Position Limit and Large Trader Reporting Requirements in Connection with the Initial Listing of the Russell 2000 Annual Dividend Index Futures and Nasdaq-100 Annual Dividend Index Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc. (“CME”) Russell 2000 Annual Dividend Index Futures and the Nasdaq-100 Annual Dividend Index Futures Contracts (the “contracts”) on trade date Monday, April 11, 2022 (see SER-8960 published March 18, 2022), please note below and in Appendix C of CME Submission No. 22-081 the corresponding position limits (Rule 559), aggregation allocations (Rule 559.D) and reportable levels (Rule 561) for the contracts.

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