SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 22-390 (1 of 2)

Organization: Chicago Mercantile Exchange Inc. (“CME”)

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 10/12/22 Filing Description: Amendments to the Listing Schedule 

of Various CME and CBOT Options on Equity Index 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 12, 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 of

Various CME and CBOT Options on Equity Index Futures Contracts. 

CME Submission No. 22-390 (1 of 2)

Dear Mr. Kirkpatrick:

Chicago Mercantile Exchange Inc. (“CME”) and The Board of Trade of the City of Chicago, Inc. (“CBOT”) 

(collectively, the “Exchanges”) certify to the Commodity Futures Trading Commission (“CFTC” or 

“Commission”) amendments to the listing schedule of various CME and CBOT options on equity index 

futures contracts (the “Contracts”) for trading on the CME Globex electronic trading platform (“CME 

Globex”) and for submission of clearing via CME ClearPort effective Sunday, November 20, 2022 for trade 

date Monday, November 21, 2022. 

Currently, the Exchanges list the next European-style options contract either on the same day of the 

expiration of the expiring contract or one business day following the expiration of the expiring contract. 

Upon implementation of the Rule Amendments, the Exchanges will uniformly list a new options contract

two business days prior to the expiration of the expiring option contract for all European-style options 

contracts listed in Exhibit 1. 

Exhibit 1

Contract Title Rulebook 

Chapter Commodity Code

CME

Options on Micro E-mini Standard and Poor’s 500 Stock Price 

Index Futures - End-of-Month (European-Style) 353A EX

Weekly Options on Micro E-mini Standard and Poor’s 500 

Stock Price Index Futures - Week 1-4 (European-Style) 353A EX1-EX4

Options on E-mini Standard and Poor's 500 Stock Price Index 

Futures - End-of-Month (European-Style) 358A EW

Weekly Options on E-mini Standard and Poor's 500 Stock 

Price Index Futures - Week 1-4 (European-Style) 358A EW1-EW4

Options on E-mini Standard and Poor's 500 Stock Price Index 

Futures - Quarterly PM (European-Style) 358A EYC

Wednesday Weekly Options on E-mini Standard and Poor's 

500 Stock Price Index Futures - Week 1-5 (European-Style) 358A E1C-E5C

Monday Weekly Options on E-mini Standard and Poor's 500 

Stock Price Index Futures - Week 1-5 (European-Style) 358A E1A-E5A

Thursday Weekly Options on E-mini Standard and Poor's 500 

Stock Price Index Futures - Week 1-5 (European-Style) 358A E1D-E5D
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

2

Tuesday Weekly Options on E-mini Standard and Poor's 500 

Stock Price Index Futures - Week 1-5 (European-Style) 358A E1B-E5B

Monday Weekly Options on E-mini Nasdaq-100 Index Futures 

- Week 1-5 (European-Style) 359A Q1A-Q5A

Tuesday Weekly Options on E-mini Nasdaq-100 Index Futures 

- Week 1-5 (European-Style) 359A Q1B-Q5B

Thursday Weekly Options on E-mini Nasdaq-100 Index 

Futures – Week 1-5 (European-Style) 359A Q1D-Q5D

Options on E-mini Nasdaq-100 Index Futures - End-of-Month 

(European-Style) 359A QNE

Weekly Options on E-mini Nasdaq-100 Index Futures - Week 

1-4 (European-Style) 359A QN1-QN4

Wednesday Weekly Options on E-mini Nasdaq-100 Index 

Futures - Week 1-5 (European-Style) 359A Q1C-Q5C

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

Week 1-4 (European-Style) 361A MQ1-MQ4

Options on Micro E-mini Nasdaq-100 Index Futures - End-ofMonth (European-Style) 361A MQE

European Style E-mini® S&P400 Weekly Options 362A ME3

Weekly Options on E-mini® Russell 2000® Index Futures -

Week 1-4

393A R1E-R4E

Monday Weekly Options on E-mini® Russell 2000® Index 

Futures - Week 1-5 (European-Style) 393A R1A-R5A

Options on E-mini® Russell 2000® Index Futures - End-ofMonth 393A RTM

Wednesday Weekly Options on E-mini® Russell 2000® Index 

Futures - Week 1-5 (European-Style) 393A R1C-R5C

CBOT

E-mini Dow Jones Industrial Average Index Weekly Option -

week 1 27A YM1-YM4

E-mini Dow Jones Industrial Average Index End-of-Month 

Option 27A EYM

Additionally, CME is expanding the listing schedule for the Tuesday Weekly Options, Thursday Weekly 

Options, and End-of Month Options on E-mini S&P 500 Index Futures as more specifically described in 

Exhibit 2 below also effective for trade date on Monday, November 21, 2022 (collectively, the “Rule 

Amendments”). 

Exhibit 2

Contract Title Rulebook 

Chapter

Commodity 

Code

Current 

Listing 

Schedule

Expanded Listing 

Schedule

CME

Tuesday Weekly Options on E-mini 

Standard and Poor's 500 Stock 

Price Index Futures - Week 1-5 

(European-Style)

358A E1B-E5B 2 weekly 

contracts 5 weekly contracts

Thursday Weekly Options on E-mini 

Standard and Poor's 500 Stock 

Price Index Futures - Week 1-5 

(European-Style)

358A E1D-E5D 2 weekly 

contracts 5 weekly contracts
300 Vesey Street New York, NY 10282 T 212 299 2200 F 212 301 4645 christopher.bowen@cmegroup.com cmegroup.com

3

Options on E-mini Standard and 

Poor's 500 Stock Price Index 

Futures - End-of-Month (EuropeanStyle)

358A EW 6 monthly 

contracts

6 monthly contracts 

and 4 additional 

months of 

Mar/Jun/Sep/Dec

The Rule Amendments are intended to provide greater flexibility for market participants by providing access 

to expiries on Tuesdays and Thursdays for a five-week period, in sync with related Monday, Wednesday, 

and Friday expiries. Additionally, new end-of-month expiries will provide market participants with access to 

European-style contracts over a longer time horizon. 

The Exchanges 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 Exchanges will release a Special Executive Report 

(“SER”) regarding these amendments. The SER will also be posted on the CME Group website.

Daily Publication of Trading Information: The Exchanges will continue to publish contract trading 

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

for the Contracts.

Prevention of Market Disruption: Trading in the Contracts will continue to be subject to the rules 

of the Exchanges, which include prohibitions on manipulation, price distortion, and disruption to the 

cash settlement process.

Compliance with Rules: The Exchanges will continue its normal practice to establish, monitor, 

and enforce compliance with the rules of the Contracts, including the expansion of the listing 

schedule of the Contracts. 

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

Rule Amendments comply with the Act, including regulations under the Act. There were no substantive 

opposing views to the proposal. 

The Exchanges certify that this submission has been concurrently posted on the CME Group 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