In connection with the initial listing of the Chicago Mercantile Exchange Inc. (“CME”) Monday and Wednesday Weekly Options on E-mini Russell 2000 Index Futures (European Style) (Week 1 through Week 5) Contracts (the “contracts”) on trade date Monday, October 4, 2021 (see SER-8854R published on September 15, 2021), please note below and in Appendix B of CME Submission No. 21-376 the corresponding all-month position limit (Rule 559), aggregation allocations (Rule 559.D) and reportable levels (Rule 561) for the contracts.
For the full text of this notice, please see link attached below.