Position Limits and Large Trader Reporting Requirements in Connection with the Initial Listing of the Block Cheese Futures and Options on Block Cheese Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Block Cheese Futures and Options on Block Cheese Futures Contracts (the “Contracts”) on trade date Monday, January 13, 2020 (see SER-8502 published December 17, 2020), please note below and in Appendix C of CME Submission No. 19-433 the corresponding single month position limits (Rule 559), aggregation allocations (Rule 559.D) and reportable levels (Rule 561) for the Contracts.

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