Position Limits and Large Trader Reporting Requirements in Connection with the Initial Listing of Micro E-mini S&P MidCap 400 Index Futures and Micro E-mini S&P SmallCap 600 Index Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Micro E-mini S&P MidCap 400 Index Futures and Micro E-mini S&P SmallCap 600 Index Futures contracts (the “Contracts”) on trade date Monday, March 20, 2023 (see SER-9150 published on February 21, 2023), please note below and in Appendix C of CME Submission No. 23-065 the corresponding position limits (Rule 559), aggregation allocations (Rule 559.D) and reportable levels (Rule 561) for the contracts. 

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