Position Limits and Large Trader Reporting Requirements in Connection with the Initial Listing of Monday, Tuesday, Wednesday, and Thursday Weekly Options on Micro E-mini S&P 500 Index Futures and Micro E-mini Nasdaq-100 Index Futures Contracts

In connection with the initial listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Monday, Tuesday, Wednesday, and Thursday Weekly Options on Micro E-mini S&P 500 Index Futures and Micro E-mini Nasdaq-100 Index Futures Contracts (the “Contracts”) on trade date Monday, February 13, 2023 (see SER9125, published on January 17, 2023), please note in Appendix C of CME Submission No. 23-002 the corresponding all-month position limits (Rule 559), aggregation allocations (Rule 559.D) and reportable levels (Rule 561) for the contracts.

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