Position Limit, Accountability Level and Large Trader Reporting Requirements in Connection with the Initial Listing of Twenty-Two (22) Portland and Tokyo Weather Futures and Options Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Degree Days Index Futures – Portland HDD/CDD contract and Pacific Rim Index Futures – Tokyo CAT contract (“the Contracts”), and their related option contracts on trade date Monday, November 25, 2019 (see SER-8469RR published November 19, 2019), please note in Appendix G of CME Submission No. 19-386 the corresponding accountability levels (Rule 560), 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.