Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Weekly Monday Options on British Pound/U.S. Dollar (GBP/USD) Futures, Canadian Dollar/U.S. Dollar (CAD/USD) Futures, Japanese Yen/U.S. Dollar (JPY/USD) Futures, Australian Dollar/U.S. Dollar (AUD/USD) Futures and Euro/U.S. Dollar (EUR/USD) Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Weekly Monday Options on British Pound/U.S. Dollar (GBP/USD) Futures, Canadian Dollar/U.S. Dollar (CAD/USD) Futures, Japanese Yen/U.S. Dollar (JPY/USD) Futures, Australian Dollar/U.S. Dollar (AUD/USD) Futures and Euro/U.S. Dollar (EUR/USD) Futures contracts (the “Options”) on trade date Monday, February 24, 2020 (see SER-8528 published January 28, 2020), please note in Appendix C of CME Submission No. 20-057, the corresponding single month and all month position accountability levels (CME Rule 560), aggregation allocations (CME Rule 559.D) and reportable levels (CME Rule 561.B) for the Options contracts.

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