• Position Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Wednesday Weekly Options on U.S. Treasury Note and Bond Futures Contracts

      • #
      • MSN06-01-17B
      • Notice Date
      • 01 June 2017
      • Effective Date
      • 05 June 2017
    • In connection with the listing of Board of Trade of the City of Chicago, Inc.'s ("CBOT" or "Exchange") Wednesday Weekly Options on Short-Term U.S. Treasury Note Futures, Medium-Term U.S. Treasury Note Futures, Long-Term U.S. Treasury Note Futures, 10-Year U.S. Treasury Note Futures, U.S. Treasury Bond Futures, and Long-Term U.S. Treasury Bond Futures contracts (collectively, the "Contracts") on trade date Monday, June 5, 2017, please note below, and in Appendix M of CBOT Submission No. 17-157 the corresponding single month and all month aggregation allocations (Rule 559.D), single month and all month accountability levels (Rule 560) and reportable levels (Rule 561) for the new Contracts.

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