Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Micro Japanese Yen/U.S. Dollar (JPY/USD) Futures Contract

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Micro Japanese Yen/U.S. Dollar (JPY/USD) Futures contract (the “Contract”) on trade date Monday, February 26, 2024 (see SER-9326 published on January 24, 2024), please note below and in Appendix B of CME Submission No. 24-077 the corresponding accountability levels (Rule 560), aggregation allocation (Rule 559.D) and reportable level (Rule 561) for the Contract.

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