Position Limit and Large Trader Reporting Requirements in Connection with the Initial Listing of the Options on E-mini Standard and Poor's 500 Stock Price Index Futures – Quarterly PM (European-Style) Contract

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Options on the E-mini Standard and Poor's 500 Stock Price Index Futures – Quarterly PM (European-Style) contract (the “contract”) on trade date Monday, June 28, 2021 (see SER-8784 published on June 2, 2021), please note below and in Exhibit B of CME Submission No. 21-238 the corresponding all-month position limit (Rule 559), aggregation allocations (Rule 559.D) and reportable levels (Rule 561) for the contract.

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