In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Bitcoin Volatility Futures contract (the “Contract”) on trade date Monday, June 1, 2026 (see SER-9733R published on May 14, 2026), please note below and in Appendix B of CME submission 26-200 the corresponding 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.