Position Limit and Large Trader Reporting Requirements in Connection with the Initial Listing of Tuesday and Thursday Weekly Options on E-mini Russell 2000 Index Futures Contracts

In connection with the initial listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Tuesday and Thursday Weekly Options on E-mini Russell 2000 Index Futures contracts (the “Contracts”) on trade date Monday, February 27, 2023 (see SER-9132 published on January 31, 2023), please note below and in Appendix C of CME Submission No. 23-031 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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