Position Limit and Large Trader Reporting Requirements in Connection with the Initial Listing of the Options on S&P 500 Annual Dividend Index Futures Contract

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Options on S&P 500 Annual Dividend Index Futures Contract (the “Contract”) on trade date Monday, January 29, 2024 (see SER-9311 published on January 9, 2024), please note below and in Appendix B of CME Submission No. 24-008 the corresponding position limit (Rule 559), aggregation allocation (Rule 559.D) and reportable level (Rule 561) for the contract.

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