Position Limit and Large Trader Reporting Requirements in Connection with the Initial Listing of E-mini S&P 500 Equal Weight Index Futures Contract

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) E-mini S&P 500 Equal Weight Index Futures (the “Contract”) on trade date Monday, February 26, 2024 (see SER-9325 published on February 1, 2024), please note below and in Appendix B of CME Submission No. 24-047 the position limit (Rule 559), aggregation allocation (Rule 559.D) and reportable level (Rule 561) for the contract.

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