Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of the Mexican Funding TIIE (Monthly Contracts) Futures Contract

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Mexican Funding TIIE (Monthly Contracts) Futures contract (the “contract”) on trade date Monday, May 24, 2021 (see SER-8757 published April 27, 2021), please note below and in Appendix B of CME Submission No. 21-178 the corresponding accountability levels (Rule 560), aggregation allocations (Rule 559.D) and reportable level (Rule 561) for the contract.

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