Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Eight (8) Cross Rate Foreign Exchange (FX) Futures

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) eight (8) Cross Rate Foreign Exchange (“FX”) Futures (the “Contracts”) on trade date Monday, August 5, 2024 (see SER-9398R published on July 17, 2024), please note below and in Appendix B of CME Submission No. 24-250 the accountability levels (Rule 560), aggregation allocations, and reportable levels (Rule 561) for the contracts.

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