Position Limit, Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of 20-Year U.S. Treasury Bond Futures Contracts

In connection with the listing of the Board of Trade of the City of Chicago, Inc.’s (“CBOT” or “Exchange”) 20-Year U.S. Treasury Bond Futures Contracts on trade date Monday, March 7, 2022 (see SER-8912 dated January 11, 2022), please note below and in Appendix B of CBOT Submission No. 22-006 the corresponding position limit (Rule 559), aggregation allocations (Rule 559.D.), accountability levels (Rule 560) and reportable levels (Rule 561) for the new contract.

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