Position Limit and Large Trader Reporting Requirements in Connection with the Initial Listing of the Adjusted Interest Rate Russell 1000 Total Return Index Futures, Adjusted Interest Rate Russell 2000 Total Return Index Futures, Adjusted Interest Rate Nasdaq-100 Total Return Index Futures, and Adjusted Interest Rate Dow Jones Industrial Average Total Return Index Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Adjusted Interest Rate Russell 1000 Total Return Index Futures, Adjusted Interest Rate Russell 2000 Total Return Index Futures, Adjusted Interest Rate Nasdaq-100 Total Return Index Futures and The Board of Trade of the City of Chicago, Inc. (“CBOT”) Adjusted Interest Rate Dow Jones Industrial Average Total Return Index Futures (the “contracts”) on trade date July 26, 2021 (see SER-8805 published on June 29, 2021), please note below and in Appendix B of CME/CBOT Submission No. 21-256 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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