Position Limit and Large Trader Reporting Requirements in Connection with the Initial Listing of the E-mini S&P Europe 350 ESG Index Futures Contract

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) E-mini S&P Europe 350 ESG Index Futures contract (the “Contract”) on trade date Monday, May 24, 2021 (see SER-8762 published on April 28, 2021), please note below and in Exhibit B of CME Submission No. 21-179 the corresponding all-month position limit (Rule 559), aggregation allocations (Rule 559.D) and reportable level (Rule 561) for the contract.

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