Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Eleven (11) Eris SOFR and Six (6) MAC SOFR Swap Futures Contracts

In connection with the listing of the Board of Trade of the City of Chicago, Inc.’s (“CBOT” or “Exchange”) Initial Listing of Eleven (11) Eris SOFR and Six (6) MAC SOFR Swap Futures Contracts (collectively, the “contracts”) on trade date Monday, October 5, 2020 (see SER-8625 dated July 21, 2020), please note below and in Appendix D of CBOT Submission No. 20-300 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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