Large Trader Requirements, Aggregation Allocations, Single Month/All Month Accountability Levels, and Reporting Levels for the New Two-Year, Three-Year and Five-Year Eurodollar Bundle Futures and Option Contracts

In connection with the listing of the Two-Year, Three-Year and Five-Year Eurodollar Bundle Futures and Options on the Chicago Mercantile Exchange Inc. (CME) on trade date Monday, September 22, 2014 (see SER-7160R published September 3, 2014), please note below the corresponding aggregation allocations (CME Rule 559.D), single month and all month position accountability levels (CME Rule 560) and reportable levels (CME Rule 561) for the new contracts. Effective trade date Monday, September 22, 2014, and pending all relevant CFTC regulatory review periods, the terms and conditions for these contracts will be inserted in CME Position Limit Position Accountability and Reportable Level Table located in the Interpretations and Special Notices Section of Chapter 5 of the CME Rulebook, as noted below.