Position Limits, Accountability Levels and Large Trader Reporting Requirements in Connection with the Initial Listing of the 30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures Contracts (5.5% and 6.0% Coupon Rates)

In connection with the listing of the Board of Trade of the City of Chicago, Inc.’s (“CBOT” or “Exchange”) 30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures contracts (5.5% and 6.0% Coupon Rates) (the “Contracts”) on trade date Monday, December 12, 2022 (see SER-9093 published on November 15, 2022), please note below and in Appendix A of CBOT Submission No. 22-470 the corresponding position limits (Rule 559), aggregation allocations (Rule 559.D.), accountability levels (Rule 560) and reportable levels (Rule 561) for the new contracts.

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