Position Limit, Accountability Level and Large Trader Reporting Requirements in Connection with the Initial Listing of the E-mini S&P 500 ESG Index Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) E-mini S&P 500 ESG Index Futures Contracts on trade date Monday, November 18, 2019 (see SER-8460 published October 23, 2019), please note below and in Appendix B of CME Submission No. 19-367 the corresponding all-month position limits (Rule 559), aggregation allocations (Rule 559.D) and reportable levels (Rule 561) for the Contracts.  

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