Position Limit, Accountability Level and Large Trader Reporting Requirements in Connection with the Initial Listing of Quarterly IMM SONIA Futures and the MPC SONIA Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME” or “Exchange”) Quarterly IMM SONIA and the MPC SONIA Futures contracts (the “Contracts”) on trade date Monday, October 1, 2018 (see SER-8230 published September 4, 2018), please note below and in Appendix C of CME Submission No. 18-347 the updated position limits (CME Rule 559), aggregation allocations (CME Rule 559.D.) and reportable levels (CME Rule 561.B.) for the Contract.

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