Position Accountability and Large Trader Reporting Requirements in Connection with the Initial Listing of Twelve (12) Options on Cooling Degree Day (CDD) Index Futures and Seasonal Strip CDD Index Futures Contracts and Six (6) Options on Cumulative Average Temperature (CAT) Index Futures and Seasonal Strip CAT Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Twelve (12) Options on Cooling Degree Day (CDD) Index Futures and Seasonal Strip CDD Index Futures Contracts and Six (6) Options on Cumulative Average Temperature (CAT) Index Futures and Seasonal Strip CAT Contracts (collectively, the “Contracts”) on trade date Monday, August 28, 2023 (see SER-9220 published on July 18, 2023), please note in Exhibit D of CME Submission No. 23-260 the corresponding accountability levels (Rule 560), aggregation allocations, and reportable levels (Rule 561) for the contracts.

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