Position Limits, Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of the Options on Bitcoin Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Options on Bitcoin Futures contracts (the “Options”) on trade date Monday, January 13, 2020 (see SER-8473 published November 19, 2020), please note below and in Appendix C of CME Submission No. 19-415 the corresponding spot month position limits (Rule 559), accountability levels (Rule 560), aggregation allocations (Rule 559.D) and reportable levels (Rule 561) for the Options.

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