Position Accountability and Large Trader Reporting Requirements in Connection with the Initial Listing of Eighteen (18) Options on Heating Degree Day (HDD) Index Futures and Seasonal Strip HDD Index Futures Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Eighteen (18) Options on Heating Degree Day (HDD) Index Futures and Seasonal Strip HDD Index Futures Contracts (collectively, the “Contracts”) on trade date Monday, August 14, 2023 (see SER-9220 published on July 18, 2023), please note in Exhibit F of CME Submission No. 23-259 the corresponding accountability levels (Rule 560), aggregation allocations, and reportable levels (Rule 561) for the contracts.

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