Position Limit and Large Trader Reporting Requirements in Connection with the Initial Listing of the Adjusted Interest Rate S&P 500 Total Return Index (SOFR) Futures Contract

In connection with the listing of the Chicago Mercantile Exchange Inc.’s (“CME”) Adjusted Interest Rate S&P 500 Total Return Index (SOFR) Futures contract (the “Contract”) on trade date Monday, August 26, 2024 (see SER-9401R published on July 29, 2024), please note below and in Appendix B of CME Submission No. 24-270 the position limit (Rule 559), aggregation allocation, and reportable level (Rule 561) for the contract.

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