Amendments to Position Limits for the 30-Year Uniform Mortgage-Backed Security (UMBS) To-Be Announced (TBA) Futures

Effective on February 27, 2023 and commencing with the June 2023 contract month and beyond (pending all relevant CFTC regulatory review periods), The Board of Trade of the City of Chicago, Inc. (“CBOT” or “Exchange”) will amend the spot month position limits of the 30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures contracts (2.0%, 2.5%, 3.0%, 3.5%, 4.0%, 4.5%, 5.0% 5.5% and 6.0% Coupon Rates) (collectively, the “Contracts”) as noted below and in Exhibit A and B of CBOT Submission No. 23-049. Please note that the spot-month position limits in the March 2023, April 2023, and May 2023 contract months remain unchanged.

For the full text of this notice, please see link attached below.