Position Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of the Effective Federal Funds Rate Variation Futures Contract

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Effective Federal Funds Rate Variation Futures contract (the “Contract”) on trade date Monday, July 29, 2024 (see SER-9372R published on July 9, 2024), please note below and in Appendix B of CME Submission No. 24-249 the accountability levels (Rule 560), aggregation allocation, and reportable level (Rule 561) for the contract. 

For the full text of this notice, please see link attached below.