Amendments to Position Limits for S&P 500® Annual Dividend Index Futures and S&P 500® Quarterly Dividend Index Futures

Effective on trade date March 23, 2020, the Chicago Mercantile Exchange Inc. (“CME” or “Exchange”) will amend single month position limits applicable to S&P 500® Annual Dividend Index (“SDA”) futures and S&P 500® Quarterly Dividend Index (“SDI”) futures (the “Contracts”), so as to align with all month position limits that apply to Standard and Poor's 500 Stock Price Index™ (“SP”) futures as noted below and in Exhibit A of CME Submission No. 20-013. Please note this change will be made effective for the June 2020 contract month and beyond.

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