Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Tuesday Weekly Options and Thursday Weekly Options on Certain Foreign Exchange (FX) Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Tuesday Weekly Options and Thursday Weekly Options on Certain Foreign Exchange (FX) Futures Contracts (the “Contracts”) on trade date Monday, December 5, 2022 (see SER-9088 published November 9, 2022), please note in Appendix B of CME Submission No. 22-440 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.

For the full text of this notice, please see link attached below.