Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of the RepoFunds Rate (Germany) Futures, RepoFunds Rate (Germany) – Three-Month Single Contract Basis Spread Futures, RepoFunds Rate (Italy) Futures and RepoFunds Rate (Italy) – Three-Month Single Contract Basis Spread Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) RepoFunds Rate (Germany) Futures, RepoFunds Rate (Germany) – Three-Month Single Contract Basis Spread Futures, RepoFunds Rate (Italy) Futures and RepoFunds Rate (Italy) – Three-Month Single Contract Basis Spread Futures Contracts (the “Contracts”) on trade date Monday, December 5, 2022 (see SER-9090 published November 9, 2022), please note below and in Appendix E of CME Submission No. 22-463 the corresponding aggregation allocations (Rule 559.D.), single month and all-month accountability levels (Rule 560), and reportable levels (Rule 561) for the new contracts.

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