Position Limits, Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of Micro 2-Year Yield Futures, Micro 5-Year Yield Futures, Micro 10-Year Yield Futures, and Micro 30-Year Yield Futures Contracts

In connection with the listing of the Board of Trade of the City of Chicago, Inc.’s (“CBOT” or “Exchange”) Micro 2-Year Yield Futures, Micro 5-Year Yield Futures, Micro 10-Year Yield Futures, and Micro 30-Year Yield Futures Contracts on trade date Monday, August 16, 2021 (see SER-8797R dated July 20, 2021), please note below and in Appendix B of CBOT Submission No. 21-245 the corresponding position limits (Rule 559), aggregation allocations (Rule 559.D.), 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.