Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of the 13-Week U.S. Treasury Bill Futures Contract

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) 13-Week U.S. Treasury Bill Futures contract (the “Contract”) on trade date Monday, October 2, 2023 (see SER-9251R published on September 6, 2023), please note below and in Appendix B of CME Submission No. 23-344 the corresponding accountability levels (Rule 560), aggregation allocations and reportable level (Rule 561) for the contract.

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