Accountability Levels and Large Trader Reporting Requirements in Connection with the 1-Year, 2-Year, 3-Year, 4-Year, 5-Year, 7-Year, and 10-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures Contracts

In connection with the listing of the Board of Trade of the City of Chicago, Inc.’s (“CBOT” or “Exchange”) 1-Year, 2-Year, 3-Year, 4-Year, 5-Year, 7-Year, and 10-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures Contracts (the “contracts”) on trade date Monday, April 11, 2022 (see SER-8923R dated March 8, 2022), please note below and in Appendix B of CBOT Submission 22-054 the corresponding aggregation allocations (Rule 559.D.), accountability levels (Rule 560) and reportable levels (Rule 561) for the new contracts.

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