Position Limit and Large Trader Reporting Requirements in Connection with the Initial Listing of the Adjusted Interest Rate S&P 500 Total Return Index Futures Contract

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Adjusted Interest Rate S&P 500 Total Return Index Futures Contract (the “contract”) on trade date Monday, September 21, 2020 (see SER-8631 published August 4, 2020), please note below and in Appendix B of CME Submission No. 20-280 the corresponding all-month position limit (Rule 559), aggregation allocation (Rule 559.D) and reportable level (Rule 561) for the contract.

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