Position Limit and Large Trader Reporting Requirements in Connection with the Initial Listing of Six (6) Options on Micro E-Mini Standard and Poor’s 500 Stock Price Index Futures and Six (6) Options on Micro E-Mini Nasdaq-100 Index Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Six (6) Options on Micro E-Mini Standard and Poor’s 500 Stock Price Index Futures and Six (6) Options on Micro E-Mini Nasdaq-100 Index Futures Contracts on trade date Monday, August 31, 2020 (see SER-8587 published July 14, 2020), please note below and in Appendix C of CME Submission No. 20-295 the corresponding all-month position limit (Rule 559), aggregation allocations (Rule 559.D) and reportable levels (Rule 561) for the Contracts.

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