reportable Level Table (attached under separate cover) (blackline format)

Exhibit B – Amendments to CME Strike Price Listing and Exercise Procedure Table 

(attached under separate cover) (blackline format)
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Exhibit A

CME Rulebook Chapter 5

(“Trading Qualifications and Practices”)

Position Limit, Position Accountability and Reportable Level Table

(additions underscored; deletions struck through)

(attached under separate cover)
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Exhibit B

Amendments to the CME

Strike Price Listing and Exercise Table

(additions underlined, deletions overstruck)

(attached under separate cover)