Position Accountability and Large Trader Reporting Requirements in Connection with the Listing of Twelve (12) European (Essen and Paris) and Twenty-Four (24) U.S. (Boston, Burbank, Houston and Philadelphia) Weather Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Twelve (12) European (Essen and Paris) and Twenty-Four (24) U.S. (Boston, Burbank, Houston and Philadelphia) Weather Futures Contracts (collectively, the “Contracts”) on trade date Monday, May 22, 2023 (see SER-9192 published on May 3, 2023), please note in Exhibit F of CME Submission No. 23-178 and Exhibit D of CME Submission No. 23-177 the corresponding accountability levels (Rule 560), aggregation allocations, and reportable levels (Rule 561) for the contracts.

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