Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of the ERIS US Dollar (USD) Swap Futures Contracts

In connection with the listing of the Board of Trade of the City of Chicago’s (“CBOT” or “Exchange”) ERIS US Dollar (USD) Swap Futures Contracts (“the Contracts”) on trade date Monday, December 3, 2018 (see SER-8219 published November 8, 2018), please note in Appendix B of CBOT Submission No. 18-290 the corresponding aggregation allocations (Rule 559.D.), single month and all month accountability levels (Rule 560) and reportable levels (Rule 561) for the new contracts.

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