• Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Wednesday Weekly Premium-Quoted and Volatility-Quoted Options on Five (5) FX Futures Contracts

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      • MSN10-25-17
      • Notice Date
      • 25 October 2017
      • Effective Date
      • 30 October 2017
    • In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME” or “Exchange”) Wednesday Weekly FX premium-quoted and volatility-quoted options on: British Pound/U.S. Dollar (GBP/USD) Futures, Canadian Dollar/U.S. Dollar (CAD/USD) Futures, Japanese Yen/U.S. Dollar (JPY/USD) Futures, Australian Dollar/U.S. Dollar (AUD/USD) Futures and Euro/U.S. Dollar (EUR/USD) Futures contracts on trade date Monday, October 30, 2017 (see SER-8002 published October 5, 2017), please note in Appendix C of CME Submission No. 17-382, the aggregation allocations (CME Rule 559.D.), single month and all month position accountability levels (CME Rule 560) and reportable levels (CME Rule 561.B.) for the new, European-style option contracts.

      For full text of this notice, please see the link below.