Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Three (3) Micro Foreign Exchange (FX) Physically-Delivered Futures Contracts - Micro USD/JPY, Micro USD/CAD and Micro USD/CHF Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) three (3) micro foreign exchange (FX) physically-delivered futures contracts: Micro U.S. Dollar/Japanese Yen (USD/JPY) Futures, Micro U.S. Dollar/Canadian Dollar (USD/CAD) Futures and Micro U.S. Dollar/Swiss Franc (USD/CHF) Futures contracts (the “contracts”) on trade date Monday, June 28, 2021 (see SER-8774 published on June 1, 2021), please note below and in Appendix B of CME Submission No. 21-203 the corresponding accountability levels (Rule 560), aggregation allocations (Rule 559.D) and reportable levels (Rule 561) for the contracts.

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