Position Accountability and Large Trader Reporting Requirements in Connection with the Seasonal Strip Weather Futures and Options Contracts

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Seasonal Strip Weather Futures and Options Contracts (collectively, the “Contracts”) on trade date Monday, June 3, 2024, July 15, 2024, July 29, 2024, and August 26, 2024 (see SER-9373 published on May 13, 2024), please note in Exhibits E, J, O, and T of CME Submission No. 24-141 the corresponding accountability levels (Rule 560), aggregation allocations, and reportable levels (Rule 561) for the contracts.

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