Position Limit, Accountability Levels, and Large Trader Reporting Requirements in Connection with the Initial Listing of the Nasdaq Veles California Water Index Futures Contract

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Nasdaq Veles California Water Index Futures contract (the “contract”) on trade date Monday, December 7, 2020 (see SER-8673 published October 27, 2020), please note below and in Exhibit B of CME Submission No. 20-399 the corresponding spot-month position limit (Rule 559), single month and all month accountability levels (Rule 560), aggregation allocation (Rule 559.D) and reportable level (Rule 561) for the contract.

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