• Treasury Spot Month Position Limit Notice for September 2016

      • #
      • MSN07-28-16
      • Notice Date
      • 28 July 2016
      • Effective Date
      • 28 July 2016
    • The applicable position limits for CBOT Treasury futures are set forth in the Position Limit, Position Accountability and Reportable Level Table in the Interpretations & Special Notices Section of Chapter 5. Position limits in CBOT Treasury futures contracts are applicable during the last 10 business days of an expiring contract. 

      The position limits for each contract and the relevant dates for the expiring September 2016 contracts are detailed in the table below: