SUBMISSION COVER SHEET

IMPORTANT: Check box if Confidential Treatment is requested 

Registered Entity Identifier Code (optional): 22-423

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

Filing as a: DCM SEF DCO SDR 

Please note - only ONE choice allowed.

Filing Date (mm/dd/yy): 10/31/22 Filing Description: Delisting of Certain PreviouslyListed Contract Months and Amendments to the Listing Schedule for the S&P 500 Total 

Return Index Futures Contract

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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ChristopherBowen

Managing Director and Chief Regulatory Counsel

Legal Department

October 31, 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. Delisting of Certain Previously-Listed 

Contract Months and Amendments to the Listing Schedule for the S&P 500 

Total Return Index Futures Contract.

CME Submission No. 22-423

Dear Mr. Kirkpatrick:

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

Commission (“CFTC” or “Commission”) the immediate delisting of certain previously-listed contract months 

and amendments to the listing schedule for the S&P 500 Total Return Index Futures contract (the 

“Contract”) such that no additional contract months shall be listed as noted in the table below (collectively, 

the “Rule Amendments”) effective on Wednesday, November 16, 2022.

All currently listed contract months shall remain available for trading on the CME Globex electronic trading 

platform (“CME Globex”) and for submission of clearing via CME ClearPort.

Contract Title Rulebook 

Chapter

CME 

Globex

and CME 

ClearPort 

Code

Contract Months

Delisted on October 31, 

2022

Contract Months 

Remaining Available for 

Trading and Clearing on 

October 31, 2022

S&P 500 Total 

Return Index 

Futures

357 TRI

Jan 23, Feb 23, Apr 23, 

Mar 24, Jun 24, Sep 24, 

Mar 25, Jun 25, Sep 25, 

Dec 27, Dec 28, Dec 29

Dec 22, Mar 23, Jun 23, 

Sep 23, Dec 23, Dec 24, 

Dec 25, and Dec 26

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:

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

open interest levels, and price information daily on its website.

Execution of Transactions: The Exchange will continue to provide a competitive, open, and efficient 

market and mechanism for executing transansactions that protects the price discovery process of 

trading the Contract. 

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 
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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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 

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